Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1403260.1454 | 239569.8384 | -1642829.9838 | -19607039.4798 | 58427516.3506 | -78034555.8304 |
Total P&L (%) | -1403.2601 | 239.5698 | -1642.83 | -19607.0395 | 58427.5164 | -78034.5558 |
Avg Daily Profit (%) | -0.6347 | 0.1084 | -0.743 | 0 | 0.2886 | 0 |
Buy And Hold Return (%) | 448.1871 | 448.1871 | 448.1871 | 448.1871 | 448.1871 | 448.1871 |
Max Trade Drawdown | -1858108 | -141586 | -1823514 | -148339626 | -54260067 | -94079559 |
Profit Factor | 0.3287 | 2.2548 | 0.1351 | 0.89 | 1.8997 | 0.3109 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 57 | 28 | 29 | 34 | 17 | 17 |
Losing Trades | 13 | 7 | 6 | 36 | 18 | 18 |
Profitability (%) | 81.4286 | 80 | 82.8571 | 48.5714 | 48.5714 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.075 | 0.5637 | 0.0279 | 0.9423 | 2.0115 | 0.3292 |
Largest Winning Trade | 150354 | 150354 | 39671 | 62827945 | 62827945 | 18822458 |
Largest Losing Trade | -1823514 | -42976 | -1823514 | -39164146 | -17122895 | -39164146 |
Avg Bars in Trades | 59 | 70 | 48 | 59 | 70 | 48 |
Avg Bars in Winners | 23 | 32 | 15 | 91 | 115 | 67 |
Avg Bars in Losers | 215 | 224 | 204 | 29 | 28 | 30 |
Bars Traded | 4157 | 2469 | 1688 | 4157 | 2469 | 1688 |
Profit Streak | 0 | 0 | 242.5541 | 43.5541 | 44.5541 | 0 |
Trades During Streak | 0 | 0 | 5 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675250 | -208718 | -575220 | -679557 | 446091 | -581343 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1577577600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892674764, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 68, "offset": 161 } } }
{ "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": [ [ -1403260.1453675306, 239569.8384473809, -1642829.9838149117, -19607039.479817968, 58427516.35055494, -78034555.83037288 ], [ -1403.260145, 239.569838, -1642.829984, -19607.03948, 58427.516351, -78034.55583 ], [ -0.634672, 0.108354, -0.743026, 0, 0.288615, 0 ], [ 448.187087, 448.187087, 448.187087, 448.187087, 448.187087, 448.187087 ], [ -1858108, -141586, -1823514, -148339626, -54260067, -94079559 ], [ 0.328684, 2.254754, 0.135071, 0.889959, 1.899743, 0.310897 ], [ 70, 35, 35, 70, 35, 35 ], [ 57, 28, 29, 34, 17, 17 ], [ 13, 7, 6, 36, 18, 18 ], [ 81.428571, 80, 82.857143, 48.571429, 48.571429, 48.571429 ], [ 0.074963, 0.563688, 0.027946, 0.942309, 2.011492, 0.329185 ], [ 150354, 150354, 39671, 62827945, 62827945, 18822458 ], [ -1823514, -42976, -1823514, -39164146, -17122895, -39164146 ], [ 59, 70, 48, 59, 70, 48 ], [ 23, 32, 15, 91, 115, 67 ], [ 215, 224, 204, 29, 28, 30 ], [ 4157, 2469, 1688, 4157, 2469, 1688 ], [ 0, 0, 242.554106, 43.554106, 44.554106, 0 ], [ 0, 0, 5, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -675250, -208718, -575220, -679557, 446091, -581343 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1577577600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892674764, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 68, "offset": 161 } } }
# | 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) |
---|