Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2463443.7347 | 2384053.3366 | 79390.3981 | 3104916.026 | 20056565.4579 | -16951649.4319 |
Total P&L (%) | 2463.4437 | 2384.0533 | 79.3904 | 3104.916 | 20056.5655 | -16951.6494 |
Avg Daily Profit (%) | 1.112 | 1.0762 | 0.0358 | 0.1566 | 0.2398 | 0 |
Buy And Hold Return (%) | 814.4631 | 814.4631 | 814.4631 | 814.4631 | 814.4631 | 814.4631 |
Max Trade Drawdown | -172344 | -94364 | -103652 | -28680312 | -11119895 | -18765981 |
Profit Factor | 4.7424 | 8.5935 | 1.2306 | 1.0558 | 1.8751 | 0.4824 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 37.6471 | 37.2093 | 38.0952 | 37.6471 | 37.2093 | 38.0952 |
Ratio Avg Win / Avg Loss | 7.8545 | 14.5015 | 1.9997 | 1.7486 | 3.1643 | 0.7839 |
Largest Winning Trade | 2157029 | 2157029 | 51750 | 29325129 | 29325129 | 2281816 |
Largest Losing Trade | -50449 | -37355 | -50449 | -15480255 | -5679652 | -15480255 |
Avg Bars in Trades | 153 | 146 | 160 | 153 | 146 | 160 |
Avg Bars in Winners | 286 | 284 | 287 | 286 | 284 | 287 |
Avg Bars in Losers | 72 | 64 | 82 | 72 | 64 | 82 |
Bars Traded | 13021 | 6284 | 6737 | 13021 | 6284 | 6737 |
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 | 481565 | 498053 | -314616 | -157363 | 252500 | -585364 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13292, "evaluation_days": 2215.33, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1570406400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759157965555, "expiration_time": 1764889344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 211, "offset": 0, "std": 3.6398 } } }
{ "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": [ [ 2463443.7347267875, 2384053.3365977257, 79390.3981290622, 3104916.025992172, 20056565.45790727, -16951649.4319151 ], [ 2463.443735, 2384.053337, 79.390398, 3104.916026, 20056.565458, -16951.649432 ], [ 1.111999, 1.076162, 0.035837, 0.156635, 0.239805, 0 ], [ 814.463095, 814.463095, 814.463095, 814.463095, 814.463095, 814.463095 ], [ -172344, -94364, -103652, -28680312, -11119895, -18765981 ], [ 4.742369, 8.593484, 1.230587, 1.055774, 1.875119, 0.482413 ], [ 85, 43, 42, 85, 43, 42 ], [ 32, 16, 16, 32, 16, 16 ], [ 53, 27, 26, 53, 27, 26 ], [ 37.647059, 37.209302, 38.095238, 37.647059, 37.209302, 38.095238 ], [ 7.854549, 14.501504, 1.999703, 1.748625, 3.164263, 0.783922 ], [ 2157029, 2157029, 51750, 29325129, 29325129, 2281816 ], [ -50449, -37355, -50449, -15480255, -5679652, -15480255 ], [ 153, 146, 160, 153, 146, 160 ], [ 286, 284, 287, 286, 284, 287 ], [ 72, 64, 82, 72, 64, 82 ], [ 13021, 6284, 6737, 13021, 6284, 6737 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 481565, 498053, -314616, -157363, 252500, -585364 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13292, "evaluation_days": 2215.33, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1570406400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759157965555, "expiration_time": 1764889344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 211, "offset": 0, "std": 3.6398 } } }
# | 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) |
---|