Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2510460.2421 | 2597038.2543 | -86578.0122 | 11170.8979 | 908234.6912 | -897063.7934 |
Total P&L (%) | 2510.4602 | 2597.0383 | -86.578 | 11.1709 | 908.2347 | -897.0638 |
Avg Daily Profit (%) | 1.205 | 1.2466 | -0.0416 | 0.0051 | 0.111 | 0 |
Buy And Hold Return (%) | 277.5501 | 277.5501 | 277.5501 | 277.5501 | 277.5501 | 277.5501 |
Max Trade Drawdown | -215213 | -154588 | -96523 | -2470612 | -1609022 | -907204 |
Profit Factor | 4.4414 | 6.5802 | 0.6722 | 1.002 | 1.2666 | 0.571 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 29.1391 | 25.3333 | 32.8947 | 29.1391 | 25.3333 | 32.8947 |
Ratio Avg Win / Avg Loss | 10.8006 | 19.3942 | 1.3712 | 2.4368 | 3.733 | 1.1648 |
Largest Winning Trade | 2705440 | 2705440 | 35171 | 2487099 | 2487099 | 268540 |
Largest Losing Trade | -27896 | -27896 | -15978 | -518817 | -518817 | -412088 |
Avg Bars in Trades | 156 | 259 | 54 | 156 | 259 | 54 |
Avg Bars in Winners | 370 | 720 | 103 | 370 | 720 | 103 |
Avg Bars in Losers | 68 | 103 | 30 | 68 | 103 | 30 |
Bars Traded | 23639 | 19497 | 4142 | 23639 | 19497 | 4142 |
Profit Streak | 0 | 111.1067 | 0 | 0 | 111.1067 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364389 | -62659 | -635221 | -579768 | -131037 | -635221 |
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579896000000, "first_datapoint_time": 1581458400000, "last_datapoint_time": 1759960800000, "evaluation_time": 1759962814863, "expiration_time": 1766440800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 32, "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": [ [ 2510460.2421040363, 2597038.254298466, -86578.0121944288, 11170.8978748497, 908234.6912352002, -897063.7933603507 ], [ 2510.460242, 2597.038254, -86.578012, 11.170898, 908.234691, -897.063793 ], [ 1.205023, 1.24658, -0.041558, 0.005083, 0.110979, 0 ], [ 277.550119, 277.550119, 277.550119, 277.550119, 277.550119, 277.550119 ], [ -215213, -154588, -96523, -2470612, -1609022, -907204 ], [ 4.441353, 6.580181, 0.67217, 1.002032, 1.266567, 0.570967 ], [ 151, 75, 76, 151, 75, 76 ], [ 44, 19, 25, 44, 19, 25 ], [ 107, 56, 51, 107, 56, 51 ], [ 29.139073, 25.333333, 32.894737, 29.139073, 25.333333, 32.894737 ], [ 10.800563, 19.394217, 1.371226, 2.436759, 3.733038, 1.164773 ], [ 2705440, 2705440, 35171, 2487099, 2487099, 268540 ], [ -27896, -27896, -15978, -518817, -518817, -412088 ], [ 156, 259, 54, 156, 259, 54 ], [ 370, 720, 103, 370, 720, 103 ], [ 68, 103, 30, 68, 103, 30 ], [ 23639, 19497, 4142, 23639, 19497, 4142 ], [ 0, 111.106653, 0, 0, 111.106653, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364389, -62659, -635221, -579768, -131037, -635221 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579896000000, "first_datapoint_time": 1581458400000, "last_datapoint_time": 1759960800000, "evaluation_time": 1759962814863, "expiration_time": 1766440800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 32, "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) |
---|