Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1799551.5661 | 1632218.1495 | 167333.4166 | 17289939.1899 | 794254.6733 | 16495684.5165 |
Total P&L (%) | 1799.5516 | 1632.2182 | 167.3334 | 17289.9392 | 794.2547 | 16495.6845 |
Avg Daily Profit (%) | 0.8132 | 0.7376 | 0.0756 | 0.2334 | 0.099 | 0.2313 |
Buy And Hold Return (%) | 257.4286 | 257.4286 | 257.4286 | 257.4286 | 257.4286 | 257.4286 |
Max Trade Drawdown | -63249 | -48920 | -74577 | -11551206 | -11470223 | -8579046 |
Profit Factor | 5.2242 | 9.5195 | 1.7138 | 1.3323 | 1.0277 | 1.7069 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 52.809 | 55.5556 | 50 | 52.809 | 55.5556 | 50 |
Ratio Avg Win / Avg Loss | 4.6684 | 7.6156 | 1.7138 | 1.1905 | 0.8221 | 1.7069 |
Largest Winning Trade | 1338689 | 1338689 | 47500 | 8066146 | 5735736 | 8066146 |
Largest Losing Trade | -63249 | -37716 | -63249 | -10902127 | -10902127 | -7283794 |
Avg Bars in Trades | 70 | 75 | 64 | 70 | 75 | 64 |
Avg Bars in Winners | 89 | 90 | 88 | 89 | 90 | 88 |
Avg Bars in Losers | 48 | 57 | 40 | 48 | 57 | 40 |
Bars Traded | 6257 | 3419 | 2838 | 6257 | 3419 | 2838 |
Profit Streak | 0 | 0 | 11.9324 | 0 | 0 | 11.9324 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 782356 | 774252 | -253834 | 331407 | -254328 | 440008 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6639, "evaluation_days": 2213, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574668800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758925358456, "expiration_time": 1764638496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1799551.5661093465, 1632218.149505647, 167333.4166037, 17289939.18987256, 794254.6733393057, 16495684.516533269 ], [ 1799.551566, 1632.21815, 167.333417, 17289.93919, 794.254673, 16495.684517 ], [ 0.813173, 0.737559, 0.075614, 0.233371, 0.099047, 0.231253 ], [ 257.428623, 257.428623, 257.428623, 257.428623, 257.428623, 257.428623 ], [ -63249, -48920, -74577, -11551206, -11470223, -8579046 ], [ 5.224179, 9.519463, 1.713803, 1.332274, 1.027674, 1.70691 ], [ 89, 45, 44, 89, 45, 44 ], [ 47, 25, 22, 47, 25, 22 ], [ 42, 20, 22, 42, 20, 22 ], [ 52.808989, 55.555556, 50, 52.808989, 55.555556, 50 ], [ 4.668415, 7.615571, 1.713803, 1.190543, 0.822139, 1.70691 ], [ 1338689, 1338689, 47500, 8066146, 5735736, 8066146 ], [ -63249, -37716, -63249, -10902127, -10902127, -7283794 ], [ 70, 75, 64, 70, 75, 64 ], [ 89, 90, 88, 89, 90, 88 ], [ 48, 57, 40, 48, 57, 40 ], [ 6257, 3419, 2838, 6257, 3419, 2838 ], [ 0, 0, 11.932389, 0, 0, 11.93239 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 782356, 774252, -253834, 331407, -254328, 440008 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6639, "evaluation_days": 2213, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574668800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758925358456, "expiration_time": 1764638496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|