Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2540371.757 | 2455519.4277 | 84852.3293 | 1819270.6648 | 240870.322 | 1578400.3428 |
Total P&L (%) | 2540.3718 | 2455.5194 | 84.8523 | 1819.2707 | 240.8703 | 1578.4003 |
Avg Daily Profit (%) | 1.1428 | 1.1046 | 0.0382 | 0.133 | 0.0552 | 0.127 |
Buy And Hold Return (%) | 313.7739 | 313.7739 | 313.7739 | 313.7739 | 313.7739 | 313.7739 |
Max Trade Drawdown | -162843 | -74854 | -103083 | -7141392 | -2663777 | -5195515 |
Profit Factor | 4.5831 | 9.2763 | 1.2058 | 1.1035 | 1.0313 | 1.1597 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 49.1803 | 44.2623 | 54.0984 | 49.1803 | 44.2623 | 54.0984 |
Ratio Avg Win / Avg Loss | 4.7359 | 11.6812 | 1.0231 | 1.1403 | 1.2986 | 0.984 |
Largest Winning Trade | 2387711 | 2387711 | 48976 | 1529591 | 1358795 | 1529591 |
Largest Losing Trade | -38451 | -24339 | -38451 | -1883259 | -1173179 | -1883259 |
Avg Bars in Trades | 70 | 59 | 80 | 70 | 59 | 80 |
Avg Bars in Winners | 95 | 88 | 101 | 95 | 88 | 101 |
Avg Bars in Losers | 45 | 36 | 56 | 45 | 36 | 56 |
Bars Traded | 8550 | 3621 | 4929 | 8550 | 3621 | 4929 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 754475 | -141953 | -469331 | -122561 | -635040 | -232058 |
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8892, "evaluation_days": 2223, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572480000000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759795715454, "expiration_time": 1765535616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 221, "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": [ [ 2540371.75698418, 2455519.427686709, 84852.3292974711, 1819270.6647784892, 240870.3219741271, 1578400.3428043607 ], [ 2540.371757, 2455.519428, 84.852329, 1819.270665, 240.870322, 1578.400343 ], [ 1.142767, 1.104597, 0.03817, 0.132996, 0.055181, 0.126955 ], [ 313.7739, 313.7739, 313.7739, 313.7739, 313.7739, 313.7739 ], [ -162843, -74854, -103083, -7141392, -2663777, -5195515 ], [ 4.583115, 9.276272, 1.205807, 1.103476, 1.03128, 1.15974 ], [ 122, 61, 61, 122, 61, 61 ], [ 60, 27, 33, 60, 27, 33 ], [ 62, 34, 28, 62, 34, 28 ], [ 49.180328, 44.262295, 54.098361, 49.180328, 44.262295, 54.098361 ], [ 4.735886, 11.681231, 1.023109, 1.140258, 1.298648, 0.984022 ], [ 2387711, 2387711, 48976, 1529591, 1358795, 1529591 ], [ -38451, -24339, -38451, -1883259, -1173179, -1883259 ], [ 70, 59, 80, 70, 59, 80 ], [ 95, 88, 101, 95, 88, 101 ], [ 45, 36, 56, 45, 36, 56 ], [ 8550, 3621, 4929, 8550, 3621, 4929 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 754475, -141953, -469331, -122561, -635040, -232058 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8892, "evaluation_days": 2223, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572480000000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759795715454, "expiration_time": 1765535616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 221, "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) |
---|