Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5892.261 | 450576.4504 | -456468.7114 | -214135.5909 | 125487.3855 | -339622.9764 |
Total P&L (%) | -5.8923 | 450.5765 | -456.4687 | -214.1356 | 125.4874 | -339.623 |
Avg Daily Profit (%) | -0.0026 | 0.2024 | -0.205 | 0 | 0.0365 | 0 |
Buy And Hold Return (%) | 198.1348 | 198.1348 | 198.1348 | 198.1348 | 198.1348 | 198.1348 |
Max Trade Drawdown | -516738 | -139090 | -589607 | -729623 | -302352 | -421173 |
Profit Factor | 0.9947 | 2.2782 | 0.3937 | 0.785 | 1.2638 | 0.3469 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 16 | 21 | 22 | 12 | 10 |
Losing Trades | 23 | 14 | 9 | 38 | 18 | 20 |
Profitability (%) | 61.6667 | 53.3333 | 70 | 36.6667 | 40 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.6183 | 1.9934 | 0.1687 | 1.3559 | 1.8956 | 0.6939 |
Largest Winning Trade | 374105 | 374105 | 33402 | 229461 | 229461 | 74284 |
Largest Losing Trade | -482451 | -60636 | -482451 | -191598 | -191598 | -152673 |
Avg Bars in Trades | 143 | 186 | 101 | 143 | 186 | 101 |
Avg Bars in Winners | 104 | 120 | 91 | 192 | 286 | 80 |
Avg Bars in Losers | 207 | 261 | 123 | 115 | 120 | 111 |
Bars Traded | 8634 | 5596 | 3038 | 8634 | 5596 | 3038 |
Profit Streak | 152.6818 | 152.6818 | 365.6818 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751323 | 311533 | -576851 | -758074 | -312840 | -587306 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8905, "evaluation_days": 2226.25, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573084800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760070104791, "expiration_time": 1765824840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 1 } }, "second_band": { "type": "vwma", "factors": { "length": 249, "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": [ [ -5892.2610091191, 450576.4504281236, -456468.711437243, -214135.5908632537, 125487.3855457532, -339622.976409007 ], [ -5.892261, 450.57645, -456.468711, -214.135591, 125.487386, -339.622976 ], [ -0.002647, 0.202393, -0.205039, 0, 0.03653, 0 ], [ 198.134843, 198.134843, 198.134843, 198.134843, 198.134843, 198.134843 ], [ -516738, -139090, -589607, -729623, -302352, -421173 ], [ 0.99467, 2.27819, 0.39371, 0.784967, 1.263756, 0.346948 ], [ 60, 30, 30, 60, 30, 30 ], [ 37, 16, 21, 22, 12, 10 ], [ 23, 14, 9, 38, 18, 20 ], [ 61.666667, 53.333333, 70, 36.666667, 40, 33.333333 ], [ 0.618308, 1.993416, 0.168733, 1.355852, 1.895634, 0.693896 ], [ 374105, 374105, 33402, 229461, 229461, 74284 ], [ -482451, -60636, -482451, -191598, -191598, -152673 ], [ 143, 186, 101, 143, 186, 101 ], [ 104, 120, 91, 192, 286, 80 ], [ 207, 261, 123, 115, 120, 111 ], [ 8634, 5596, 3038, 8634, 5596, 3038 ], [ 152.681768, 152.681768, 365.681768, 0, 0, 0 ], [ 6, 3, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -751323, 311533, -576851, -758074, -312840, -587306 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8905, "evaluation_days": 2226.25, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573084800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760070104791, "expiration_time": 1765824840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 1 } }, "second_band": { "type": "vwma", "factors": { "length": 249, "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) |
---|