Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1178983.6286 | 1391054.8246 | -212071.1959 | -93059.3811 | 615986.6644 | -709046.0455 |
Total P&L (%) | 1178.9836 | 1391.0548 | -212.0712 | -93.0594 | 615.9867 | -709.046 |
Avg Daily Profit (%) | 0.5327 | 0.6285 | -0.0958 | -0.1205 | 0.089 | 0 |
Buy And Hold Return (%) | 288.7957 | 288.7957 | 288.7957 | 288.7957 | 288.7957 | 288.7957 |
Max Trade Drawdown | -381185 | -222943 | -212285 | -1297339 | -712645 | -709260 |
Profit Factor | 2.7299 | 5.0814 | 0.3775 | 0.9471 | 1.7493 | 0.244 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 37.8788 | 39.3939 | 36.3636 | 37.8788 | 39.3939 | 36.3636 |
Ratio Avg Win / Avg Loss | 4.4771 | 7.8175 | 0.6607 | 1.5533 | 2.6912 | 0.4271 |
Largest Winning Trade | 1569598 | 1569598 | 27475 | 1226160 | 1226160 | 155094 |
Largest Losing Trade | -55221 | -55221 | -47813 | -319295 | -319295 | -307183 |
Avg Bars in Trades | 95 | 130 | 59 | 95 | 130 | 59 |
Avg Bars in Winners | 132 | 176 | 85 | 132 | 176 | 85 |
Avg Bars in Losers | 71 | 101 | 44 | 71 | 101 | 44 |
Bars Traded | 6271 | 4320 | 1951 | 6271 | 4320 | 1951 |
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 | -119550 | 500727 | -586105 | -711491 | -80587 | -586105 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6640, "evaluation_days": 2213.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574467200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758963426947, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 173, "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": [ [ 1178983.6286347471, 1391054.8245504177, -212071.1959156707, -93059.3811122776, 615986.6644058768, -709046.045518154 ], [ 1178.983629, 1391.054825, -212.071196, -93.059381, 615.986664, -709.046046 ], [ 0.532674, 0.62849, -0.095815, -0.12046, 0.088978, 0 ], [ 288.795739, 288.795739, 288.795739, 288.795739, 288.795739, 288.795739 ], [ -381185, -222943, -212285, -1297339, -712645, -709260 ], [ 2.729925, 5.081384, 0.377532, 0.947126, 1.749295, 0.244045 ], [ 66, 33, 33, 66, 33, 33 ], [ 25, 13, 12, 25, 13, 12 ], [ 41, 20, 21, 41, 20, 21 ], [ 37.878788, 39.393939, 36.363636, 37.878788, 39.393939, 36.363636 ], [ 4.477077, 7.817514, 0.66068, 1.553287, 2.691224, 0.427078 ], [ 1569598, 1569598, 27475, 1226160, 1226160, 155094 ], [ -55221, -55221, -47813, -319295, -319295, -307183 ], [ 95, 130, 59, 95, 130, 59 ], [ 132, 176, 85, 132, 176, 85 ], [ 71, 101, 44, 71, 101, 44 ], [ 6271, 4320, 1951, 6271, 4320, 1951 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -119550, 500727, -586105, -711491, -80587, -586105 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6640, "evaluation_days": 2213.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574467200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758963426947, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 173, "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) |
---|