Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2965864.0401 | 2778615.181 | 187248.8591 | 46120282.6243 | 27596840.8899 | 18523441.7344 |
Total P&L (%) | 2965.864 | 2778.6152 | 187.2489 | 46120.2826 | 27596.8409 | 18523.4417 |
Avg Daily Profit (%) | 1.3418 | 1.2571 | 0.0847 | 0.278 | 0.2548 | 0.2368 |
Buy And Hold Return (%) | 612.0098 | 612.0098 | 612.0098 | 612.0098 | 612.0098 | 612.0098 |
Max Trade Drawdown | -127542 | -77360 | -112272 | -57111095 | -40428924 | -33997743 |
Profit Factor | 4.4827 | 7.8472 | 1.42 | 1.2456 | 1.2877 | 1.2016 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 42.8571 | 40.6593 | 45.0549 | 42.8571 | 40.6593 | 45.0549 |
Ratio Avg Win / Avg Loss | 5.977 | 11.4527 | 1.7318 | 1.6608 | 1.8794 | 1.4654 |
Largest Winning Trade | 2333823 | 2333823 | 52209 | 25185767 | 25185767 | 13306423 |
Largest Losing Trade | -54680 | -30295 | -54680 | -11368533 | -10859400 | -11368533 |
Avg Bars in Trades | 72 | 68 | 75 | 72 | 68 | 75 |
Avg Bars in Winners | 115 | 110 | 120 | 115 | 110 | 120 |
Avg Bars in Losers | 39 | 40 | 39 | 39 | 40 | 39 |
Bars Traded | 13134 | 6240 | 6893 | 13134 | 6240 | 6893 |
Profit Streak | 19.2058 | 42.0391 | 0 | 19.2058 | 42.0391 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 659375 | 610421 | -245936 | 298839 | 224391 | 201615 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13262, "evaluation_days": 2210.33, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1569225600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759035381929, "expiration_time": 1764444384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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": [ [ 2965864.0400961908, 2778615.18098307, 187248.85911312, 46120282.62434205, 27596840.889937285, 18523441.734404758 ], [ 2965.86404, 2778.615181, 187.248859, 46120.282624, 27596.84089, 18523.441734 ], [ 1.34182, 1.257104, 0.084715, 0.277991, 0.254761, 0.236761 ], [ 612.009804, 612.009804, 612.009804, 612.009804, 612.009804, 612.009804 ], [ -127542, -77360, -112272, -57111095, -40428924, -33997743 ], [ 4.482749, 7.847196, 1.420044, 1.245607, 1.287748, 1.201617 ], [ 182, 91, 91, 182, 91, 91 ], [ 78, 37, 41, 78, 37, 41 ], [ 104, 54, 50, 104, 54, 50 ], [ 42.857143, 40.659341, 45.054945, 42.857143, 40.659341, 45.054945 ], [ 5.976998, 11.452665, 1.731761, 1.660809, 1.879416, 1.465386 ], [ 2333823, 2333823, 52209, 25185767, 25185767, 13306423 ], [ -54680, -30295, -54680, -11368533, -10859400, -11368533 ], [ 72, 68, 75, 72, 68, 75 ], [ 115, 110, 120, 115, 110, 120 ], [ 39, 40, 39, 39, 40, 39 ], [ 13134, 6240, 6893, 13134, 6240, 6893 ], [ 19.205809, 42.039143, 0, 19.205809, 42.039143, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 659375, 610421, -245936, 298839, 224391, 201615 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13262, "evaluation_days": 2210.33, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1569225600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759035381929, "expiration_time": 1764444384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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) |
---|