Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2310872.8545 | 2180121.9246 | 130750.9299 | 13440733.805 | 10154899.3904 | 3285834.4146 |
Total P&L (%) | 2310.8729 | 2180.1219 | 130.7509 | 13440.7338 | 10154.8994 | 3285.8344 |
Avg Daily Profit (%) | 1.0438 | 0.9847 | 0.0591 | 0.2219 | 0.2094 | 0.1592 |
Buy And Hold Return (%) | 694.3277 | 694.3277 | 694.3277 | 694.3277 | 694.3277 | 694.3277 |
Max Trade Drawdown | -85799 | -63054 | -75083 | -27199715 | -20526893 | -17936024 |
Profit Factor | 4.5321 | 7.7223 | 1.3963 | 1.1022 | 1.1468 | 1.0527 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Losing Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Profitability (%) | 32.2148 | 36 | 28.3784 | 32.2148 | 36 | 28.3784 |
Ratio Avg Win / Avg Loss | 9.5363 | 13.7285 | 3.524 | 2.3192 | 2.0388 | 2.6568 |
Largest Winning Trade | 1876316 | 1876316 | 54182 | 19977478 | 19977478 | 8901106 |
Largest Losing Trade | -34277 | -34277 | -33044 | -10583675 | -10583675 | -6039171 |
Avg Bars in Trades | 43 | 47 | 40 | 43 | 47 | 40 |
Avg Bars in Winners | 104 | 100 | 109 | 104 | 100 | 109 |
Avg Bars in Losers | 14 | 17 | 12 | 14 | 17 | 12 |
Bars Traded | 6502 | 3539 | 2963 | 6502 | 3539 | 2963 |
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 | 413557 | -43534 | -357442 | -105289 | -112216 | -234699 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6642, "evaluation_days": 2214, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570723200000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759014915119, "expiration_time": 1764727488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.92076 } }, "second_band": { "type": "ohlc4", "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": [ [ 2310872.854524839, 2180121.924624304, 130750.9299005363, 13440733.805041458, 10154899.390407898, 3285834.414633551 ], [ 2310.872855, 2180.121925, 130.75093, 13440.733805, 10154.89939, 3285.834415 ], [ 1.043755, 0.984698, 0.059056, 0.221939, 0.209358, 0.159214 ], [ 694.327688, 694.327688, 694.327688, 694.327688, 694.327688, 694.327688 ], [ -85799, -63054, -75083, -27199715, -20526893, -17936024 ], [ 4.53212, 7.7223, 1.396295, 1.102203, 1.146804, 1.052711 ], [ 149, 75, 74, 149, 75, 74 ], [ 48, 27, 21, 48, 27, 21 ], [ 101, 48, 53, 101, 48, 53 ], [ 32.214765, 36, 28.378378, 32.214765, 36, 28.378378 ], [ 9.536336, 13.728533, 3.523983, 2.319219, 2.038762, 2.656842 ], [ 1876316, 1876316, 54182, 19977478, 19977478, 8901106 ], [ -34277, -34277, -33044, -10583675, -10583675, -6039171 ], [ 43, 47, 40, 43, 47, 40 ], [ 104, 100, 109, 104, 100, 109 ], [ 14, 17, 12, 14, 17, 12 ], [ 6502, 3539, 2963, 6502, 3539, 2963 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 413557, -43534, -357442, -105289, -112216, -234699 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6642, "evaluation_days": 2214, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1570723200000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759014915119, "expiration_time": 1764727488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.92076 } }, "second_band": { "type": "ohlc4", "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) |
---|