Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2409128.541 | 2280420.5989 | 128707.9421 | 4899426.9858 | 1706697.9216 | 3192729.0642 |
Total P&L (%) | 2409.1285 | 2280.4206 | 128.7079 | 4899.427 | 1706.6979 | 3192.7291 |
Avg Daily Profit (%) | 1.1564 | 1.0946 | 0.0618 | 0.1879 | 0.139 | 0.1679 |
Buy And Hold Return (%) | 201.3096 | 201.3096 | 201.3096 | 201.3096 | 201.3096 | 201.3096 |
Max Trade Drawdown | -100910 | -77196 | -90744 | -6687854 | -4294306 | -6066474 |
Profit Factor | 3.3286 | 5.6046 | 1.2386 | 1.098 | 1.0678 | 1.1285 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Losing Trades | 157 | 77 | 80 | 157 | 77 | 80 |
Profitability (%) | 44.523 | 45.3901 | 43.662 | 44.523 | 45.3901 | 43.662 |
Ratio Avg Win / Avg Loss | 4.1475 | 6.743 | 1.5982 | 1.3681 | 1.2847 | 1.4562 |
Largest Winning Trade | 2105659 | 2105659 | 47891 | 3274430 | 3274430 | 2937516 |
Largest Losing Trade | -40113 | -32334 | -40113 | -1713938 | -1634914 | -1713938 |
Avg Bars in Trades | 87 | 81 | 92 | 87 | 81 | 92 |
Avg Bars in Winners | 130 | 114 | 146 | 130 | 114 | 146 |
Avg Bars in Losers | 52 | 54 | 49 | 52 | 54 | 49 |
Bars Traded | 24625 | 11554 | 13071 | 24625 | 11554 | 13071 |
Profit Streak | 0.9021 | 0 | 8.5688 | 0.9021 | 0 | 8.5688 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580738 | 708719 | -277362 | -108544 | -154962 | -73354 |
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580126400000, "first_datapoint_time": 1581451200000, "last_datapoint_time": 1760191200000, "evaluation_time": 1760197141022, "expiration_time": 1766671200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 45, "offset": 18 } } }
{ "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": [ [ 2409128.5409929394, 2280420.5989336036, 128707.942059334, 4899426.985824088, 1706697.9216020931, 3192729.064221994 ], [ 2409.128541, 2280.420599, 128.707942, 4899.426986, 1706.697922, 3192.729064 ], [ 1.156384, 1.094604, 0.06178, 0.187948, 0.139013, 0.167867 ], [ 201.309644, 201.309644, 201.309644, 201.309644, 201.309644, 201.309644 ], [ -100910, -77196, -90744, -6687854, -4294306, -6066474 ], [ 3.328579, 5.604566, 1.23864, 1.09796, 1.067797, 1.128529 ], [ 283, 141, 142, 283, 141, 142 ], [ 126, 64, 62, 126, 64, 62 ], [ 157, 77, 80, 157, 77, 80 ], [ 44.522968, 45.390071, 43.661972, 44.522968, 45.390071, 43.661972 ], [ 4.147516, 6.742993, 1.598245, 1.368094, 1.284693, 1.456166 ], [ 2105659, 2105659, 47891, 3274430, 3274430, 2937516 ], [ -40113, -32334, -40113, -1713938, -1634914, -1713938 ], [ 87, 81, 92, 87, 81, 92 ], [ 130, 114, 146, 130, 114, 146 ], [ 52, 54, 49, 52, 54, 49 ], [ 24625, 11554, 13071, 24625, 11554, 13071 ], [ 0.902095, 0, 8.568762, 0.902095, 0, 8.568762 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 580738, 708719, -277362, -108544, -154962, -73354 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580126400000, "first_datapoint_time": 1581451200000, "last_datapoint_time": 1760191200000, "evaluation_time": 1760197141022, "expiration_time": 1766671200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 45, "offset": 18 } } }
# | 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) |
---|