Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2418527.3456 | 2314225.2269 | 104302.1187 | 3068888.6713 | 2666563.8368 | 402324.8345 |
Total P&L (%) | 2418.5273 | 2314.2252 | 104.3021 | 3068.8887 | 2666.5638 | 402.3248 |
Avg Daily Profit (%) | 1.092 | 1.045 | 0.0471 | 0.1562 | 0.15 | 0.0729 |
Buy And Hold Return (%) | 186.6622 | 186.6622 | 186.6622 | 186.6622 | 186.6622 | 186.6622 |
Max Trade Drawdown | -204860 | -136788 | -106611 | -50631896 | -27720745 | -29997470 |
Profit Factor | 5.3824 | 8.4755 | 1.4305 | 1.023 | 1.0353 | 1.007 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 53.6232 | 52.9412 | 54.2857 | 53.6232 | 52.9412 | 54.2857 |
Ratio Avg Win / Avg Loss | 4.655 | 7.5337 | 1.2046 | 0.8848 | 0.9203 | 0.848 |
Largest Winning Trade | 2145492 | 2145492 | 45175 | 26107050 | 26107050 | 12113888 |
Largest Losing Trade | -52524 | -52524 | -42028 | -15115603 | -15115603 | -10137982 |
Avg Bars in Trades | 92 | 126 | 58 | 92 | 126 | 58 |
Avg Bars in Winners | 112 | 158 | 69 | 112 | 158 | 69 |
Avg Bars in Losers | 67 | 90 | 45 | 67 | 90 | 45 |
Bars Traded | 6353 | 4296 | 2057 | 6353 | 4296 | 2057 |
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 | -84035 | 801752 | -294362 | -294756 | -175378 | -315451 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6644, "evaluation_days": 2214.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573862400000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759071262811, "expiration_time": 1764786816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 214, "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": [ [ 2418527.3456363743, 2314225.2269437057, 104302.1186926676, 3068888.671300919, 2666563.8368072207, 402324.8344937085 ], [ 2418.527346, 2314.225227, 104.302119, 3068.888671, 2666.563837, 402.324834 ], [ 1.092049, 1.044953, 0.047096, 0.156171, 0.150031, 0.072908 ], [ 186.662243, 186.662243, 186.662243, 186.662243, 186.662243, 186.662243 ], [ -204860, -136788, -106611, -50631896, -27720745, -29997470 ], [ 5.382396, 8.475455, 1.430473, 1.023004, 1.03531, 1.00695 ], [ 69, 34, 35, 69, 34, 35 ], [ 37, 18, 19, 37, 18, 19 ], [ 32, 16, 16, 32, 16, 16 ], [ 53.623188, 52.941176, 54.285714, 53.623188, 52.941176, 54.285714 ], [ 4.655046, 7.533738, 1.204609, 0.88476, 0.920276, 0.847958 ], [ 2145492, 2145492, 45175, 26107050, 26107050, 12113888 ], [ -52524, -52524, -42028, -15115603, -15115603, -10137982 ], [ 92, 126, 58, 92, 126, 58 ], [ 112, 158, 69, 112, 158, 69 ], [ 67, 90, 45, 67, 90, 45 ], [ 6353, 4296, 2057, 6353, 4296, 2057 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -84035, 801752, -294362, -294756, -175378, -315451 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6644, "evaluation_days": 2214.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573862400000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759071262811, "expiration_time": 1764786816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 214, "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) |
---|