Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117227.8428 | 1053743.8756 | 63483.9673 | 1454127.0987 | 2261595.5728 | -807468.4741 |
Total P&L (%) | 1117.2278 | 1053.7439 | 63.484 | 1454.1271 | 2261.5956 | -807.4685 |
Avg Daily Profit (%) | 0.5364 | 0.5059 | 0.0305 | 0.1318 | 0.1519 | 0 |
Buy And Hold Return (%) | 291.1355 | 291.1355 | 291.1355 | 291.1355 | 291.1355 | 291.1355 |
Max Trade Drawdown | -111120 | -76223 | -85594 | -2603113 | -1871374 | -2776211 |
Profit Factor | 2.1513 | 3.2283 | 1.1276 | 1.0754 | 1.2461 | 0.9201 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 38.7387 | 36.9369 | 40.5405 | 38.7387 | 36.9369 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.4021 | 5.5117 | 1.6538 | 1.7006 | 2.1275 | 1.3494 |
Largest Winning Trade | 800178 | 800178 | 48923 | 2978271 | 2978271 | 1189431 |
Largest Losing Trade | -38914 | -24039 | -38914 | -1029653 | -512798 | -1029653 |
Avg Bars in Trades | 111 | 97 | 124 | 111 | 97 | 124 |
Avg Bars in Winners | 183 | 151 | 211 | 183 | 151 | 211 |
Avg Bars in Losers | 65 | 66 | 64 | 65 | 66 | 64 |
Bars Traded | 24651 | 10860 | 13791 | 24651 | 10860 | 13791 |
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 | 339140 | 321235 | -400937 | -157712 | 113521 | -583048 |
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24996, "evaluation_days": 2083, "actual_first_datapoint_time": 1579996800000, "first_datapoint_time": 1581429600000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760036610978, "expiration_time": 1766511763200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 77, "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": [ [ 1117227.8428447333, 1053743.8755862794, 63483.9672584548, 1454127.0987055302, 2261595.5728393635, -807468.4741338326 ], [ 1117.227843, 1053.743876, 63.483967, 1454.127099, 2261.595573, -807.468474 ], [ 0.536355, 0.505878, 0.030477, 0.131796, 0.151912, 0 ], [ 291.135524, 291.135524, 291.135524, 291.135524, 291.135524, 291.135524 ], [ -111120, -76223, -85594, -2603113, -1871374, -2776211 ], [ 2.1513, 3.22827, 1.127604, 1.075383, 1.246105, 0.920055 ], [ 222, 111, 111, 222, 111, 111 ], [ 86, 41, 45, 86, 41, 45 ], [ 136, 70, 66, 136, 70, 66 ], [ 38.738739, 36.936937, 40.540541, 38.738739, 36.936937, 40.540541 ], [ 3.402055, 5.51168, 1.653819, 1.700606, 2.127497, 1.349414 ], [ 800178, 800178, 48923, 2978271, 2978271, 1189431 ], [ -38914, -24039, -38914, -1029653, -512798, -1029653 ], [ 111, 97, 124, 111, 97, 124 ], [ 183, 151, 211, 183, 151, 211 ], [ 65, 66, 64, 65, 66, 64 ], [ 24651, 10860, 13791, 24651, 10860, 13791 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339140, 321235, -400937, -157712, 113521, -583048 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24996, "evaluation_days": 2083, "actual_first_datapoint_time": 1579996800000, "first_datapoint_time": 1581429600000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760036610978, "expiration_time": 1766511763200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 77, "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) |
---|