Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2385867.0956 | 2372866.3832 | 13000.7123 | 285741.595 | -304792.1295 | 590533.7245 |
Total P&L (%) | 2385.8671 | 2372.8664 | 13.0007 | 285.7416 | -304.7921 | 590.5337 |
Avg Daily Profit (%) | 1.1457 | 1.1394 | 0.0062 | 0.0648 | 0 | 0.0928 |
Buy And Hold Return (%) | 469.4483 | 469.4483 | 469.4483 | 469.4483 | 469.4483 | 469.4483 |
Max Trade Drawdown | -166043 | -134709 | -34752 | -3564027 | -3233687 | -505602 |
Profit Factor | 4.8234 | 5.8122 | 1.0993 | 1.0402 | 0.949 | 1.518 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 45.8824 | 42.8571 | 48.8372 | 45.8824 | 42.8571 | 48.8372 |
Ratio Avg Win / Avg Loss | 5.6891 | 7.7496 | 1.1516 | 1.2269 | 1.2653 | 1.5903 |
Largest Winning Trade | 2332726 | 2332726 | 21777 | 2422150 | 2422150 | 666164 |
Largest Losing Trade | -57675 | -57675 | -15918 | -1292795 | -1292795 | -292676 |
Avg Bars in Trades | 271 | 507 | 41 | 271 | 507 | 41 |
Avg Bars in Winners | 290 | 587 | 34 | 290 | 587 | 34 |
Avg Bars in Losers | 256 | 447 | 48 | 256 | 447 | 48 |
Bars Traded | 23108 | 21307 | 1801 | 23108 | 21307 | 1801 |
Profit Streak | 110.2345 | 0 | 269.2345 | 110.2345 | 0 | 269.2345 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 685480 | 641511 | -460995 | -449286 | -581845 | -151053 |
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580472000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759037860055, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 135, "offset": 0, "std": 2.75092 } } }
{ "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": [ [ 2385867.0955612585, 2372866.383228838, 13000.7123324216, 285741.5949709205, -304792.1295461617, 590533.7245170824 ], [ 2385.867096, 2372.866383, 13.000712, 285.741595, -304.79213, 590.533725 ], [ 1.145674, 1.139432, 0.006243, 0.064847, 0, 0.09283 ], [ 469.448334, 469.448334, 469.448334, 469.448334, 469.448334, 469.448334 ], [ -166043, -134709, -34752, -3564027, -3233687, -505602 ], [ 4.823373, 5.812237, 1.099294, 1.040158, 0.948993, 1.518019 ], [ 85, 42, 43, 85, 42, 43 ], [ 39, 18, 21, 39, 18, 21 ], [ 46, 24, 22, 46, 24, 22 ], [ 45.882353, 42.857143, 48.837209, 45.882353, 42.857143, 48.837209 ], [ 5.689107, 7.749649, 1.151641, 1.226853, 1.265324, 1.590306 ], [ 2332726, 2332726, 21777, 2422150, 2422150, 666164 ], [ -57675, -57675, -15918, -1292795, -1292795, -292676 ], [ 271, 507, 41, 271, 507, 41 ], [ 290, 587, 34, 290, 587, 34 ], [ 256, 447, 48, 256, 447, 48 ], [ 23108, 21307, 1801, 23108, 21307, 1801 ], [ 110.234491, 0, 269.234491, 110.234491, 0, 269.234491 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 685480, 641511, -460995, -449286, -581845, -151053 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580472000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759037860055, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 135, "offset": 0, "std": 2.75092 } } }
# | 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) |
---|