Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342070.0729 | 1454782.5145 | -112712.4416 | -71753.0138 | 336481.5539 | -408234.5677 |
Total P&L (%) | 1342.0701 | 1454.7825 | -112.7124 | -71.753 | 336.4816 | -408.2346 |
Avg Daily Profit (%) | 0.6069 | 0.6579 | -0.051 | -0.0572 | 0.0667 | 0 |
Buy And Hold Return (%) | 343.9825 | 343.9825 | 343.9825 | 343.9825 | 343.9825 | 343.9825 |
Max Trade Drawdown | -242701 | -126114 | -201426 | -934714 | -382971 | -705946 |
Profit Factor | 2.6189 | 4.9386 | 0.7548 | 0.9639 | 1.4045 | 0.6469 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 40.7407 | 40 | 41.4634 | 40.7407 | 40 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.8092 | 7.4079 | 1.0656 | 1.402 | 2.1068 | 0.9133 |
Largest Winning Trade | 1458783 | 1458783 | 48342 | 423319 | 423319 | 196513 |
Largest Losing Trade | -64647 | -45247 | -64647 | -471063 | -206239 | -471063 |
Avg Bars in Trades | 78 | 80 | 77 | 78 | 80 | 77 |
Avg Bars in Winners | 120 | 118 | 122 | 120 | 118 | 122 |
Avg Bars in Losers | 49 | 54 | 45 | 49 | 54 | 45 |
Bars Traded | 6370 | 3201 | 3169 | 6370 | 3201 | 3169 |
Profit Streak | 71.7474 | 111.414 | 71.7474 | 71.7474 | 111.414 | 71.7474 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4710 | 517846 | -581837 | -598022 | -271168 | -583504 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6634, "evaluation_days": 2211.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571443200000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758794172017, "expiration_time": 1764490176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 3.15273 } } }
{ "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": [ [ 1342070.0729121242, 1454782.51453643, -112712.4416243063, -71753.0138089071, 336481.5538636881, -408234.5676725954 ], [ 1342.070073, 1454.782515, -112.712442, -71.753014, 336.481554, -408.234568 ], [ 0.606906, 0.657877, -0.05097, -0.057152, 0.06666, 0 ], [ 343.98247, 343.98247, 343.98247, 343.98247, 343.98247, 343.98247 ], [ -242701, -126114, -201426, -934714, -382971, -705946 ], [ 2.618851, 4.938588, 0.754792, 0.963907, 1.404538, 0.646928 ], [ 81, 40, 41, 81, 40, 41 ], [ 33, 16, 17, 33, 16, 17 ], [ 48, 24, 24, 48, 24, 24 ], [ 40.740741, 40, 41.463415, 40.740741, 40, 41.463415 ], [ 3.809238, 7.407882, 1.065588, 1.402047, 2.106806, 0.913311 ], [ 1458783, 1458783, 48342, 423319, 423319, 196513 ], [ -64647, -45247, -64647, -471063, -206239, -471063 ], [ 78, 80, 77, 78, 80, 77 ], [ 120, 118, 122, 120, 118, 122 ], [ 49, 54, 45, 49, 54, 45 ], [ 6370, 3201, 3169, 6370, 3201, 3169 ], [ 71.747361, 111.414028, 71.747361, 71.747361, 111.414028, 71.747361 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -4710, 517846, -581837, -598022, -271168, -583504 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6634, "evaluation_days": 2211.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571443200000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758794172017, "expiration_time": 1764490176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 71, "offset": 0, "multiplier": 3.15273 } } }
# | 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) |
---|