Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1113104.3471 | 140642.5912 | -1253746.9383 | -142786.7349 | 2387388.8259 | -2530175.5608 |
Total P&L (%) | -1113.1043 | 140.6426 | -1253.7469 | -142.7867 | 2387.3888 | -2530.1756 |
Avg Daily Profit (%) | -0.5011 | 0.0633 | -0.5644 | 0 | 0.1448 | 0 |
Buy And Hold Return (%) | 432.4738 | 432.4738 | 432.4738 | 432.4738 | 432.4738 | 432.4738 |
Max Trade Drawdown | -1455968 | -172990 | -1319496 | -3668695 | -223870 | -3668695 |
Profit Factor | 0.4403 | 1.2628 | 0.1376 | 0.9678 | 5.0781 | 0.3433 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 39 | 19 | 20 | 44 | 25 | 19 |
Losing Trades | 44 | 23 | 21 | 39 | 17 | 22 |
Profitability (%) | 46.988 | 45.2381 | 48.7805 | 53.012 | 59.5238 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.4968 | 1.5287 | 0.1444 | 0.8578 | 3.4531 | 0.3975 |
Largest Winning Trade | 113233 | 113233 | 42311 | 1569299 | 1569299 | 775193 |
Largest Losing Trade | -1164267 | -57794 | -1164267 | -3668695 | -223870 | -3668695 |
Avg Bars in Trades | 51 | 76 | 26 | 51 | 76 | 26 |
Avg Bars in Winners | 50 | 82 | 20 | 57 | 78 | 31 |
Avg Bars in Losers | 53 | 72 | 31 | 44 | 75 | 21 |
Bars Traded | 4298 | 3231 | 1067 | 4298 | 3231 | 1067 |
Profit Streak | 108.1827 | 108.1827 | 108.6827 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581835 | -274053 | -579980 | -581665 | 316295 | -581887 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4443, "evaluation_days": 2221.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571918400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759638185571, "expiration_time": 1765380528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 211, "offset": 0, "std": 1.86995 } } }
{ "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": [ [ -1113104.347117844, 140642.5911587184, -1253746.938276562, -142786.7349213184, 2387388.8259209604, -2530175.560842281 ], [ -1113.104347, 140.642591, -1253.746938, -142.786735, 2387.388826, -2530.175561 ], [ -0.50106, 0.06331, -0.56437, 0, 0.144774, 0 ], [ 432.473792, 432.473792, 432.473792, 432.473792, 432.473792, 432.473792 ], [ -1455968, -172990, -1319496, -3668695, -223870, -3668695 ], [ 0.440317, 1.262834, 0.137553, 0.967829, 5.078079, 0.34331 ], [ 83, 42, 41, 83, 42, 41 ], [ 39, 19, 20, 44, 25, 19 ], [ 44, 23, 21, 39, 17, 22 ], [ 46.987952, 45.238095, 48.780488, 53.012048, 59.52381, 46.341463 ], [ 0.496767, 1.528693, 0.144431, 0.857848, 3.453094, 0.397517 ], [ 113233, 113233, 42311, 1569299, 1569299, 775193 ], [ -1164267, -57794, -1164267, -3668695, -223870, -3668695 ], [ 51, 76, 26, 51, 76, 26 ], [ 50, 82, 20, 57, 78, 31 ], [ 53, 72, 31, 44, 75, 21 ], [ 4298, 3231, 1067, 4298, 3231, 1067 ], [ 108.182703, 108.182703, 108.682703, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -581835, -274053, -579980, -581665, 316295, -581887 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4443, "evaluation_days": 2221.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571918400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759638185571, "expiration_time": 1765380528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 211, "offset": 0, "std": 1.86995 } } }
# | 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) |
---|