Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3244702.2122 | -54910.4763 | -3189791.7359 | -746478.3192 | 3847620.6989 | -4594099.0181 |
Total P&L (%) | -3244.7022 | -54.9105 | -3189.7917 | -746.4783 | 3847.6207 | -4594.099 |
Avg Daily Profit (%) | -1.4642 | -0.0248 | -1.4394 | 0 | 0.166 | 0 |
Buy And Hold Return (%) | 189.2288 | 189.2288 | 189.2288 | 189.2288 | 189.2288 | 189.2288 |
Max Trade Drawdown | -3341135 | -125669 | -3255669 | -4682319 | -947778 | -5289271 |
Profit Factor | 0.1077 | 0.7933 | 0.0537 | 0.9172 | 2.6182 | 0.308 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 19 | 18 | 28 | 16 | 12 |
Losing Trades | 24 | 12 | 12 | 33 | 15 | 18 |
Profitability (%) | 60.6557 | 61.2903 | 60 | 45.9016 | 51.6129 | 40 |
Ratio Avg Win / Avg Loss | 0.0699 | 0.501 | 0.0358 | 1.081 | 2.4546 | 0.4619 |
Largest Winning Trade | 37020 | 37020 | 28048 | 1464664 | 1464664 | 1051827 |
Largest Losing Trade | -3211354 | -53685 | -3211354 | -4082951 | -848449 | -4082951 |
Avg Bars in Trades | 137 | 148 | 126 | 137 | 148 | 126 |
Avg Bars in Winners | 79 | 81 | 77 | 193 | 237 | 135 |
Avg Bars in Losers | 227 | 255 | 199 | 90 | 54 | 119 |
Bars Traded | 8395 | 4614 | 3781 | 8395 | 4614 | 3781 |
Profit Streak | 132.9718 | 132.9718 | 266.2218 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743881 | -577970 | -578156 | -746704 | 464748 | -584714 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8864, "evaluation_days": 2216, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573106400000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759187966814, "expiration_time": 1764912672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 250, "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": [ [ -3244702.2121817176, -54910.4763242978, -3189791.735857419, -746478.3191701665, 3847620.69892584, -4594099.018096007 ], [ -3244.702212, -54.910476, -3189.791736, -746.478319, 3847.620699, -4594.099018 ], [ -1.464216, -0.024779, -1.439437, 0, 0.166008, 0 ], [ 189.228771, 189.228771, 189.228771, 189.228771, 189.228771, 189.228771 ], [ -3341135, -125669, -3255669, -4682319, -947778, -5289271 ], [ 0.107742, 0.793266, 0.053727, 0.917206, 2.618239, 0.307958 ], [ 61, 31, 30, 61, 31, 30 ], [ 37, 19, 18, 28, 16, 12 ], [ 24, 12, 12, 33, 15, 18 ], [ 60.655738, 61.290323, 60, 45.901639, 51.612903, 40 ], [ 0.069887, 0.50101, 0.035818, 1.080993, 2.454599, 0.461937 ], [ 37020, 37020, 28048, 1464664, 1464664, 1051827 ], [ -3211354, -53685, -3211354, -4082951, -848449, -4082951 ], [ 137, 148, 126, 137, 148, 126 ], [ 79, 81, 77, 193, 237, 135 ], [ 227, 255, 199, 90, 54, 119 ], [ 8395, 4614, 3781, 8395, 4614, 3781 ], [ 132.971838, 132.971838, 266.221838, 0, 0, 0 ], [ 8, 4, 4, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -743881, -577970, -578156, -746704, 464748, -584714 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8864, "evaluation_days": 2216, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573106400000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759187966814, "expiration_time": 1764912672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 250, "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) |
---|