Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2580359.1087 | 2527057.6141 | 53301.4946 | 3495543.6248 | 3589995.6617 | -94452.0369 |
Total P&L (%) | 2580.3591 | 2527.0576 | 53.3015 | 3495.5436 | 3589.9957 | -94.452 |
Avg Daily Profit (%) | 1.1594 | 1.1354 | 0.0239 | 0.1611 | 0.1622 | -0.1298 |
Buy And Hold Return (%) | 914.8625 | 914.8625 | 914.8625 | 914.8625 | 914.8625 | 914.8625 |
Max Trade Drawdown | -130834 | -94664 | -94918 | -9015862 | -7376606 | -4037980 |
Profit Factor | 4.6081 | 8.103 | 1.1483 | 1.1133 | 1.2093 | 0.9931 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 39.8551 | 34.7826 | 44.9275 | 39.8551 | 34.7826 | 44.9275 |
Ratio Avg Win / Avg Loss | 6.954 | 15.1931 | 1.4076 | 1.68 | 2.2674 | 1.2174 |
Largest Winning Trade | 2287079 | 2287079 | 48479 | 9629743 | 9629743 | 1885596 |
Largest Losing Trade | -47067 | -35550 | -47067 | -3227842 | -3227842 | -1956085 |
Avg Bars in Trades | 95 | 111 | 79 | 95 | 111 | 79 |
Avg Bars in Winners | 162 | 201 | 132 | 162 | 201 | 132 |
Avg Bars in Losers | 50 | 63 | 35 | 50 | 63 | 35 |
Bars Traded | 13142 | 7681 | 5461 | 13142 | 7681 | 5461 |
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 | 508859 | -89213 | -487964 | -93094 | -101810 | -683042 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13354, "evaluation_days": 2225.67, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1569816000000, "last_datapoint_time": 1760040000000, "evaluation_time": 1760042345619, "expiration_time": 1765808928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 111, "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": [ [ 2580359.108671331, 2527057.6140973917, 53301.4945739384, 3495543.6248223903, 3589995.6617034124, -94452.0368810238 ], [ 2580.359109, 2527.057614, 53.301495, 3495.543625, 3589.995662, -94.452037 ], [ 1.159363, 1.135414, 0.023949, 0.161082, 0.162249, -0.129842 ], [ 914.862522, 914.862522, 914.862522, 914.862522, 914.862522, 914.862522 ], [ -130834, -94664, -94918, -9015862, -7376606, -4037980 ], [ 4.608104, 8.102997, 1.148314, 1.113253, 1.209274, 0.993111 ], [ 138, 69, 69, 138, 69, 69 ], [ 55, 24, 31, 55, 24, 31 ], [ 83, 45, 38, 83, 45, 38 ], [ 39.855072, 34.782609, 44.927536, 39.855072, 34.782609, 44.927536 ], [ 6.954048, 15.193119, 1.407611, 1.68, 2.267389, 1.217362 ], [ 2287079, 2287079, 48479, 9629743, 9629743, 1885596 ], [ -47067, -35550, -47067, -3227842, -3227842, -1956085 ], [ 95, 111, 79, 95, 111, 79 ], [ 162, 201, 132, 162, 201, 132 ], [ 50, 63, 35, 50, 63, 35 ], [ 13142, 7681, 5461, 13142, 7681, 5461 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 508859, -89213, -487964, -93094, -101810, -683042 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13354, "evaluation_days": 2225.67, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1569816000000, "last_datapoint_time": 1760040000000, "evaluation_time": 1760042345619, "expiration_time": 1765808928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 111, "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) |
---|