Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4401176.5492 | 4241658.8515 | 159517.6976 | 12657307.5952 | 11386083.5008 | 1271224.0943 |
Total P&L (%) | 4401.1765 | 4241.6589 | 159.5177 | 12657.3076 | 11386.0835 | 1271.2241 |
Avg Daily Profit (%) | 1.9891 | 1.917 | 0.0721 | 0.2194 | 0.2146 | 0.1184 |
Buy And Hold Return (%) | 172.8688 | 172.8688 | 172.8688 | 172.8688 | 172.8688 | 172.8688 |
Max Trade Drawdown | -137211 | -76238 | -86617 | -29297892 | -15339162 | -16967612 |
Profit Factor | 12.0927 | 23.2993 | 1.7723 | 1.2254 | 1.4425 | 1.0418 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 41.5385 | 43.75 | 39.3939 | 41.5385 | 43.75 | 39.3939 |
Ratio Avg Win / Avg Loss | 17.0193 | 29.9562 | 2.7266 | 1.7246 | 1.8547 | 1.6027 |
Largest Winning Trade | 4147345 | 4147345 | 53786 | 14468634 | 14468634 | 7289807 |
Largest Losing Trade | -33964 | -33964 | -33060 | -9512250 | -7333363 | -9512250 |
Avg Bars in Trades | 97 | 94 | 100 | 97 | 94 | 100 |
Avg Bars in Winners | 182 | 160 | 205 | 182 | 160 | 205 |
Avg Bars in Losers | 37 | 42 | 32 | 37 | 42 | 32 |
Bars Traded | 6335 | 3022 | 3313 | 6335 | 3022 | 3313 |
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 | -116841 | 727233 | -263248 | -130625 | 279565 | -212133 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6638, "evaluation_days": 2212.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572739200000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758891637919, "expiration_time": 1764608832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 29, "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": [ [ 4401176.549153749, 4241658.851516699, 159517.6976370483, 12657307.59517711, 11386083.500836143, 1271224.0943409605 ], [ 4401.176549, 4241.658852, 159.517698, 12657.307595, 11386.083501, 1271.224094 ], [ 1.98908, 1.916987, 0.072093, 0.219373, 0.214619, 0.118402 ], [ 172.868765, 172.868765, 172.868765, 172.868765, 172.868765, 172.868765 ], [ -137211, -76238, -86617, -29297892, -15339162, -16967612 ], [ 12.092654, 23.299268, 1.772296, 1.22538, 1.442524, 1.041775 ], [ 65, 32, 33, 65, 32, 33 ], [ 27, 14, 13, 27, 14, 13 ], [ 38, 18, 20, 38, 18, 20 ], [ 41.538462, 43.75, 39.393939, 41.538462, 43.75, 39.393939 ], [ 17.01929, 29.956201, 2.72661, 1.724609, 1.854673, 1.602731 ], [ 4147345, 4147345, 53786, 14468634, 14468634, 7289807 ], [ -33964, -33964, -33060, -9512250, -7333363, -9512250 ], [ 97, 94, 100, 97, 94, 100 ], [ 182, 160, 205, 182, 160, 205 ], [ 37, 42, 32, 37, 42, 32 ], [ 6335, 3022, 3313, 6335, 3022, 3313 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -116841, 727233, -263248, -130625, 279565, -212133 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6638, "evaluation_days": 2212.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572739200000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758891637919, "expiration_time": 1764608832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 29, "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) |
---|