Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2450912.0406 | 2236690.132 | 214221.9085 | 38518310.1331 | 15039561.9201 | 23478748.2129 |
Total P&L (%) | 2450.912 | 2236.6901 | 214.2219 | 38518.3101 | 15039.5619 | 23478.7482 |
Avg Daily Profit (%) | 1.1039 | 1.0074 | 0.0965 | 0.2686 | 0.2263 | 0.2463 |
Buy And Hold Return (%) | 176.0178 | 176.0178 | 176.0178 | 176.0178 | 176.0178 | 176.0178 |
Max Trade Drawdown | -77946 | -32698 | -63377 | -29390501 | -15934647 | -18164172 |
Profit Factor | 6.8554 | 13.3131 | 1.9042 | 1.314 | 1.256 | 1.3672 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 54.0984 | 56.6667 | 51.6129 | 54.0984 | 56.6667 | 51.6129 |
Ratio Avg Win / Avg Loss | 5.8167 | 10.1806 | 1.7852 | 1.1149 | 0.9605 | 1.2817 |
Largest Winning Trade | 1946271 | 1946271 | 50443 | 22803167 | 17598195 | 22803167 |
Largest Losing Trade | -47259 | -25968 | -47259 | -15757302 | -13978409 | -15757302 |
Avg Bars in Trades | 105 | 119 | 92 | 105 | 119 | 92 |
Avg Bars in Winners | 145 | 155 | 135 | 145 | 155 | 135 |
Avg Bars in Losers | 58 | 71 | 46 | 58 | 71 | 46 |
Bars Traded | 6432 | 3572 | 2860 | 6432 | 3572 | 2860 |
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 | -143510 | 816873 | -158631 | -156675 | 260207 | 327509 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6661, "evaluation_days": 2220.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572768000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759552815545, "expiration_time": 1765291104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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": [ [ 2450912.0405585035, 2236690.132034765, 214221.908523738, 38518310.13306494, 15039561.92011607, 23478748.212948874 ], [ 2450.912041, 2236.690132, 214.221909, 38518.310133, 15039.56192, 23478.748213 ], [ 1.10385, 1.007368, 0.096482, 0.268623, 0.226344, 0.246344 ], [ 176.017823, 176.017823, 176.017823, 176.017823, 176.017823, 176.017823 ], [ -77946, -32698, -63377, -29390501, -15934647, -18164172 ], [ 6.855352, 13.313148, 1.904173, 1.313963, 1.256018, 1.367199 ], [ 61, 30, 31, 61, 30, 31 ], [ 33, 17, 16, 33, 17, 16 ], [ 28, 13, 15, 28, 13, 15 ], [ 54.098361, 56.666667, 51.612903, 54.098361, 56.666667, 51.612903 ], [ 5.816662, 10.180643, 1.785162, 1.114878, 0.960485, 1.281749 ], [ 1946271, 1946271, 50443, 22803167, 17598195, 22803167 ], [ -47259, -25968, -47259, -15757302, -13978409, -15757302 ], [ 105, 119, 92, 105, 119, 92 ], [ 145, 155, 135, 145, 155, 135 ], [ 58, 71, 46, 58, 71, 46 ], [ 6432, 3572, 2860, 6432, 3572, 2860 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143510, 816873, -158631, -156675, 260207, 327509 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6661, "evaluation_days": 2220.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572768000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759552815545, "expiration_time": 1765291104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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) |
---|