Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2925248.6187 | 2770741.5653 | 154507.0534 | 19891348.7116 | 12697859.7732 | 7193488.9384 |
Total P&L (%) | 2925.2486 | 2770.7416 | 154.5071 | 19891.3487 | 12697.8598 | 7193.4889 |
Avg Daily Profit (%) | 1.3234 | 1.2535 | 0.0699 | 0.24 | 0.2198 | 0.1943 |
Buy And Hold Return (%) | 539.8678 | 539.8678 | 539.8678 | 539.8678 | 539.8678 | 539.8678 |
Max Trade Drawdown | -145168 | -86505 | -126377 | -48304355 | -27208148 | -45013605 |
Profit Factor | 4.0897 | 7.2019 | 1.309 | 1.103 | 1.1351 | 1.0726 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Profitability (%) | 42.5743 | 42.5743 | 42.5743 | 42.5743 | 42.5743 | 42.5743 |
Ratio Avg Win / Avg Loss | 5.5163 | 9.7142 | 1.7656 | 1.4877 | 1.531 | 1.4467 |
Largest Winning Trade | 2364900 | 2364900 | 47331 | 12976346 | 12976346 | 11449771 |
Largest Losing Trade | -44466 | -37290 | -44466 | -13712850 | -13712850 | -8414727 |
Avg Bars in Trades | 65 | 62 | 67 | 65 | 62 | 67 |
Avg Bars in Winners | 102 | 95 | 110 | 102 | 95 | 110 |
Avg Bars in Losers | 37 | 39 | 35 | 37 | 39 | 35 |
Bars Traded | 13159 | 6361 | 6798 | 13159 | 6361 | 6798 |
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 | 643071 | 636120 | -267304 | -100696 | -65792 | -135905 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13262, "evaluation_days": 2210.33, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1568952000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759002336510, "expiration_time": 1764444384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 24, "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": [ [ 2925248.6187249254, 2770741.565304058, 154507.053420866, 19891348.711559348, 12697859.773195501, 7193488.938363813 ], [ 2925.248619, 2770.741565, 154.507053, 19891.348712, 12697.859773, 7193.488938 ], [ 1.323444, 1.253542, 0.069902, 0.239975, 0.21975, 0.194258 ], [ 539.867841, 539.867841, 539.867841, 539.867841, 539.867841, 539.867841 ], [ -145168, -86505, -126377, -48304355, -27208148, -45013605 ], [ 4.089676, 7.201904, 1.308999, 1.102983, 1.135082, 1.072551 ], [ 202, 101, 101, 202, 101, 101 ], [ 86, 43, 43, 86, 43, 43 ], [ 116, 58, 58, 116, 58, 58 ], [ 42.574257, 42.574257, 42.574257, 42.574257, 42.574257, 42.574257 ], [ 5.516307, 9.714197, 1.765626, 1.487745, 1.53104, 1.446697 ], [ 2364900, 2364900, 47331, 12976346, 12976346, 11449771 ], [ -44466, -37290, -44466, -13712850, -13712850, -8414727 ], [ 65, 62, 67, 65, 62, 67 ], [ 102, 95, 110, 102, 95, 110 ], [ 37, 39, 35, 37, 39, 35 ], [ 13159, 6361, 6798, 13159, 6361, 6798 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 643071, 636120, -267304, -100696, -65792, -135905 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13262, "evaluation_days": 2210.33, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1568952000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759002336510, "expiration_time": 1764444384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 24, "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) |
---|