Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2228330.6706 | 2293087.898 | -64757.2273 | 85295.6534 | 923996.3971 | -838700.7438 |
Total P&L (%) | 2228.3307 | 2293.0879 | -64.7572 | 85.2957 | 923.9964 | -838.7007 |
Avg Daily Profit (%) | 1.0001 | 1.0292 | -0.0291 | 0.0277 | 0.1045 | 0 |
Buy And Hold Return (%) | 622.7564 | 622.7564 | 622.7564 | 622.7564 | 622.7564 | 622.7564 |
Max Trade Drawdown | -195339 | -155608 | -78567 | -3701130 | -3000024 | -910999 |
Profit Factor | 4.6603 | 6.2285 | 0.6195 | 1.013 | 1.2041 | 0.5915 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 44.5783 | 33.3333 | 56.0976 | 44.5783 | 33.3333 | 56.0976 |
Ratio Avg Win / Avg Loss | 5.7939 | 12.4569 | 0.4848 | 1.2594 | 2.4082 | 0.4629 |
Largest Winning Trade | 2299462 | 2299462 | 13029 | 3117451 | 3117451 | 390070 |
Largest Losing Trade | -44965 | -44965 | -27030 | -1123114 | -1123114 | -650244 |
Avg Bars in Trades | 52 | 95 | 9 | 52 | 95 | 9 |
Avg Bars in Winners | 66 | 160 | 8 | 66 | 160 | 8 |
Avg Bars in Losers | 42 | 63 | 10 | 42 | 63 | 10 |
Bars Traded | 4394 | 4012 | 382 | 4394 | 4012 | 382 |
Profit Streak | 0 | 0 | 208.0076 | 0 | 0 | 208.0076 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536486 | 466210 | -578314 | -531322 | -74217 | -578314 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4456, "evaluation_days": 2228, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570104000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760227853976, "expiration_time": 1765958976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 56, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 2228330.6706475755, 2293087.897987662, -64757.227340087, 85295.6533604928, 923996.3971222385, -838700.7437617456 ], [ 2228.330671, 2293.087898, -64.757227, 85.295653, 923.996397, -838.700744 ], [ 1.000148, 1.029214, -0.029065, 0.027687, 0.104466, 0 ], [ 622.75641, 622.75641, 622.75641, 622.75641, 622.75641, 622.75641 ], [ -195339, -155608, -78567, -3701130, -3000024, -910999 ], [ 4.66033, 6.228453, 0.619523, 1.012963, 1.204099, 0.591467 ], [ 83, 42, 41, 83, 42, 41 ], [ 37, 14, 23, 37, 14, 23 ], [ 46, 28, 18, 46, 28, 18 ], [ 44.578313, 33.333333, 56.097561, 44.578313, 33.333333, 56.097561 ], [ 5.793924, 12.456906, 0.484844, 1.259359, 2.408198, 0.462887 ], [ 2299462, 2299462, 13029, 3117451, 3117451, 390070 ], [ -44965, -44965, -27030, -1123114, -1123114, -650244 ], [ 52, 95, 9, 52, 95, 9 ], [ 66, 160, 8, 66, 160, 8 ], [ 42, 63, 10, 42, 63, 10 ], [ 4394, 4012, 382, 4394, 4012, 382 ], [ 0, 0, 208.007569, 0, 0, 208.007569 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 536486, 466210, -578314, -531322, -74217, -578314 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4456, "evaluation_days": 2228, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570104000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760227853976, "expiration_time": 1765958976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 56, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|