Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2467388.039 | 2228384.8192 | 239003.2198 | 60714828.0544 | 30719704.1755 | 29995123.8789 |
Total P&L (%) | 2467.388 | 2228.3848 | 239.0032 | 60714.8281 | 30719.7042 | 29995.1239 |
Avg Daily Profit (%) | 1.1091 | 1.0016 | 0.1074 | 0.2886 | 0.2579 | 0.2569 |
Buy And Hold Return (%) | 162.2074 | 162.2074 | 162.2074 | 162.2074 | 162.2074 | 162.2074 |
Max Trade Drawdown | -77915 | -58450 | -53138 | -104066932 | -69124847 | -76062933 |
Profit Factor | 6.6229 | 11.7057 | 2.0362 | 1.1841 | 1.1952 | 1.174 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 60.274 | 61.1111 | 59.4595 | 60.274 | 61.1111 | 59.4595 |
Ratio Avg Win / Avg Loss | 4.3651 | 7.4491 | 1.3883 | 0.7804 | 0.7606 | 0.8005 |
Largest Winning Trade | 1918690 | 1918690 | 46773 | 31811306 | 31811306 | 31474782 |
Largest Losing Trade | -38381 | -32113 | -38381 | -40207897 | -34877130 | -40207897 |
Avg Bars in Trades | 117 | 135 | 99 | 117 | 135 | 99 |
Avg Bars in Winners | 141 | 159 | 122 | 141 | 159 | 122 |
Avg Bars in Losers | 81 | 98 | 66 | 81 | 98 | 66 |
Bars Traded | 8590 | 4893 | 3697 | 8590 | 4893 | 3697 |
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 | -52705 | 839069 | -64061 | -85530 | 89261 | -21011 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8899, "evaluation_days": 2224.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572760800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759934526399, "expiration_time": 1765691352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 165, "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": [ [ 2467388.0390127148, 2228384.819173445, 239003.21983927, 60714828.05439692, 30719704.175514124, 29995123.878882773 ], [ 2467.388039, 2228.384819, 239.00322, 60714.828054, 30719.704176, 29995.123879 ], [ 1.109063, 1.001634, 0.107429, 0.288557, 0.257922, 0.25685 ], [ 162.2074, 162.2074, 162.2074, 162.2074, 162.2074, 162.2074 ], [ -77915, -58450, -53138, -104066932, -69124847, -76062933 ], [ 6.622932, 11.705737, 2.036174, 1.184124, 1.195184, 1.174025 ], [ 73, 36, 37, 73, 36, 37 ], [ 44, 22, 22, 44, 22, 22 ], [ 29, 14, 15, 29, 14, 15 ], [ 60.273973, 61.111111, 59.459459, 60.273973, 61.111111, 59.459459 ], [ 4.365114, 7.449105, 1.3883, 0.780445, 0.760572, 0.800471 ], [ 1918690, 1918690, 46773, 31811306, 31811306, 31474782 ], [ -38381, -32113, -38381, -40207897, -34877130, -40207897 ], [ 117, 135, 99, 117, 135, 99 ], [ 141, 159, 122, 141, 159, 122 ], [ 81, 98, 66, 81, 98, 66 ], [ 8590, 4893, 3697, 8590, 4893, 3697 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -52705, 839069, -64061, -85530, 89261, -21011 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8899, "evaluation_days": 2224.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572760800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759934526399, "expiration_time": 1765691352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 165, "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) |
---|