Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1991709.9061 | 2029122.6904 | -37412.7843 | 200485.8583 | 3400025.6647 | -3199539.8065 |
Total P&L (%) | 1991.7099 | 2029.1227 | -37.4128 | 200.4859 | 3400.0257 | -3199.5398 |
Avg Daily Profit (%) | 0.956 | 0.974 | -0.018 | 0.0528 | 0.1708 | 0 |
Buy And Hold Return (%) | 304.1229 | 304.1229 | 304.1229 | 304.1229 | 304.1229 | 304.1229 |
Max Trade Drawdown | -198862 | -109381 | -108400 | -4503232 | -1517179 | -3315790 |
Profit Factor | 3.634 | 7.2188 | 0.913 | 1.0194 | 1.8126 | 0.478 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 28.0899 | 29.5455 | 26.6667 | 28.0899 | 29.5455 | 26.6667 |
Ratio Avg Win / Avg Loss | 9.303 | 17.2141 | 2.5107 | 2.6098 | 4.3223 | 1.3145 |
Largest Winning Trade | 1973278 | 1973278 | 51504 | 4547088 | 4547088 | 640969 |
Largest Losing Trade | -41373 | -25577 | -41373 | -1387648 | -866598 | -1387648 |
Avg Bars in Trades | 275 | 251 | 298 | 275 | 251 | 298 |
Avg Bars in Winners | 674 | 579 | 776 | 674 | 579 | 776 |
Avg Bars in Losers | 119 | 114 | 124 | 119 | 114 | 124 |
Bars Traded | 24486 | 11070 | 13416 | 24486 | 11070 | 13416 |
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 | 138064 | 428541 | -600403 | -502142 | 54143 | -601514 |
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579910400000, "first_datapoint_time": 1581350400000, "last_datapoint_time": 1759975200000, "evaluation_time": 1759982722668, "expiration_time": 1766455200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 136, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 1991709.9061273963, 2029122.6903839093, -37412.784256515, 200485.8582910005, 3400025.664744261, -3199539.806453261 ], [ 1991.709906, 2029.12269, -37.412784, 200.485858, 3400.025665, -3199.539806 ], [ 0.956022, 0.97398, -0.017958, 0.052825, 0.170803, 0 ], [ 304.122909, 304.122909, 304.122909, 304.122909, 304.122909, 304.122909 ], [ -198862, -109381, -108400, -4503232, -1517179, -3315790 ], [ 3.633989, 7.218837, 0.912967, 1.019439, 1.812559, 0.477996 ], [ 89, 44, 45, 89, 44, 45 ], [ 25, 13, 12, 25, 13, 12 ], [ 64, 31, 33, 64, 31, 33 ], [ 28.089888, 29.545455, 26.666667, 28.089888, 29.545455, 26.666667 ], [ 9.303011, 17.214149, 2.51066, 2.609763, 4.322256, 1.314489 ], [ 1973278, 1973278, 51504, 4547088, 4547088, 640969 ], [ -41373, -25577, -41373, -1387648, -866598, -1387648 ], [ 275, 251, 298, 275, 251, 298 ], [ 674, 579, 776, 674, 579, 776 ], [ 119, 114, 124, 119, 114, 124 ], [ 24486, 11070, 13416, 24486, 11070, 13416 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 138064, 428541, -600403, -502142, 54143, -601514 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579910400000, "first_datapoint_time": 1581350400000, "last_datapoint_time": 1759975200000, "evaluation_time": 1759982722668, "expiration_time": 1766455200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 136, "offset": 0, "scalar": 2 } } }
# | 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) |
---|