Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311560.8461 | 1227587.4373 | 83973.4088 | 4994628.3618 | 4697017.7886 | 297610.5733 |
Total P&L (%) | 1311.5608 | 1227.5874 | 83.9734 | 4994.6284 | 4697.0178 | 297.6106 |
Avg Daily Profit (%) | 0.6298 | 0.5895 | 0.0403 | 0.1889 | 0.186 | 0.0663 |
Buy And Hold Return (%) | 445.1743 | 445.1743 | 445.1743 | 445.1743 | 445.1743 | 445.1743 |
Max Trade Drawdown | -115454 | -63598 | -126431 | -9499564 | -6762786 | -5818023 |
Profit Factor | 2.2619 | 3.6842 | 1.1443 | 1.1075 | 1.2169 | 1.012 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 198 | 102 | 96 | 198 | 102 | 96 |
Profitability (%) | 39.2638 | 37.4233 | 41.1043 | 39.2638 | 37.4233 | 41.1043 |
Ratio Avg Win / Avg Loss | 3.4989 | 6.1605 | 1.6396 | 1.7131 | 2.0349 | 1.45 |
Largest Winning Trade | 865006 | 865006 | 53808 | 3888625 | 3888625 | 2105955 |
Largest Losing Trade | -30074 | -19880 | -30074 | -2035866 | -1481994 | -2035866 |
Avg Bars in Trades | 76 | 71 | 80 | 76 | 71 | 80 |
Avg Bars in Winners | 121 | 113 | 129 | 121 | 113 | 129 |
Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
Bars Traded | 24777 | 11611 | 13166 | 24777 | 11611 | 13166 |
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 | 373951 | 369989 | -368678 | -95712 | 144477 | -480677 |
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579672800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758954511346, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1311560.84610889, 1227587.4372900133, 83973.4088188778, 4994628.3618471995, 4697017.788566204, 297610.573280995 ], [ 1311.560846, 1227.587437, 83.973409, 4994.628362, 4697.017789, 297.610573 ], [ 0.629801, 0.589478, 0.040323, 0.188931, 0.186035, 0.066303 ], [ 445.174263, 445.174263, 445.174263, 445.174263, 445.174263, 445.174263 ], [ -115454, -63598, -126431, -9499564, -6762786, -5818023 ], [ 2.261947, 3.684195, 1.14429, 1.107483, 1.216947, 1.011992 ], [ 326, 163, 163, 326, 163, 163 ], [ 128, 61, 67, 128, 61, 67 ], [ 198, 102, 96, 198, 102, 96 ], [ 39.263804, 37.423313, 41.104294, 39.263804, 37.423313, 41.104294 ], [ 3.498949, 6.160458, 1.63958, 1.713138, 2.034895, 1.450018 ], [ 865006, 865006, 53808, 3888625, 3888625, 2105955 ], [ -30074, -19880, -30074, -2035866, -1481994, -2035866 ], [ 76, 71, 80, 76, 71, 80 ], [ 121, 113, 129, 121, 113, 129 ], [ 46, 46, 46, 46, 46, 46 ], [ 24777, 11611, 13166, 24777, 11611, 13166 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373951, 369989, -368678, -95712, 144477, -480677 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579672800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758954511346, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|