Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2631667.4931 | 2476579.5821 | 155087.911 | 22037473.4183 | 8586536.1039 | 13450937.3143 |
Total P&L (%) | 2631.6675 | 2476.5796 | 155.0879 | 22037.4734 | 8586.5361 | 13450.9373 |
Avg Daily Profit (%) | 1.1895 | 1.1194 | 0.0701 | 0.2444 | 0.202 | 0.2221 |
Buy And Hold Return (%) | 664.1322 | 664.1322 | 664.1322 | 664.1322 | 664.1322 | 664.1322 |
Max Trade Drawdown | -129800 | -72690 | -76565 | -35908364 | -25164525 | -21032149 |
Profit Factor | 4.8591 | 8.0724 | 1.4675 | 1.1363 | 1.0889 | 1.2064 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 42.8571 | 43.4783 | 42.2222 | 42.8571 | 43.4783 | 42.2222 |
Ratio Avg Win / Avg Loss | 6.4787 | 10.4941 | 2.0081 | 1.515 | 1.4156 | 1.6509 |
Largest Winning Trade | 2071201 | 2071201 | 53592 | 22976925 | 22976925 | 13993798 |
Largest Losing Trade | -41905 | -41905 | -32374 | -18927059 | -18927059 | -8150698 |
Avg Bars in Trades | 71 | 78 | 63 | 71 | 78 | 63 |
Avg Bars in Winners | 104 | 113 | 94 | 104 | 113 | 94 |
Avg Bars in Losers | 46 | 51 | 41 | 46 | 51 | 41 |
Bars Traded | 6500 | 3621 | 2879 | 6500 | 3621 | 2879 |
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 | 590587 | 613649 | -265855 | -63652 | -117136 | 212091 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6637, "evaluation_days": 2212.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570896000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758879889510, "expiration_time": 1764579168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 47, "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": [ [ 2631667.4931322723, 2476579.5821429323, 155087.9109893387, 22037473.41825942, 8586536.103931941, 13450937.314327486 ], [ 2631.667493, 2476.579582, 155.087911, 22037.473418, 8586.536104, 13450.937314 ], [ 1.189546, 1.119444, 0.070102, 0.244378, 0.201998, 0.222141 ], [ 664.132166, 664.132166, 664.132166, 664.132166, 664.132166, 664.132166 ], [ -129800, -72690, -76565, -35908364, -25164525, -21032149 ], [ 4.859053, 8.072394, 1.467455, 1.136256, 1.088908, 1.206433 ], [ 91, 46, 45, 91, 46, 45 ], [ 39, 20, 19, 39, 20, 19 ], [ 52, 26, 26, 52, 26, 26 ], [ 42.857143, 43.478261, 42.222222, 42.857143, 43.478261, 42.222222 ], [ 6.478737, 10.494112, 2.008096, 1.515007, 1.415581, 1.650909 ], [ 2071201, 2071201, 53592, 22976925, 22976925, 13993798 ], [ -41905, -41905, -32374, -18927059, -18927059, -8150698 ], [ 71, 78, 63, 71, 78, 63 ], [ 104, 113, 94, 104, 113, 94 ], [ 46, 51, 41, 46, 51, 41 ], [ 6500, 3621, 2879, 6500, 3621, 2879 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 590587, 613649, -265855, -63652, -117136, 212091 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6637, "evaluation_days": 2212.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570896000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758879889510, "expiration_time": 1764579168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 47, "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) |
---|