Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3136971.8436 | 3171764.2932 | -34792.4496 | 62688.492 | 455000.9194 | -392312.4274 |
Total P&L (%) | 3136.9718 | 3171.7643 | -34.7925 | 62.6885 | 455.0009 | -392.3124 |
Avg Daily Profit (%) | 1.4095 | 1.4251 | -0.0156 | 0.0219 | 0.077 | 0 |
Buy And Hold Return (%) | 332.6241 | 332.6241 | 332.6241 | 332.6241 | 332.6241 | 332.6241 |
Max Trade Drawdown | -223581 | -145957 | -101101 | -2098116 | -1680093 | -681321 |
Profit Factor | 5.2318 | 7.7754 | 0.8726 | 1.0134 | 1.1414 | 0.7293 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 54.321 | 52.5 | 56.0976 | 54.321 | 52.5 | 56.0976 |
Ratio Avg Win / Avg Loss | 4.3995 | 7.0349 | 0.6829 | 0.8522 | 1.0327 | 0.5708 |
Largest Winning Trade | 3186903 | 3186903 | 28956 | 2101415 | 2101415 | 418147 |
Largest Losing Trade | -55373 | -55373 | -35190 | -935051 | -935051 | -478719 |
Avg Bars in Trades | 77 | 121 | 35 | 77 | 121 | 35 |
Avg Bars in Winners | 66 | 96 | 38 | 66 | 96 | 38 |
Avg Bars in Losers | 91 | 150 | 30 | 91 | 150 | 30 |
Bars Traded | 6310 | 4875 | 1435 | 6310 | 4875 | 1435 |
Profit Streak | 139.4735 | 139.4735 | 237.4735 | 139.4735 | 139.4735 | 237.4735 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 262571 | 833748 | -578979 | -551209 | -205435 | -578979 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6677, "evaluation_days": 2225.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571673600000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760008906128, "expiration_time": 1765765728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 138, "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": [ [ 3136971.8436223175, 3171764.293216794, -34792.4495944771, 62688.4920258031, 455000.9194203083, -392312.4273945052 ], [ 3136.971844, 3171.764293, -34.79245, 62.688492, 455.000919, -392.312427 ], [ 1.409451, 1.425083, -0.015632, 0.021868, 0.077031, 0 ], [ 332.624113, 332.624113, 332.624113, 332.624113, 332.624113, 332.624113 ], [ -223581, -145957, -101101, -2098116, -1680093, -681321 ], [ 5.231798, 7.775371, 0.872627, 1.013434, 1.141439, 0.729336 ], [ 81, 40, 41, 81, 40, 41 ], [ 44, 21, 23, 44, 21, 23 ], [ 37, 19, 18, 37, 19, 18 ], [ 54.320988, 52.5, 56.097561, 54.320988, 52.5, 56.097561 ], [ 4.399467, 7.034859, 0.682926, 0.852206, 1.03273, 0.570785 ], [ 3186903, 3186903, 28956, 2101415, 2101415, 418147 ], [ -55373, -55373, -35190, -935051, -935051, -478719 ], [ 77, 121, 35, 77, 121, 35 ], [ 66, 96, 38, 66, 96, 38 ], [ 91, 150, 30, 91, 150, 30 ], [ 6310, 4875, 1435, 6310, 4875, 1435 ], [ 139.47345, 139.47345, 237.47345, 139.473451, 139.473451, 237.473451 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 262571, 833748, -578979, -551209, -205435, -578979 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6677, "evaluation_days": 2225.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571673600000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760008906128, "expiration_time": 1765765728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 138, "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) |
---|