Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2486663.6107 | 2444936.8068 | 41726.804 | 2463420.7053 | 12465761.7077 | -10002341.0024 |
Total P&L (%) | 2486.6636 | 2444.9368 | 41.7268 | 2463.4207 | 12465.7617 | -10002.341 |
Avg Daily Profit (%) | 1.125 | 1.1061 | 0.0189 | 0.1469 | 0.2189 | 0 |
Buy And Hold Return (%) | 737.6931 | 737.6931 | 737.6931 | 737.6931 | 737.6931 | 737.6931 |
Max Trade Drawdown | -184865 | -107154 | -129271 | -16095048 | -6587608 | -11512308 |
Profit Factor | 4.3879 | 8.7515 | 1.0997 | 1.056 | 1.7036 | 0.6192 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 40 | 42 | 38 | 40 | 42 | 38 |
Ratio Avg Win / Avg Loss | 6.5819 | 12.0854 | 1.7942 | 1.584 | 2.3526 | 1.0103 |
Largest Winning Trade | 2201713 | 2201713 | 48682 | 16541566 | 16541566 | 2797125 |
Largest Losing Trade | -37409 | -35729 | -37409 | -6469137 | -3419765 | -6469137 |
Avg Bars in Trades | 129 | 122 | 136 | 129 | 122 | 136 |
Avg Bars in Winners | 236 | 221 | 253 | 236 | 221 | 253 |
Avg Bars in Losers | 58 | 50 | 65 | 58 | 50 | 65 |
Bars Traded | 12944 | 6110 | 6834 | 12944 | 6110 | 6834 |
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 | 518044 | -164038 | -627891 | -160804 | -171738 | -763833 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13262, "evaluation_days": 2210.33, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1570478400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758989722114, "expiration_time": 1764444384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 239, "offset": 150, "std": 2.19986 } } }
{ "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": [ [ 2486663.6107333833, 2444936.80676984, 41726.8039635434, 2463420.7053342685, 12465761.707689537, -10002341.002355263 ], [ 2486.663611, 2444.936807, 41.726804, 2463.420705, 12465.761708, -10002.341002 ], [ 1.125019, 1.106141, 0.018878, 0.14687, 0.21892, 0 ], [ 737.6931, 737.6931, 737.6931, 737.6931, 737.6931, 737.6931 ], [ -184865, -107154, -129271, -16095048, -6587608, -11512308 ], [ 4.387922, 8.75148, 1.099691, 1.056006, 1.703618, 0.619223 ], [ 100, 50, 50, 100, 50, 50 ], [ 40, 21, 19, 40, 21, 19 ], [ 60, 29, 31, 60, 29, 31 ], [ 40, 42, 38, 40, 42, 38 ], [ 6.581883, 12.085377, 1.794232, 1.584009, 2.352616, 1.010311 ], [ 2201713, 2201713, 48682, 16541566, 16541566, 2797125 ], [ -37409, -35729, -37409, -6469137, -3419765, -6469137 ], [ 129, 122, 136, 129, 122, 136 ], [ 236, 221, 253, 236, 221, 253 ], [ 58, 50, 65, 58, 50, 65 ], [ 12944, 6110, 6834, 12944, 6110, 6834 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 518044, -164038, -627891, -160804, -171738, -763833 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13262, "evaluation_days": 2210.33, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1570478400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758989722114, "expiration_time": 1764444384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 239, "offset": 150, "std": 2.19986 } } }
# | 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) |
---|