Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1949446.7065 | 1982776.5796 | -33329.8731 | 185843.0375 | 8208983.8779 | -8023140.8404 |
Total P&L (%) | 1949.4467 | 1982.7766 | -33.3299 | 185.843 | 8208.9839 | -8023.1408 |
Avg Daily Profit (%) | 0.8808 | 0.8958 | -0.0151 | 0.0475 | 0.1999 | 0 |
Buy And Hold Return (%) | 680.3571 | 680.3571 | 680.3571 | 680.3571 | 680.3571 | 680.3571 |
Max Trade Drawdown | -232383 | -120736 | -142195 | -13384232 | -6092380 | -8267021 |
Profit Factor | 2.7159 | 4.8557 | 0.9464 | 1.0067 | 1.6696 | 0.4798 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Profitability (%) | 42.268 | 44.3299 | 40.2062 | 42.268 | 44.3299 | 40.2062 |
Ratio Avg Win / Avg Loss | 3.7095 | 6.0978 | 1.4075 | 1.375 | 2.0967 | 0.7135 |
Largest Winning Trade | 1803598 | 1803598 | 46591 | 12827250 | 12827250 | 1192675 |
Largest Losing Trade | -73770 | -35077 | -73770 | -5055705 | -2221643 | -5055705 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 49 | 46 | 53 | 49 | 46 | 53 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 6520 | 3233 | 3286 | 6520 | 3233 | 3286 |
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 | 475050 | 549020 | -583215 | -510434 | 313163 | -584882 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6640, "evaluation_days": 2213.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571011200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758955371899, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 53, "offset": 0, "multiplier": 2.13751 } } }
{ "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": [ [ 1949446.7065079692, 1982776.579579251, -33329.8730712826, 185843.0375064746, 8208983.877873328, -8023140.840366847 ], [ 1949.446707, 1982.77658, -33.329873, 185.843038, 8208.983878, -8023.14084 ], [ 0.880775, 0.895834, -0.015059, 0.047463, 0.199895, 0 ], [ 680.357143, 680.357143, 680.357143, 680.357143, 680.357143, 680.357143 ], [ -232383, -120736, -142195, -13384232, -6092380, -8267021 ], [ 2.715867, 4.855685, 0.946405, 1.006713, 1.669582, 0.479772 ], [ 194, 97, 97, 194, 97, 97 ], [ 82, 43, 39, 82, 43, 39 ], [ 112, 54, 58, 112, 54, 58 ], [ 42.268041, 44.329897, 40.206186, 42.268041, 44.329897, 40.206186 ], [ 3.709477, 6.097837, 1.407474, 1.375023, 2.096684, 0.713507 ], [ 1803598, 1803598, 46591, 12827250, 12827250, 1192675 ], [ -73770, -35077, -73770, -5055705, -2221643, -5055705 ], [ 33, 33, 33, 33, 33, 33 ], [ 49, 46, 53, 49, 46, 53 ], [ 21, 22, 20, 21, 22, 20 ], [ 6520, 3233, 3286, 6520, 3233, 3286 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 475050, 549020, -583215, -510434, 313163, -584882 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6640, "evaluation_days": 2213.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571011200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758955371899, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 53, "offset": 0, "multiplier": 2.13751 } } }
# | 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) |
---|