Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2369512.6646 | 2408987.1811 | -39474.5165 | 224445.1624 | 533105.8372 | -308660.6748 |
Total P&L (%) | 2369.5127 | 2408.9872 | -39.4745 | 224.4452 | 533.1058 | -308.6607 |
Avg Daily Profit (%) | 1.0657 | 1.0834 | -0.0178 | 0.0529 | 0.083 | 0 |
Buy And Hold Return (%) | 279.3903 | 279.3903 | 279.3903 | 279.3903 | 279.3903 | 279.3903 |
Max Trade Drawdown | -142635 | -123287 | -61481 | -1441813 | -1105886 | -489927 |
Profit Factor | 6.5243 | 11.6404 | 0.8051 | 1.0939 | 1.3732 | 0.6794 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 40.5063 | 30.7692 | 50 | 40.5063 | 30.7692 | 50 |
Ratio Avg Win / Avg Loss | 9.5826 | 26.1909 | 0.8051 | 1.6066 | 3.0896 | 0.6794 |
Largest Winning Trade | 2499926 | 2499926 | 20820 | 1588824 | 1588824 | 97646 |
Largest Losing Trade | -44606 | -44606 | -36522 | -453344 | -453344 | -207506 |
Avg Bars in Trades | 49 | 78 | 20 | 49 | 78 | 20 |
Avg Bars in Winners | 88 | 194 | 25 | 88 | 194 | 25 |
Avg Bars in Losers | 22 | 26 | 16 | 22 | 26 | 16 |
Bars Traded | 3882 | 3052 | 830 | 3882 | 3052 | 830 |
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 | -13044 | 521360 | -580472 | -439130 | -94996 | -580472 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4447, "evaluation_days": 2223.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574510400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759811771362, "expiration_time": 1765558512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 158, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.24963 } } }
{ "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": [ [ 2369512.6646115403, 2408987.1811107863, -39474.5164992456, 224445.1624017401, 533105.8372497003, -308660.6748479606 ], [ 2369.512665, 2408.987181, -39.474516, 224.445162, 533.105837, -308.660675 ], [ 1.065668, 1.083421, -0.017753, 0.052946, 0.083033, 0 ], [ 279.390296, 279.390296, 279.390296, 279.390296, 279.390296, 279.390296 ], [ -142635, -123287, -61481, -1441813, -1105886, -489927 ], [ 6.524335, 11.6404, 0.805086, 1.093859, 1.373151, 0.679359 ], [ 79, 39, 40, 79, 39, 40 ], [ 32, 12, 20, 32, 12, 20 ], [ 47, 27, 20, 47, 27, 20 ], [ 40.506329, 30.769231, 50, 40.506329, 30.769231, 50 ], [ 9.582617, 26.1909, 0.805086, 1.606606, 3.08959, 0.679359 ], [ 2499926, 2499926, 20820, 1588824, 1588824, 97646 ], [ -44606, -44606, -36522, -453344, -453344, -207506 ], [ 49, 78, 20, 49, 78, 20 ], [ 88, 194, 25, 88, 194, 25 ], [ 22, 26, 16, 22, 26, 16 ], [ 3882, 3052, 830, 3882, 3052, 830 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -13044, 521360, -580472, -439130, -94996, -580472 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4447, "evaluation_days": 2223.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574510400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759811771362, "expiration_time": 1765558512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 158, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.24963 } } }
# | 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) |
---|