Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2674006.6771 | 2515631.3119 | 158375.3652 | 23463933.5613 | 18652846.5949 | 4811086.9664 |
Total P&L (%) | 2674.0067 | 2515.6313 | 158.3754 | 23463.9336 | 18652.8466 | 4811.087 |
Avg Daily Profit (%) | 1.2063 | 1.1348 | 0.0714 | 0.2467 | 0.2364 | 0.1758 |
Buy And Hold Return (%) | 875.628 | 875.628 | 875.628 | 875.628 | 875.628 | 875.628 |
Max Trade Drawdown | -131487 | -85830 | -113875 | -17140470 | -8283844 | -12088845 |
Profit Factor | 4.8007 | 7.9648 | 1.4626 | 1.2964 | 1.4569 | 1.1255 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 39.6396 | 37.5 | 41.8182 | 39.6396 | 37.5 | 41.8182 |
Ratio Avg Win / Avg Loss | 7.3102 | 13.2747 | 2.0349 | 1.9741 | 2.4281 | 1.5659 |
Largest Winning Trade | 2108966 | 2108966 | 50104 | 19819463 | 19819463 | 8138228 |
Largest Losing Trade | -52774 | -33051 | -52774 | -10955654 | -3240223 | -10955654 |
Avg Bars in Trades | 78 | 82 | 73 | 78 | 82 | 73 |
Avg Bars in Winners | 138 | 153 | 125 | 138 | 153 | 125 |
Avg Bars in Losers | 38 | 40 | 36 | 38 | 40 | 36 |
Bars Traded | 8678 | 4629 | 4049 | 8678 | 4629 | 4049 |
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 | 517324 | -166433 | -444372 | 211539 | -174691 | -257755 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8867, "evaluation_days": 2216.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1569542400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759250898306, "expiration_time": 1764979416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 85, "offset": 0, "a": 0.76237 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "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": [ [ 2674006.67713987, 2515631.3119121655, 158375.3652277047, 23463933.561289404, 18652846.594850592, 4811086.966438808 ], [ 2674.006677, 2515.631312, 158.375365, 23463.933561, 18652.846595, 4811.086966 ], [ 1.206273, 1.134829, 0.071445, 0.246714, 0.236387, 0.175821 ], [ 875.627953, 875.627953, 875.627953, 875.627953, 875.627953, 875.627953 ], [ -131487, -85830, -113875, -17140470, -8283844, -12088845 ], [ 4.800735, 7.964797, 1.462602, 1.296426, 1.45688, 1.125519 ], [ 111, 56, 55, 111, 56, 55 ], [ 44, 21, 23, 44, 21, 23 ], [ 67, 35, 32, 67, 35, 32 ], [ 39.63964, 37.5, 41.818182, 39.63964, 37.5, 41.818182 ], [ 7.31021, 13.274662, 2.034925, 1.974103, 2.428134, 1.565939 ], [ 2108966, 2108966, 50104, 19819463, 19819463, 8138228 ], [ -52774, -33051, -52774, -10955654, -3240223, -10955654 ], [ 78, 82, 73, 78, 82, 73 ], [ 138, 153, 125, 138, 153, 125 ], [ 38, 40, 36, 38, 40, 36 ], [ 8678, 4629, 4049, 8678, 4629, 4049 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 517324, -166433, -444372, 211539, -174691, -257755 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8867, "evaluation_days": 2216.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1569542400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759250898306, "expiration_time": 1764979416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 85, "offset": 0, "a": 0.76237 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "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) |
---|