Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148436.0918 | 412671.1018 | -264235.01 | -101088.9695 | -18143.3545 | -82945.615 |
Total P&L (%) | 148.4361 | 412.6711 | -264.235 | -101.089 | -18.1434 | -82.9456 |
Avg Daily Profit (%) | 0.0667 | 0.1854 | -0.1187 | 0 | -0.009 | -0.0794 |
Buy And Hold Return (%) | 138.9096 | 138.9096 | 138.9096 | 138.9096 | 138.9096 | 138.9096 |
Max Trade Drawdown | -439902 | -105218 | -400508 | -174912 | -50369 | -124543 |
Profit Factor | 1.1515 | 2.2196 | 0.5878 | 0.584 | 0.7772 | 0.4866 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 17 | 18 | 29 | 15 | 14 |
Losing Trades | 36 | 18 | 18 | 42 | 20 | 22 |
Profitability (%) | 49.2958 | 48.5714 | 50 | 40.8451 | 42.8571 | 38.8889 |
Ratio Avg Win / Avg Loss | 1.1845 | 2.3501 | 0.5878 | 0.8458 | 1.0363 | 0.7647 |
Largest Winning Trade | 468497 | 468497 | 45599 | 34271 | 29163 | 34271 |
Largest Losing Trade | -134552 | -45916 | -134552 | -51862 | -45846 | -51862 |
Avg Bars in Trades | 60 | 75 | 46 | 60 | 75 | 46 |
Avg Bars in Winners | 52 | 54 | 50 | 78 | 108 | 45 |
Avg Bars in Losers | 68 | 95 | 42 | 48 | 50 | 47 |
Bars Traded | 4310 | 2632 | 1678 | 4310 | 2632 | 1678 |
Profit Streak | 148.8587 | 148.8587 | 309.8587 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -392299 | 323299 | -579412 | -675615 | -581898 | -585101 |
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{ "first_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 120, "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": [ [ 148436.0917897719, 412671.1017899368, -264235.0100001651, -101088.9694695662, -18143.3544814197, -82945.6149881465 ], [ 148.436092, 412.671102, -264.23501, -101.088969, -18.143354, -82.945615 ], [ 0.066683, 0.185387, -0.118704, 0, -0.008993, -0.079428 ], [ 138.909643, 138.909643, 138.909643, 138.909643, 138.909643, 138.909643 ], [ -439902, -105218, -400508, -174912, -50369, -124543 ], [ 1.151549, 2.219555, 0.58783, 0.584015, 0.777221, 0.486627 ], [ 71, 35, 36, 71, 35, 36 ], [ 35, 17, 18, 29, 15, 14 ], [ 36, 18, 18, 42, 20, 22 ], [ 49.295775, 48.571429, 50, 40.84507, 42.857143, 38.888889 ], [ 1.18445, 2.350117, 0.58783, 0.845815, 1.036295, 0.7647 ], [ 468497, 468497, 45599, 34271, 29163, 34271 ], [ -134552, -45916, -134552, -51862, -45846, -51862 ], [ 60, 75, 46, 60, 75, 46 ], [ 52, 54, 50, 78, 108, 45 ], [ 68, 95, 42, 48, 50, 47 ], [ 4310, 2632, 1678, 4310, 2632, 1678 ], [ 148.858698, 148.858698, 309.858698, 0, 0, 0 ], [ 5, 2, 4, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -392299, 323299, -579412, -675615, -581898, -585101 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4452, "evaluation_days": 2226, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572868800000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760042191553, "expiration_time": 1765780992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 120, "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) |
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