Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663943.506 | 623354.5276 | 40588.9784 | 877285.891 | 5119858.1539 | -4242572.2629 |
Total P&L (%) | 663.9435 | 623.3545 | 40.589 | 877.2859 | 5119.8582 | -4242.5723 |
Avg Daily Profit (%) | 0.2995 | 0.2812 | 0.0183 | 0.1029 | 0.1786 | 0 |
Buy And Hold Return (%) | 695.413 | 695.413 | 695.413 | 695.413 | 695.413 | 695.413 |
Max Trade Drawdown | -165105 | -95414 | -129649 | -6247033 | -2933225 | -4725323 |
Profit Factor | 2.0406 | 3.8398 | 1.097 | 1.0601 | 2.1945 | 0.5889 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 46.3918 | 48.9796 | 43.75 | 46.3918 | 48.9796 | 43.75 |
Ratio Avg Win / Avg Loss | 2.358 | 3.9998 | 1.4104 | 1.225 | 2.2859 | 0.7572 |
Largest Winning Trade | 151823 | 151823 | 55382 | 3342143 | 3342143 | 1299320 |
Largest Losing Trade | -81452 | -30179 | -81452 | -2906967 | -814696 | -2906967 |
Avg Bars in Trades | 89 | 71 | 108 | 89 | 71 | 108 |
Avg Bars in Winners | 141 | 97 | 192 | 141 | 97 | 192 |
Avg Bars in Losers | 44 | 45 | 43 | 44 | 45 | 43 |
Bars Traded | 8678 | 3481 | 5197 | 8678 | 3481 | 5197 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154155 | -150402 | -450364 | -295208 | 422272 | -583119 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8866, "evaluation_days": 2216.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570968000000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759228123070, "expiration_time": 1764957168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 35, "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": [ [ 663943.5059776468, 623354.5275929598, 40588.9783846873, 877285.8910477462, 5119858.153927304, -4242572.262879557 ], [ 663.943506, 623.354528, 40.588978, 877.285891, 5119.858154, -4242.572263 ], [ 0.299546, 0.281234, 0.018312, 0.1029, 0.178596, 0 ], [ 695.41303, 695.41303, 695.41303, 695.41303, 695.41303, 695.41303 ], [ -165105, -95414, -129649, -6247033, -2933225, -4725323 ], [ 2.040567, 3.839777, 1.096975, 1.060059, 2.194478, 0.588928 ], [ 97, 49, 48, 97, 49, 48 ], [ 45, 24, 21, 45, 24, 21 ], [ 52, 25, 27, 52, 25, 27 ], [ 46.391753, 48.979592, 43.75, 46.391753, 48.979592, 43.75 ], [ 2.357989, 3.999767, 1.410396, 1.224957, 2.285915, 0.757194 ], [ 151823, 151823, 55382, 3342143, 3342143, 1299320 ], [ -81452, -30179, -81452, -2906967, -814696, -2906967 ], [ 89, 71, 108, 89, 71, 108 ], [ 141, 97, 192, 141, 97, 192 ], [ 44, 45, 43, 44, 45, 43 ], [ 8678, 3481, 5197, 8678, 3481, 5197 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -154155, -150402, -450364, -295208, 422272, -583119 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8866, "evaluation_days": 2216.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570968000000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759228123070, "expiration_time": 1764957168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 35, "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) |
---|