Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2672519.3238 | 2650321.9999 | 22197.3239 | 364231.3018 | 109133.899 | 255097.4028 |
Total P&L (%) | 2672.5193 | 2650.322 | 22.1973 | 364.2313 | 109.1339 | 255.0974 |
Avg Daily Profit (%) | 1.2049 | 1.1949 | 0.01 | 0.0692 | 0.0333 | 0.0572 |
Buy And Hold Return (%) | 319.0578 | 319.0578 | 319.0578 | 319.0578 | 319.0578 | 319.0578 |
Max Trade Drawdown | -177395 | -105760 | -102767 | -3050184 | -2488935 | -946426 |
Profit Factor | 4.5858 | 7.1993 | 1.0698 | 1.0435 | 1.0208 | 1.0818 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 51.8868 | 52.8302 | 50.9434 | 51.8868 | 52.8302 | 50.9434 |
Ratio Avg Win / Avg Loss | 4.2523 | 6.428 | 1.0302 | 0.9676 | 0.9114 | 1.0418 |
Largest Winning Trade | 2645778 | 2645778 | 33663 | 2471614 | 2471614 | 685221 |
Largest Losing Trade | -48976 | -48976 | -32374 | -1178412 | -1178412 | -511139 |
Avg Bars in Trades | 60 | 86 | 34 | 60 | 86 | 34 |
Avg Bars in Winners | 69 | 94 | 43 | 69 | 94 | 43 |
Avg Bars in Losers | 51 | 77 | 25 | 51 | 77 | 25 |
Bars Traded | 6417 | 4569 | 1847 | 6417 | 4569 | 1847 |
Profit Streak | 172.0848 | 174.0848 | 172.0848 | 172.0848 | 174.0848 | 172.0848 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 828082 | -156268 | -667512 | -394570 | -691888 | -591457 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6654, "evaluation_days": 2218, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572163200000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759341723493, "expiration_time": 1765083456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 155, "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": [ [ 2672519.3237742656, 2650321.9998823027, 22197.3238919614, 364231.3017720648, 109133.8989504826, 255097.402821582 ], [ 2672.519324, 2650.322, 22.197324, 364.231302, 109.133899, 255.097403 ], [ 1.204923, 1.194915, 0.010008, 0.06924, 0.03327, 0.05715 ], [ 319.057774, 319.057774, 319.057774, 319.057774, 319.057774, 319.057774 ], [ -177395, -105760, -102767, -3050184, -2488935, -946426 ], [ 4.585764, 7.199318, 1.069848, 1.043496, 1.020759, 1.081847 ], [ 106, 53, 53, 106, 53, 53 ], [ 55, 28, 27, 55, 28, 27 ], [ 51, 25, 26, 51, 25, 26 ], [ 51.886792, 52.830189, 50.943396, 51.886792, 52.830189, 50.943396 ], [ 4.252254, 6.427963, 1.030224, 0.967606, 0.911392, 1.041779 ], [ 2645778, 2645778, 33663, 2471614, 2471614, 685221 ], [ -48976, -48976, -32374, -1178412, -1178412, -511139 ], [ 60, 86, 34, 60, 86, 34 ], [ 69, 94, 43, 69, 94, 43 ], [ 51, 77, 25, 51, 77, 25 ], [ 6417, 4569, 1847, 6417, 4569, 1847 ], [ 172.084763, 174.084763, 172.084763, 172.084763, 174.084763, 172.084763 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 828082, -156268, -667512, -394570, -691888, -591457 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6654, "evaluation_days": 2218, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572163200000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759341723493, "expiration_time": 1765083456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 155, "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) |
---|