Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 951252.8288 | 1108417.2855 | -157164.4567 | -90487.9903 | 15596.5242 | -106084.5145 |
Total P&L (%) | 951.2528 | 1108.4173 | -157.1645 | -90.488 | 15.5965 | -106.0845 |
Avg Daily Profit (%) | 0.4302 | 0.5013 | -0.0711 | -0.1063 | 0.0066 | 0 |
Buy And Hold Return (%) | 483.0824 | 483.0824 | 483.0824 | 483.0824 | 483.0824 | 483.0824 |
Max Trade Drawdown | -206299 | -141003 | -244403 | -95561 | -41228 | -111448 |
Profit Factor | 2.4404 | 4.6407 | 0.5585 | 0.6097 | 1.1567 | 0.1985 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 47.0588 | 39.5349 | 54.7619 | 47.0588 | 39.5349 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.7454 | 7.0975 | 0.4613 | 0.6859 | 1.7691 | 0.164 |
Largest Winning Trade | 1227380 | 1227380 | 32450 | 81964 | 81964 | 6665 |
Largest Losing Trade | -61407 | -40180 | -61407 | -54433 | -40683 | -54433 |
Avg Bars in Trades | 47 | 41 | 54 | 47 | 41 | 54 |
Avg Bars in Winners | 62 | 55 | 67 | 62 | 55 | 67 |
Avg Bars in Losers | 34 | 31 | 38 | 34 | 31 | 38 |
Bars Traded | 4066 | 1778 | 2289 | 4066 | 1778 | 2289 |
Profit Streak | 9.2997 | 12.2997 | 9.2997 | 9.2997 | 12.2997 | 9.2997 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294900 | 370238 | -579450 | -580147 | -399778 | -579450 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1579046400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913896177, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 184, "offset": 79 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 40 } } }
{ "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": [ [ 951252.8288037481, 1108417.2855421118, -157164.4567383644, -90487.9902748992, 15596.5241989684, -106084.5144738677 ], [ 951.252829, 1108.417286, -157.164457, -90.48799, 15.596524, -106.084514 ], [ 0.430236, 0.501319, -0.071083, -0.106348, 0.006555, 0 ], [ 483.082437, 483.082437, 483.082437, 483.082437, 483.082437, 483.082437 ], [ -206299, -141003, -244403, -95561, -41228, -111448 ], [ 2.440394, 4.640661, 0.558473, 0.609727, 1.156742, 0.198478 ], [ 85, 43, 42, 85, 43, 42 ], [ 40, 17, 23, 40, 17, 23 ], [ 45, 26, 19, 45, 26, 19 ], [ 47.058824, 39.534884, 54.761905, 47.058824, 39.534884, 54.761905 ], [ 2.745444, 7.097481, 0.461347, 0.685943, 1.769135, 0.16396 ], [ 1227380, 1227380, 32450, 81964, 81964, 6665 ], [ -61407, -40180, -61407, -54433, -40683, -54433 ], [ 47, 41, 54, 47, 41, 54 ], [ 62, 55, 67, 62, 55, 67 ], [ 34, 31, 38, 34, 31, 38 ], [ 4066, 1778, 2289, 4066, 1778, 2289 ], [ 9.299724, 12.299724, 9.299724, 9.299724, 12.299724, 9.299724 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 294900, 370238, -579450, -580147, -399778, -579450 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1579046400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913896177, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 184, "offset": 79 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 40 } } }
# | 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) |
---|