Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580183.3344 | 648726.6092 | -68543.2748 | -193472.1518 | 668797.0786 | -862269.2305 |
Total P&L (%) | 580.1833 | 648.7266 | -68.5433 | -193.4722 | 668.7971 | -862.2692 |
Avg Daily Profit (%) | 0.2624 | 0.2934 | -0.031 | 0 | 0.0923 | 0 |
Buy And Hold Return (%) | 152.593 | 152.593 | 152.593 | 152.593 | 152.593 | 152.593 |
Max Trade Drawdown | -245315 | -166286 | -204490 | -1589724 | -661133 | -1090264 |
Profit Factor | 1.8471 | 2.7708 | 0.7848 | 0.9228 | 1.5567 | 0.3395 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 16 | 19 | 31 | 17 | 14 |
Losing Trades | 28 | 15 | 13 | 32 | 14 | 18 |
Profitability (%) | 55.5556 | 51.6129 | 59.375 | 49.2063 | 54.8387 | 43.75 |
Ratio Avg Win / Avg Loss | 1.4777 | 2.5977 | 0.537 | 0.9526 | 1.282 | 0.4365 |
Largest Winning Trade | 385727 | 385727 | 30564 | 467980 | 467980 | 209242 |
Largest Losing Trade | -124281 | -51333 | -124281 | -815996 | -614941 | -815996 |
Avg Bars in Trades | 135 | 229 | 45 | 135 | 229 | 45 |
Avg Bars in Winners | 88 | 144 | 41 | 175 | 290 | 36 |
Avg Bars in Losers | 195 | 319 | 52 | 97 | 154 | 52 |
Bars Traded | 8566 | 7103 | 1463 | 8566 | 7103 | 1463 |
Profit Streak | 129.2265 | 129.2265 | 351.9765 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140294 | 477137 | -578212 | -732086 | -68961 | -583240 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8843, "evaluation_days": 2210.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572782400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864365820, "expiration_time": 1764445464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 53, "offset": 0, "std": 1.34662 } }, "second_band": { "type": "vwma", "factors": { "length": 235, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 580183.3343606902, 648726.6091753313, -68543.2748146409, -193472.1518480567, 668797.0786047621, -862269.2304528189 ], [ 580.183334, 648.726609, -68.543275, -193.472152, 668.797079, -862.26923 ], [ 0.262437, 0.293442, -0.031005, 0, 0.092303, 0 ], [ 152.593007, 152.593007, 152.593007, 152.593007, 152.593007, 152.593007 ], [ -245315, -166286, -204490, -1589724, -661133, -1090264 ], [ 1.847133, 2.770827, 0.784819, 0.922826, 1.556653, 0.339514 ], [ 63, 31, 32, 63, 31, 32 ], [ 35, 16, 19, 31, 17, 14 ], [ 28, 15, 13, 32, 14, 18 ], [ 55.555556, 51.612903, 59.375, 49.206349, 54.83871, 43.75 ], [ 1.477706, 2.59765, 0.536981, 0.952595, 1.28195, 0.436517 ], [ 385727, 385727, 30564, 467980, 467980, 209242 ], [ -124281, -51333, -124281, -815996, -614941, -815996 ], [ 135, 229, 45, 135, 229, 45 ], [ 88, 144, 41, 175, 290, 36 ], [ 195, 319, 52, 97, 154, 52 ], [ 8566, 7103, 1463, 8566, 7103, 1463 ], [ 129.226456, 129.226456, 351.976456, 0, 0, 0 ], [ 5, 2, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -140294, 477137, -578212, -732086, -68961, -583240 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8843, "evaluation_days": 2210.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572782400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864365820, "expiration_time": 1764445464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 53, "offset": 0, "std": 1.34662 } }, "second_band": { "type": "vwma", "factors": { "length": 235, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|