Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2159688.128 | 2064837.0356 | 94851.0923 | 4776011.0924 | 5412145.0374 | -636133.945 |
Total P&L (%) | 2159.6881 | 2064.837 | 94.8511 | 4776.0111 | 5412.145 | -636.1339 |
Avg Daily Profit (%) | 0.9758 | 0.9329 | 0.0429 | 0.1758 | 0.1813 | 0 |
Buy And Hold Return (%) | 653.4483 | 653.4483 | 653.4483 | 653.4483 | 653.4483 | 653.4483 |
Max Trade Drawdown | -91293 | -70500 | -111559 | -11980225 | -6448322 | -7110358 |
Profit Factor | 5.5956 | 14.2596 | 1.3019 | 1.1753 | 1.5461 | 0.9633 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 42.8571 | 46.875 | 38.7097 | 42.8571 | 46.875 | 38.7097 |
Ratio Avg Win / Avg Loss | 7.4607 | 16.1608 | 2.0613 | 1.5671 | 1.7523 | 1.5252 |
Largest Winning Trade | 1871072 | 1871072 | 52807 | 7789046 | 7789046 | 2971516 |
Largest Losing Trade | -46963 | -24022 | -46963 | -4677059 | -2995530 | -4677059 |
Avg Bars in Trades | 103 | 83 | 123 | 103 | 83 | 123 |
Avg Bars in Winners | 178 | 127 | 242 | 178 | 127 | 242 |
Avg Bars in Losers | 47 | 45 | 48 | 47 | 45 | 48 |
Bars Traded | 6505 | 2673 | 3832 | 6505 | 2673 | 3832 |
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 | -135345 | 633347 | -304669 | -172802 | 335862 | -582430 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6640, "evaluation_days": 2213.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571068800000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758955372187, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 25 } }, "second_band": { "type": "dema", "factors": { "length": 72, "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": [ [ 2159688.1279601688, 2064837.0356299337, 94851.0923302343, 4776011.092384884, 5412145.037432507, -636133.9450476221 ], [ 2159.688128, 2064.837036, 94.851092, 4776.011092, 5412.145037, -636.133945 ], [ 0.975764, 0.93291, 0.042854, 0.175768, 0.181318, 0 ], [ 653.448276, 653.448276, 653.448276, 653.448276, 653.448276, 653.448276 ], [ -91293, -70500, -111559, -11980225, -6448322, -7110358 ], [ 5.595561, 14.259557, 1.301856, 1.175308, 1.546131, 0.963301 ], [ 63, 32, 31, 63, 32, 31 ], [ 27, 15, 12, 27, 15, 12 ], [ 36, 17, 19, 36, 17, 19 ], [ 42.857143, 46.875, 38.709677, 42.857143, 46.875, 38.709677 ], [ 7.460748, 16.160831, 2.061272, 1.567077, 1.752281, 1.525226 ], [ 1871072, 1871072, 52807, 7789046, 7789046, 2971516 ], [ -46963, -24022, -46963, -4677059, -2995530, -4677059 ], [ 103, 83, 123, 103, 83, 123 ], [ 178, 127, 242, 178, 127, 242 ], [ 47, 45, 48, 47, 45, 48 ], [ 6505, 2673, 3832, 6505, 2673, 3832 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -135345, 633347, -304669, -172802, 335862, -582430 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6640, "evaluation_days": 2213.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571068800000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758955372187, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 25 } }, "second_band": { "type": "dema", "factors": { "length": 72, "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) |
---|