Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307143.3508 | 1250622.2344 | 56521.1164 | 2900060.498 | 1578908.6802 | 1321151.8177 |
Total P&L (%) | 1307.1434 | 1250.6222 | 56.5211 | 2900.0605 | 1578.9087 | 1321.1518 |
Avg Daily Profit (%) | 0.5908 | 0.5652 | 0.0255 | 0.1538 | 0.1276 | 0.12 |
Buy And Hold Return (%) | 506.6709 | 506.6709 | 506.6709 | 506.6709 | 506.6709 | 506.6709 |
Max Trade Drawdown | -106528 | -70434 | -177182 | -4185167 | -3408191 | -3432573 |
Profit Factor | 1.6992 | 2.3802 | 1.0587 | 1.0786 | 1.0859 | 1.0713 |
Total Trades | 688 | 344 | 344 | 688 | 344 | 344 |
Winning Trades | 245 | 121 | 124 | 245 | 121 | 124 |
Losing Trades | 443 | 223 | 220 | 443 | 223 | 220 |
Profitability (%) | 35.6105 | 35.1744 | 36.0465 | 35.6105 | 35.1744 | 36.0465 |
Ratio Avg Win / Avg Loss | 3.0724 | 4.3866 | 1.8783 | 1.9502 | 2.0013 | 1.9007 |
Largest Winning Trade | 937631 | 937631 | 51487 | 1348672 | 1348672 | 1245199 |
Largest Losing Trade | -21330 | -17963 | -21330 | -985172 | -665879 | -985172 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 6566 | 3408 | 3158 | 6566 | 3408 | 3158 |
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 | 337990 | 276537 | -483307 | -127915 | -154449 | -180734 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6638, "evaluation_days": 2212.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1568937600000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758909478689, "expiration_time": 1764608832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "hl2", "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": [ [ 1307143.350751894, 1250622.2343714794, 56521.1163804156, 2900060.4979590205, 1578908.680236549, 1321151.8177224738 ], [ 1307.143351, 1250.622234, 56.521116, 2900.060498, 1578.90868, 1321.151818 ], [ 0.590754, 0.56521, 0.025544, 0.153834, 0.127562, 0.12002 ], [ 506.670862, 506.670862, 506.670862, 506.670862, 506.670862, 506.670862 ], [ -106528, -70434, -177182, -4185167, -3408191, -3432573 ], [ 1.699201, 2.380156, 1.058672, 1.078575, 1.085933, 1.071282 ], [ 688, 344, 344, 688, 344, 344 ], [ 245, 121, 124, 245, 121, 124 ], [ 443, 223, 220, 443, 223, 220 ], [ 35.610465, 35.174419, 36.046512, 35.610465, 35.174419, 36.046512 ], [ 3.072433, 4.386569, 1.878289, 1.95024, 2.001347, 1.900661 ], [ 937631, 937631, 51487, 1348672, 1348672, 1245199 ], [ -21330, -17963, -21330, -985172, -665879, -985172 ], [ 9, 9, 9, 9, 9, 9 ], [ 16, 17, 15, 16, 17, 15 ], [ 5, 5, 5, 5, 5, 5 ], [ 6566, 3408, 3158, 6566, 3408, 3158 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337990, 276537, -483307, -127915, -154449, -180734 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6638, "evaluation_days": 2212.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1568937600000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758909478689, "expiration_time": 1764608832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "hl2", "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) |
---|