Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2303250.6728 | 2278045.361 | 25205.3118 | 777732.2239 | 1858639.9101 | -1080907.6862 |
Total P&L (%) | 2303.2507 | 2278.0454 | 25.2053 | 777.7322 | 1858.6399 | -1080.9077 |
Avg Daily Profit (%) | 1.0417 | 1.0303 | 0.0114 | 0.0983 | 0.1346 | 0 |
Buy And Hold Return (%) | 216.7692 | 216.7692 | 216.7692 | 216.7692 | 216.7692 | 216.7692 |
Max Trade Drawdown | -127620 | -73775 | -76685 | -2882790 | -1739813 | -1853625 |
Profit Factor | 3.6052 | 6.2065 | 1.0564 | 1.0606 | 1.2832 | 0.8274 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 30.1471 | 30.8824 | 29.4118 | 30.1471 | 30.8824 | 29.4118 |
Ratio Avg Win / Avg Loss | 8.3535 | 13.8906 | 2.5355 | 2.4576 | 2.872 | 1.9859 |
Largest Winning Trade | 2143518 | 2143518 | 58817 | 3150374 | 3150374 | 927045 |
Largest Losing Trade | -51835 | -31986 | -51835 | -933344 | -846809 | -933344 |
Avg Bars in Trades | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Winners | 75 | 79 | 71 | 75 | 79 | 71 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 4262 | 2283 | 1979 | 4262 | 2283 | 1979 |
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 | 460350 | -94998 | -620262 | -224000 | -128672 | -697550 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573214400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758989607732, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 14, "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": [ [ 2303250.6728026234, 2278045.3610203415, 25205.3117822831, 777732.2239095774, 1858639.9101470874, -1080907.6862375112 ], [ 2303.250673, 2278.045361, 25.205312, 777.732224, 1858.63991, -1080.907686 ], [ 1.041724, 1.030324, 0.0114, 0.098292, 0.134638, 0 ], [ 216.769219, 216.769219, 216.769219, 216.769219, 216.769219, 216.769219 ], [ -127620, -73775, -76685, -2882790, -1739813, -1853625 ], [ 3.605194, 6.206453, 1.056444, 1.060635, 1.283227, 0.827443 ], [ 136, 68, 68, 136, 68, 68 ], [ 41, 21, 20, 41, 21, 20 ], [ 95, 47, 48, 95, 47, 48 ], [ 30.147059, 30.882353, 29.411765, 30.147059, 30.882353, 29.411765 ], [ 8.353499, 13.890633, 2.535465, 2.457569, 2.871985, 1.985862 ], [ 2143518, 2143518, 58817, 3150374, 3150374, 927045 ], [ -51835, -31986, -51835, -933344, -846809, -933344 ], [ 31, 33, 29, 31, 33, 29 ], [ 75, 79, 71, 75, 79, 71 ], [ 12, 13, 11, 12, 13, 11 ], [ 4262, 2283, 1979, 4262, 2283, 1979 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 460350, -94998, -620262, -224000, -128672, -697550 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573214400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758989607732, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 14, "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) |
---|