Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2510128.793 | 2417747.663 | 92381.13 | 4383822.3538 | 12492426.8681 | -8108604.5144 |
Total P&L (%) | 2510.1288 | 2417.7477 | 92.3811 | 4383.8224 | 12492.4269 | -8108.6045 |
Avg Daily Profit (%) | 1.1348 | 1.093 | 0.0418 | 0.1721 | 0.2189 | 0 |
Buy And Hold Return (%) | 303.1816 | 303.1816 | 303.1816 | 303.1816 | 303.1816 | 303.1816 |
Max Trade Drawdown | -159792 | -107453 | -95665 | -43446368 | -23824703 | -24775591 |
Profit Factor | 4.5458 | 8.3503 | 1.2438 | 1.0382 | 1.223 | 0.8618 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Profitability (%) | 32.2034 | 33.8983 | 30.5085 | 32.2034 | 33.8983 | 30.5085 |
Ratio Avg Win / Avg Loss | 9.57 | 16.283 | 2.833 | 2.1857 | 2.3849 | 1.963 |
Largest Winning Trade | 2186602 | 2186602 | 56770 | 23338229 | 23338229 | 10818329 |
Largest Losing Trade | -36663 | -27278 | -36663 | -14580901 | -8160623 | -14580901 |
Avg Bars in Trades | 54 | 43 | 64 | 54 | 43 | 64 |
Avg Bars in Winners | 116 | 85 | 150 | 116 | 85 | 150 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 6391 | 2572 | 3819 | 6391 | 2572 | 3819 |
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 | 515186 | -161271 | -486585 | -176181 | -174296 | -762538 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6636, "evaluation_days": 2212, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571558400000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758838056475, "expiration_time": 1764549504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.16231, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 2510128.793006436, 2417747.6630413216, 92381.1299651131, 4383822.353783906, 12492426.868142936, -8108604.514359024 ], [ 2510.128793, 2417.747663, 92.38113, 4383.822354, 12492.426868, -8108.604514 ], [ 1.134778, 1.093014, 0.041764, 0.172076, 0.21885, 0 ], [ 303.181627, 303.181627, 303.181627, 303.181627, 303.181627, 303.181627 ], [ -159792, -107453, -95665, -43446368, -23824703, -24775591 ], [ 4.54575, 8.350266, 1.243754, 1.038221, 1.223003, 0.861811 ], [ 118, 59, 59, 118, 59, 59 ], [ 38, 20, 18, 38, 20, 18 ], [ 80, 39, 41, 80, 39, 41 ], [ 32.20339, 33.898305, 30.508475, 32.20339, 33.898305, 30.508475 ], [ 9.569999, 16.283018, 2.832996, 2.185729, 2.384856, 1.963013 ], [ 2186602, 2186602, 56770, 23338229, 23338229, 10818329 ], [ -36663, -27278, -36663, -14580901, -8160623, -14580901 ], [ 54, 43, 64, 54, 43, 64 ], [ 116, 85, 150, 116, 85, 150 ], [ 24, 21, 26, 24, 21, 26 ], [ 6391, 2572, 3819, 6391, 2572, 3819 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 515186, -161271, -486585, -176181, -174296, -762538 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6636, "evaluation_days": 2212, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571558400000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758838056475, "expiration_time": 1764549504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.16231, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|