Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2090641.3201 | 1951032.747 | 139608.5731 | 6766705.3533 | 6279982.2014 | 486723.1519 |
Total P&L (%) | 2090.6413 | 1951.0327 | 139.6086 | 6766.7054 | 6279.9822 | 486.7232 |
Avg Daily Profit (%) | 0.9456 | 0.8824 | 0.0631 | 0.1915 | 0.1881 | 0.0801 |
Buy And Hold Return (%) | 187.6441 | 187.6441 | 187.6441 | 187.6441 | 187.6441 | 187.6441 |
Max Trade Drawdown | -90301 | -67246 | -74770 | -12383739 | -6815353 | -9433321 |
Profit Factor | 4.5784 | 7.5015 | 1.4913 | 1.1436 | 1.2765 | 1.0199 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 59.4059 | 58 | 60.7843 | 59.4059 | 58 | 60.7843 |
Ratio Avg Win / Avg Loss | 3.1286 | 5.4321 | 0.9621 | 0.7814 | 0.9243 | 0.658 |
Largest Winning Trade | 1733165 | 1733165 | 50889 | 8356641 | 8356641 | 3838572 |
Largest Losing Trade | -35701 | -35701 | -34452 | -3450843 | -3313166 | -3450843 |
Avg Bars in Trades | 41 | 45 | 38 | 41 | 45 | 38 |
Avg Bars in Winners | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Losers | 39 | 47 | 31 | 39 | 47 | 31 |
Bars Traded | 4240 | 2286 | 1954 | 4240 | 2286 | 1954 |
Profit Streak | 41.4821 | 41.4821 | 70.4821 | 41.4821 | 41.4821 | 70.4821 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 852872 | -156702 | -452496 | -53402 | -172258 | -467493 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573689600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758843251591, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 126, "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": [ [ 2090641.320072682, 1951032.7469756748, 139608.5730970057, 6766705.353277485, 6279982.2013826305, 486723.1518948578 ], [ 2090.64132, 1951.032747, 139.608573, 6766.705353, 6279.982201, 486.723152 ], [ 0.945564, 0.882421, 0.063143, 0.191466, 0.188135, 0.080058 ], [ 187.644105, 187.644105, 187.644105, 187.644105, 187.644105, 187.644105 ], [ -90301, -67246, -74770, -12383739, -6815353, -9433321 ], [ 4.578442, 7.501517, 1.491332, 1.143558, 1.276459, 1.019931 ], [ 101, 50, 51, 101, 50, 51 ], [ 60, 29, 31, 60, 29, 31 ], [ 41, 21, 20, 41, 21, 20 ], [ 59.405941, 58, 60.784314, 59.405941, 58, 60.784314 ], [ 3.128602, 5.432133, 0.962149, 0.781431, 0.924333, 0.65802 ], [ 1733165, 1733165, 50889, 8356641, 8356641, 3838572 ], [ -35701, -35701, -34452, -3450843, -3313166, -3450843 ], [ 41, 45, 38, 41, 45, 38 ], [ 43, 44, 42, 43, 44, 42 ], [ 39, 47, 31, 39, 47, 31 ], [ 4240, 2286, 1954, 4240, 2286, 1954 ], [ 41.482078, 41.482079, 70.482078, 41.482079, 41.482079, 70.482079 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 852872, -156702, -452496, -53402, -172258, -467493 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1573689600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758843251591, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 126, "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) |
---|