Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2333536.2526 | 2160724.3893 | 172811.8634 | 20087939.5945 | 8667072.697 | 11420866.8974 |
Total P&L (%) | 2333.5363 | 2160.7244 | 172.8119 | 20087.9396 | 8667.0727 | 11420.8669 |
Avg Daily Profit (%) | 1.0554 | 0.9773 | 0.0782 | 0.2403 | 0.2025 | 0.2149 |
Buy And Hold Return (%) | 612.0098 | 612.0098 | 612.0098 | 612.0098 | 612.0098 | 612.0098 |
Max Trade Drawdown | -98538 | -50311 | -92119 | -27741635 | -7880728 | -24595784 |
Profit Factor | 5.6355 | 10.5277 | 1.6247 | 1.3078 | 1.2976 | 1.3161 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 46.3768 | 47.0588 | 45.7143 | 46.3768 | 47.0588 | 45.7143 |
Ratio Avg Win / Avg Loss | 6.516 | 11.8437 | 1.9293 | 1.5122 | 1.4598 | 1.5628 |
Largest Winning Trade | 1861133 | 1861133 | 47070 | 9941122 | 9941122 | 8951094 |
Largest Losing Trade | -49175 | -32362 | -49175 | -8399575 | -4091536 | -8399575 |
Avg Bars in Trades | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Winners | 91 | 91 | 90 | 91 | 91 | 90 |
Avg Bars in Losers | 37 | 31 | 42 | 37 | 31 | 42 |
Bars Traded | 4306 | 2045 | 2261 | 4306 | 2045 | 2261 |
Profit Streak | 0 | 120.676 | 0 | 0 | 120.676 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88426 | 670052 | -252971 | -98061 | 271165 | 280156 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1569196800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758989609692, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 35, "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": [ [ 2333536.2526310687, 2160724.389255386, 172811.8633756824, 20087939.59447465, 8667072.6970296, 11420866.897445051 ], [ 2333.536253, 2160.724389, 172.811863, 20087.939594, 8667.072697, 11420.866897 ], [ 1.055421, 0.977261, 0.07816, 0.240346, 0.202538, 0.214918 ], [ 612.009804, 612.009804, 612.009804, 612.009804, 612.009804, 612.009804 ], [ -98538, -50311, -92119, -27741635, -7880728, -24595784 ], [ 5.635477, 10.527716, 1.624715, 1.307812, 1.297558, 1.316077 ], [ 69, 34, 35, 69, 34, 35 ], [ 32, 16, 16, 32, 16, 16 ], [ 37, 18, 19, 37, 18, 19 ], [ 46.376812, 47.058824, 45.714286, 46.376812, 47.058824, 45.714286 ], [ 6.51602, 11.84368, 1.929349, 1.512157, 1.459752, 1.562842 ], [ 1861133, 1861133, 47070, 9941122, 9941122, 8951094 ], [ -49175, -32362, -49175, -8399575, -4091536, -8399575 ], [ 62, 60, 64, 62, 60, 64 ], [ 91, 91, 90, 91, 91, 90 ], [ 37, 31, 42, 37, 31, 42 ], [ 4306, 2045, 2261, 4306, 2045, 2261 ], [ 0, 120.676038, 0, 0, 120.676038, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -88426, 670052, -252971, -98061, 271165, 280156 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4422, "evaluation_days": 2211, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1569196800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758989609692, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 35, "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) |
---|