Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2420109.7193 | 2249893.2717 | 170216.4476 | 14955261.4903 | 12572140.3478 | 2383121.1425 |
Total P&L (%) | 2420.1097 | 2249.8933 | 170.2164 | 14955.2615 | 12572.1403 | 2383.1211 |
Avg Daily Profit (%) | 1.0934 | 1.0165 | 0.0769 | 0.2268 | 0.219 | 0.1452 |
Buy And Hold Return (%) | 286.3078 | 286.3078 | 286.3078 | 286.3078 | 286.3078 | 286.3078 |
Max Trade Drawdown | -116513 | -62661 | -88699 | -41895381 | -17957795 | -28514038 |
Profit Factor | 5.8838 | 10.9485 | 1.6319 | 1.1435 | 1.2765 | 1.0405 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 44.2857 | 40 | 48.5714 | 44.2857 | 40 | 48.5714 |
Ratio Avg Win / Avg Loss | 7.4022 | 16.4228 | 1.7279 | 1.4385 | 1.9147 | 1.1018 |
Largest Winning Trade | 2019899 | 2019899 | 51177 | 17788978 | 17788978 | 11353192 |
Largest Losing Trade | -35857 | -35002 | -35857 | -19108926 | -7186215 | -19108926 |
Avg Bars in Trades | 91 | 102 | 80 | 91 | 102 | 80 |
Avg Bars in Winners | 144 | 166 | 126 | 144 | 166 | 126 |
Avg Bars in Losers | 49 | 60 | 36 | 49 | 60 | 36 |
Bars Traded | 6400 | 3598 | 2802 | 6400 | 3598 | 2802 |
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 | -79136 | 647410 | -253519 | -155458 | 192705 | -175243 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6640, "evaluation_days": 2213.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572192000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758955373087, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 24, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 2420109.719312652, 2249893.271664956, 170216.4476476957, 14955261.490306934, 12572140.34780942, 2383121.1424975256 ], [ 2420.109719, 2249.893272, 170.216448, 14955.26149, 12572.140348, 2383.121142 ], [ 1.093425, 1.01652, 0.076905, 0.226807, 0.219004, 0.145231 ], [ 286.307828, 286.307828, 286.307828, 286.307828, 286.307828, 286.307828 ], [ -116513, -62661, -88699, -41895381, -17957795, -28514038 ], [ 5.883818, 10.948522, 1.631875, 1.143456, 1.276495, 1.040543 ], [ 70, 35, 35, 70, 35, 35 ], [ 31, 14, 17, 31, 14, 17 ], [ 39, 21, 18, 39, 21, 18 ], [ 44.285714, 40, 48.571429, 44.285714, 40, 48.571429 ], [ 7.402222, 16.422783, 1.727868, 1.438542, 1.914743, 1.101751 ], [ 2019899, 2019899, 51177, 17788978, 17788978, 11353192 ], [ -35857, -35002, -35857, -19108926, -7186215, -19108926 ], [ 91, 102, 80, 91, 102, 80 ], [ 144, 166, 126, 144, 166, 126 ], [ 49, 60, 36, 49, 60, 36 ], [ 6400, 3598, 2802, 6400, 3598, 2802 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79136, 647410, -253519, -155458, 192705, -175243 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6640, "evaluation_days": 2213.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572192000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758955373087, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 24, "offset": 0, "scalar": 5 } } }
# | 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) |
---|