Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2602857.5694 | 2541448.968 | 61408.6013 | 3312262.4416 | 7800187.6349 | -4487925.1933 |
Total P&L (%) | 2602.8576 | 2541.449 | 61.4086 | 3312.2624 | 7800.1876 | -4487.9252 |
Avg Daily Profit (%) | 1.1702 | 1.1426 | 0.0276 | 0.1588 | 0.1966 | 0 |
Buy And Hold Return (%) | 201.7575 | 201.7575 | 201.7575 | 201.7575 | 201.7575 | 201.7575 |
Max Trade Drawdown | -149728 | -82753 | -89457 | -18452914 | -7689584 | -12930912 |
Profit Factor | 5.0177 | 9.7183 | 1.1723 | 1.0699 | 1.3143 | 0.801 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Profitability (%) | 43.0556 | 52.7778 | 33.3333 | 43.0556 | 52.7778 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.6363 | 8.6953 | 2.3447 | 1.4151 | 1.1759 | 1.6019 |
Largest Winning Trade | 2306050 | 2306050 | 58438 | 10279073 | 10279073 | 5221130 |
Largest Losing Trade | -45158 | -45158 | -36663 | -6278309 | -5135128 | -6278309 |
Avg Bars in Trades | 86 | 76 | 96 | 86 | 76 | 96 |
Avg Bars in Winners | 133 | 101 | 185 | 133 | 101 | 185 |
Avg Bars in Losers | 50 | 48 | 51 | 50 | 48 | 51 |
Bars Traded | 6200 | 2744 | 3456 | 6200 | 2744 | 3456 |
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 | -65182 | 804584 | -358107 | -222402 | 307367 | -584483 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6673, "evaluation_days": 2224.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573920000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759910981676, "expiration_time": 1765647072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 132, "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": [ [ 2602857.5693730013, 2541448.968031283, 61408.6013417181, 3312262.441629163, 7800187.634918427, -4487925.193289261 ], [ 2602.857569, 2541.448968, 61.408601, 3312.262442, 7800.187635, -4487.925193 ], [ 1.170176, 1.142568, 0.027608, 0.158824, 0.196633, 0 ], [ 201.757456, 201.757456, 201.757456, 201.757456, 201.757456, 201.757456 ], [ -149728, -82753, -89457, -18452914, -7689584, -12930912 ], [ 5.017705, 9.718281, 1.172332, 1.069925, 1.314268, 0.800965 ], [ 72, 36, 36, 72, 36, 36 ], [ 31, 19, 12, 31, 19, 12 ], [ 41, 17, 24, 41, 17, 24 ], [ 43.055556, 52.777778, 33.333333, 43.055556, 52.777778, 33.333333 ], [ 6.636319, 8.695304, 2.344664, 1.415062, 1.175924, 1.60193 ], [ 2306050, 2306050, 58438, 10279073, 10279073, 5221130 ], [ -45158, -45158, -36663, -6278309, -5135128, -6278309 ], [ 86, 76, 96, 86, 76, 96 ], [ 133, 101, 185, 133, 101, 185 ], [ 50, 48, 51, 50, 48, 51 ], [ 6200, 2744, 3456, 6200, 2744, 3456 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -65182, 804584, -358107, -222402, 307367, -584483 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6673, "evaluation_days": 2224.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573920000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759910981676, "expiration_time": 1765647072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 132, "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) |
---|