Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2296891.7959 | 2193349.2415 | 103542.5544 | 2114608.2432 | 1749015.8971 | 365592.346 |
Total P&L (%) | 2296.8918 | 2193.3492 | 103.5426 | 2114.6082 | 1749.0159 | 365.5923 |
Avg Daily Profit (%) | 1.0308 | 0.9843 | 0.0465 | 0.1391 | 0.131 | 0.0691 |
Buy And Hold Return (%) | 279.2495 | 279.2495 | 279.2495 | 279.2495 | 279.2495 | 279.2495 |
Max Trade Drawdown | -115693 | -100595 | -70792 | -8825995 | -5869720 | -5841569 |
Profit Factor | 4.7406 | 7.7451 | 1.3585 | 1.0705 | 1.1194 | 1.0238 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 35.3535 | 32 | 38.7755 | 35.3535 | 32 | 38.7755 |
Ratio Avg Win / Avg Loss | 8.6686 | 16.4583 | 2.1449 | 1.9575 | 2.3787 | 1.6166 |
Largest Winning Trade | 2084170 | 2084170 | 49078 | 5100385 | 5100385 | 2440642 |
Largest Losing Trade | -52899 | -52899 | -25133 | -1630766 | -1630766 | -1574212 |
Avg Bars in Trades | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Winners | 127 | 129 | 125 | 127 | 129 | 125 |
Avg Bars in Losers | 31 | 33 | 29 | 31 | 33 | 29 |
Bars Traded | 6505 | 3224 | 3280 | 6505 | 3224 | 3280 |
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 | 559397 | -165201 | -299346 | -154189 | -293381 | -367781 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6685, "evaluation_days": 2228.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1568016000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760255425069, "expiration_time": 1766003040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "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": [ [ 2296891.795930987, 2193349.241523299, 103542.5544076891, 2114608.24315946, 1749015.8971391828, 365592.3460202776 ], [ 2296.891796, 2193.349242, 103.542554, 2114.608243, 1749.015897, 365.592346 ], [ 1.030768, 0.984302, 0.046466, 0.139109, 0.131002, 0.06905 ], [ 279.2495, 279.2495, 279.2495, 279.2495, 279.2495, 279.2495 ], [ -115693, -100595, -70792, -8825995, -5869720, -5841569 ], [ 4.740618, 7.74506, 1.35845, 1.070518, 1.119365, 1.023842 ], [ 99, 50, 49, 99, 50, 49 ], [ 35, 16, 19, 35, 16, 19 ], [ 64, 34, 30, 64, 34, 30 ], [ 35.353535, 32, 38.77551, 35.353535, 32, 38.77551 ], [ 8.668559, 16.458253, 2.144921, 1.957519, 2.37865, 1.616593 ], [ 2084170, 2084170, 49078, 5100385, 5100385, 2440642 ], [ -52899, -52899, -25133, -1630766, -1630766, -1574212 ], [ 65, 64, 66, 65, 64, 66 ], [ 127, 129, 125, 127, 129, 125 ], [ 31, 33, 29, 31, 33, 29 ], [ 6505, 3224, 3280, 6505, 3224, 3280 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 559397, -165201, -299346, -154189, -293381, -367781 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6685, "evaluation_days": 2228.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1568016000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760255425069, "expiration_time": 1766003040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "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) |
---|