Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2283013.1745 | 2192422.6247 | 90590.5498 | 2656524.2304 | 3247029.6201 | -590505.3897 |
Total P&L (%) | 2283.0132 | 2192.4226 | 90.5906 | 2656.5242 | 3247.0296 | -590.5054 |
Avg Daily Profit (%) | 1.0963 | 1.0528 | 0.0435 | 0.1594 | 0.1687 | 0 |
Buy And Hold Return (%) | 418.0892 | 418.0892 | 418.0892 | 418.0892 | 418.0892 | 418.0892 |
Max Trade Drawdown | -134547 | -95711 | -75598 | -9447276 | -5998320 | -5892175 |
Profit Factor | 4.5887 | 6.9484 | 1.3385 | 1.0886 | 1.1886 | 0.9538 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 40.4959 | 38.3333 | 42.623 | 40.4959 | 38.3333 | 42.623 |
Ratio Avg Win / Avg Loss | 6.7425 | 11.1778 | 1.8019 | 1.5995 | 1.912 | 1.2839 |
Largest Winning Trade | 2030718 | 2030718 | 43946 | 5558050 | 5558050 | 2343308 |
Largest Losing Trade | -39840 | -32550 | -39840 | -2913864 | -2913864 | -1552316 |
Avg Bars in Trades | 198 | 267 | 131 | 198 | 267 | 131 |
Avg Bars in Winners | 319 | 444 | 209 | 319 | 444 | 209 |
Avg Bars in Losers | 116 | 156 | 73 | 116 | 156 | 73 |
Bars Traded | 24029 | 16032 | 7997 | 24029 | 16032 | 7997 |
Profit Streak | 28.0489 | 0 | 49.2989 | 28.0489 | 0 | 49.2989 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 614006 | -153252 | -463415 | -117572 | -178226 | -743374 |
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{ "first_band": { "type": "dcl", "factors": { "length": 54, "offset": 225 } }, "second_band": { "type": "wma", "factors": { "length": 60, "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": [ [ 2283013.1744848723, 2192422.624679703, 90590.5498051704, 2656524.2304237736, 3247029.6201224667, -590505.3896986989 ], [ 2283.013174, 2192.422625, 90.59055, 2656.52423, 3247.02962, -590.50539 ], [ 1.096285, 1.052784, 0.043501, 0.159385, 0.168721, 0 ], [ 418.089172, 418.089172, 418.089172, 418.089172, 418.089172, 418.089172 ], [ -134547, -95711, -75598, -9447276, -5998320, -5892175 ], [ 4.588656, 6.948384, 1.338529, 1.088562, 1.188559, 0.953779 ], [ 121, 60, 61, 121, 60, 61 ], [ 49, 23, 26, 49, 23, 26 ], [ 72, 37, 35, 72, 37, 35 ], [ 40.495868, 38.333333, 42.622951, 40.495868, 38.333333, 42.622951 ], [ 6.742516, 11.177836, 1.801866, 1.59952, 1.912029, 1.283934 ], [ 2030718, 2030718, 43946, 5558050, 5558050, 2343308 ], [ -39840, -32550, -39840, -2913864, -2913864, -1552316 ], [ 198, 267, 131, 198, 267, 131 ], [ 319, 444, 209, 319, 444, 209 ], [ 116, 156, 73, 116, 156, 73 ], [ 24029, 16032, 7997, 24029, 16032, 7997 ], [ 28.048935, 0, 49.298935, 28.048935, 0, 49.298935 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 614006, -153252, -463415, -117572, -178226, -743374 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580731200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759014627960, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 54, "offset": 225 } }, "second_band": { "type": "wma", "factors": { "length": 60, "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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