Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2342654.0676 | 2291909.8217 | 50744.2459 | 2599715.46 | 8931691.8661 | -6331976.406 |
Total P&L (%) | 2342.6541 | 2291.9098 | 50.7442 | 2599.7155 | 8931.6919 | -6331.9764 |
Avg Daily Profit (%) | 1.0574 | 1.0345 | 0.0229 | 0.1489 | 0.2035 | 0 |
Buy And Hold Return (%) | 798.6196 | 798.6196 | 798.6196 | 798.6196 | 798.6196 | 798.6196 |
Max Trade Drawdown | -104069 | -82205 | -85636 | -13387626 | -6897296 | -9280222 |
Profit Factor | 3.5598 | 6.0141 | 1.1108 | 1.0419 | 1.2935 | 0.7995 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Profitability (%) | 29.3194 | 31.25 | 27.3684 | 29.3194 | 31.25 | 27.3684 |
Ratio Avg Win / Avg Loss | 8.5817 | 13.231 | 2.9478 | 2.5118 | 2.8456 | 2.1219 |
Largest Winning Trade | 2065004 | 2065004 | 47550 | 13529361 | 13529361 | 3938141 |
Largest Losing Trade | -35499 | -24096 | -35499 | -3007195 | -2664975 | -3007195 |
Avg Bars in Trades | 45 | 38 | 52 | 45 | 38 | 52 |
Avg Bars in Winners | 108 | 86 | 133 | 108 | 86 | 133 |
Avg Bars in Losers | 19 | 16 | 21 | 19 | 16 | 21 |
Bars Traded | 8674 | 3695 | 4979 | 8674 | 3695 | 4979 |
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 | 258494 | 398927 | -445281 | -179868 | 58778 | -597677 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8862, "evaluation_days": 2215.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570363200000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759142341658, "expiration_time": 1764868176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2308, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 2342654.06759223, 2291909.8217206667, 50744.2458715639, 2599715.460036902, 8931691.866067022, -6331976.406030127 ], [ 2342.654068, 2291.909822, 50.744246, 2599.71546, 8931.691866, -6331.976406 ], [ 1.057393, 1.034489, 0.022904, 0.148869, 0.203471, 0 ], [ 798.619597, 798.619597, 798.619597, 798.619597, 798.619597, 798.619597 ], [ -104069, -82205, -85636, -13387626, -6897296, -9280222 ], [ 3.559822, 6.014086, 1.110779, 1.041915, 1.293457, 0.799538 ], [ 191, 96, 95, 191, 96, 95 ], [ 56, 30, 26, 56, 30, 26 ], [ 135, 66, 69, 135, 66, 69 ], [ 29.319372, 31.25, 27.368421, 29.319372, 31.25, 27.368421 ], [ 8.581715, 13.230989, 2.947836, 2.51176, 2.845606, 2.121851 ], [ 2065004, 2065004, 47550, 13529361, 13529361, 3938141 ], [ -35499, -24096, -35499, -3007195, -2664975, -3007195 ], [ 45, 38, 52, 45, 38, 52 ], [ 108, 86, 133, 108, 86, 133 ], [ 19, 16, 21, 19, 16, 21 ], [ 8674, 3695, 4979, 8674, 3695, 4979 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 258494, 398927, -445281, -179868, 58778, -597677 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8862, "evaluation_days": 2215.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570363200000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759142341658, "expiration_time": 1764868176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2308, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|