Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197692.2552 | 89111.0301 | 108581.2251 | 142682.3391 | 72246.7308 | 70435.6083 |
Total P&L (%) | 197.6923 | 89.111 | 108.5812 | 142.6823 | 72.2467 | 70.4356 |
Avg Daily Profit (%) | 0.1898 | 0.0856 | 0.1042 | 0.0852 | 0.0522 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129707 | -70438 | -83409 | -224732 | -145930 | -147004 |
Profit Factor | 1.4526 | 1.3937 | 1.516 | 1.1924 | 1.1853 | 1.2004 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 51.2821 | 44.8276 | 57.6271 | 51.2821 | 44.8276 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.38 | 1.7153 | 1.1147 | 1.1328 | 1.4588 | 0.8826 |
Largest Winning Trade | 85920 | 85920 | 54146 | 101677 | 101677 | 43483 |
Largest Losing Trade | -34072 | -34072 | -20082 | -57536 | -57536 | -42433 |
Avg Bars in Trades | 211 | 190 | 231 | 211 | 190 | 231 |
Avg Bars in Winners | 278 | 248 | 300 | 278 | 248 | 300 |
Avg Bars in Losers | 141 | 143 | 137 | 141 | 143 | 137 |
Bars Traded | 24729 | 11049 | 13680 | 24729 | 11049 | 13680 |
Profit Streak | 17.62 | 22.5784 | 17.62 | 17.62 | 22.5784 | 17.62 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363389 | -258491 | -227536 | -86598 | -321445 | -301854 |
{ "trading_pair": "CHZ_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669582800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758973972119, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 196, "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": [ [ 197692.2552091753, 89111.0301279757, 108581.2250811997, 142682.3390914825, 72246.7307532022, 70435.6083382803 ], [ 197.692255, 89.11103, 108.581225, 142.682339, 72.246731, 70.435608 ], [ 0.189793, 0.08555, 0.104243, 0.085152, 0.052217, 0.051201 ], [ 10, 10, 10, 10, 10, 10 ], [ -129707, -70438, -83409, -224732, -145930, -147004 ], [ 1.452637, 1.393695, 1.516042, 1.192414, 1.185259, 1.200351 ], [ 117, 58, 59, 117, 58, 59 ], [ 60, 26, 34, 60, 26, 34 ], [ 57, 32, 25, 57, 32, 25 ], [ 51.282051, 44.827586, 57.627119, 51.282051, 44.827586, 57.627119 ], [ 1.380005, 1.715317, 1.114736, 1.132793, 1.45878, 0.882611 ], [ 85920, 85920, 54146, 101677, 101677, 43483 ], [ -34072, -34072, -20082, -57536, -57536, -42433 ], [ 211, 190, 231, 211, 190, 231 ], [ 278, 248, 300, 278, 248, 300 ], [ 141, 143, 137, 141, 143, 137 ], [ 24729, 11049, 13680, 24729, 11049, 13680 ], [ 17.620048, 22.578381, 17.620048, 17.620048, 22.578381, 17.620048 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363389, -258491, -227536, -86598, -321445, -301854 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669582800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758973972119, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 196, "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) |
---|