Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2375411.5258 | 2269276.4028 | 106135.123 | 7013336.6283 | 4341735.4544 | 2671601.1739 |
Total P&L (%) | 2375.4115 | 2269.2764 | 106.1351 | 7013.3366 | 4341.7355 | 2671.6012 |
Avg Daily Profit (%) | 1.0726 | 1.0247 | 0.0479 | 0.1927 | 0.1714 | 0.1501 |
Buy And Hold Return (%) | 234.0493 | 234.0493 | 234.0493 | 234.0493 | 234.0493 | 234.0493 |
Max Trade Drawdown | -103307 | -94602 | -84877 | -13515288 | -13933217 | -7433914 |
Profit Factor | 3.5603 | 5.6569 | 1.241 | 1.0885 | 1.1001 | 1.0745 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Losing Trades | 173 | 84 | 89 | 173 | 84 | 89 |
Profitability (%) | 31.0757 | 33.3333 | 28.8 | 31.0757 | 33.3333 | 28.8 |
Ratio Avg Win / Avg Loss | 7.8966 | 11.3137 | 3.0679 | 2.4143 | 2.2002 | 2.6565 |
Largest Winning Trade | 1985638 | 1985638 | 50592 | 9817042 | 9817042 | 5807985 |
Largest Losing Trade | -49238 | -27119 | -49238 | -4780541 | -3333401 | -4780541 |
Avg Bars in Trades | 24 | 27 | 22 | 24 | 27 | 22 |
Avg Bars in Winners | 58 | 59 | 56 | 58 | 59 | 56 |
Avg Bars in Losers | 10 | 11 | 8 | 10 | 11 | 8 |
Bars Traded | 6269 | 3495 | 2774 | 6269 | 3495 | 2774 |
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 | 517439 | 547711 | -306862 | -119823 | -107922 | -142841 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6644, "evaluation_days": 2214.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1575273600000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759070723625, "expiration_time": 1764786816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 2375411.52583687, 2269276.402805006, 106135.1230318629, 7013336.6282796515, 4341735.4543733755, 2671601.1739062746 ], [ 2375.411526, 2269.276403, 106.135123, 7013.336628, 4341.735454, 2671.601174 ], [ 1.07258, 1.024657, 0.047924, 0.192745, 0.171442, 0.150113 ], [ 234.049317, 234.049317, 234.049317, 234.049317, 234.049317, 234.049317 ], [ -103307, -94602, -84877, -13515288, -13933217, -7433914 ], [ 3.56032, 5.656856, 1.240953, 1.088532, 1.100112, 1.074522 ], [ 251, 126, 125, 251, 126, 125 ], [ 78, 42, 36, 78, 42, 36 ], [ 173, 84, 89, 173, 84, 89 ], [ 31.075697, 33.333333, 28.8, 31.075697, 33.333333, 28.8 ], [ 7.896607, 11.313712, 3.067911, 2.414307, 2.200225, 2.656457 ], [ 1985638, 1985638, 50592, 9817042, 9817042, 5807985 ], [ -49238, -27119, -49238, -4780541, -3333401, -4780541 ], [ 24, 27, 22, 24, 27, 22 ], [ 58, 59, 56, 58, 59, 56 ], [ 10, 11, 8, 10, 11, 8 ], [ 6269, 3495, 2774, 6269, 3495, 2774 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 517439, 547711, -306862, -119823, -107922, -142841 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6644, "evaluation_days": 2214.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1575273600000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759070723625, "expiration_time": 1764786816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|