Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3154775.9584 | 3041444.7349 | 113331.2235 | 3681267.7338 | 7311345.9127 | -3630078.1789 |
Total P&L (%) | 3154.776 | 3041.4447 | 113.3312 | 3681.2677 | 7311.3459 | -3630.0782 |
Avg Daily Profit (%) | 1.4188 | 1.3679 | 0.051 | 0.1635 | 0.1938 | 0 |
Buy And Hold Return (%) | 404.723 | 404.723 | 404.723 | 404.723 | 404.723 | 404.723 |
Max Trade Drawdown | -132400 | -104383 | -73316 | -35133474 | -27092539 | -13148669 |
Profit Factor | 3.9958 | 5.2979 | 1.3281 | 1.0255 | 1.0771 | 0.9268 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Profitability (%) | 41.4097 | 38.0531 | 44.7368 | 41.4097 | 38.0531 | 44.7368 |
Ratio Avg Win / Avg Loss | 5.6536 | 8.6245 | 1.6406 | 1.451 | 1.7534 | 1.1448 |
Largest Winning Trade | 2843840 | 2843840 | 51721 | 33480104 | 33480104 | 6172873 |
Largest Losing Trade | -36191 | -36191 | -28324 | -8333378 | -7756233 | -8333378 |
Avg Bars in Trades | 37 | 56 | 19 | 37 | 56 | 19 |
Avg Bars in Winners | 51 | 79 | 27 | 51 | 79 | 27 |
Avg Bars in Losers | 28 | 42 | 13 | 28 | 42 | 13 |
Bars Traded | 8612 | 6390 | 2222 | 8612 | 6390 | 2222 |
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 | 669924 | 603815 | -291277 | -186910 | -131517 | -581131 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8894, "evaluation_days": 2223.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571832000000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759826210480, "expiration_time": 1765580112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 8, "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": [ [ 3154775.9584198855, 3041444.734891718, 113331.2235281656, 3681267.733775123, 7311345.912706151, -3630078.1789310137 ], [ 3154.775958, 3041.444735, 113.331224, 3681.267734, 7311.345913, -3630.078179 ], [ 1.418833, 1.367864, 0.05097, 0.163509, 0.193828, 0 ], [ 404.723032, 404.723032, 404.723032, 404.723032, 404.723032, 404.723032 ], [ -132400, -104383, -73316, -35133474, -27092539, -13148669 ], [ 3.995812, 5.297913, 1.32811, 1.025494, 1.077103, 0.926774 ], [ 227, 113, 114, 227, 113, 114 ], [ 94, 43, 51, 94, 43, 51 ], [ 133, 70, 63, 133, 70, 63 ], [ 41.409692, 38.053097, 44.736842, 41.409692, 38.053097, 44.736842 ], [ 5.653649, 8.62451, 1.640607, 1.450964, 1.753423, 1.144838 ], [ 2843840, 2843840, 51721, 33480104, 33480104, 6172873 ], [ -36191, -36191, -28324, -8333378, -7756233, -8333378 ], [ 37, 56, 19, 37, 56, 19 ], [ 51, 79, 27, 51, 79, 27 ], [ 28, 42, 13, 28, 42, 13 ], [ 8612, 6390, 2222, 8612, 6390, 2222 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 669924, 603815, -291277, -186910, -131517, -581131 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8894, "evaluation_days": 2223.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571832000000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759826210480, "expiration_time": 1765580112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 8, "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) |
---|