Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2073989.836 | 1979861.2267 | 94128.6093 | 3631672.0397 | 1794037.9439 | 1837634.0958 |
Total P&L (%) | 2073.9898 | 1979.8612 | 94.1286 | 3631.672 | 1794.0379 | 1837.6341 |
Avg Daily Profit (%) | 0.9317 | 0.8894 | 0.0423 | 0.1627 | 0.1322 | 0.1332 |
Buy And Hold Return (%) | 634.6975 | 634.6975 | 634.6975 | 634.6975 | 634.6975 | 634.6975 |
Max Trade Drawdown | -124160 | -81715 | -109041 | -8180310 | -4865588 | -5137964 |
Profit Factor | 3.3998 | 6.0961 | 1.1979 | 1.112 | 1.1203 | 1.1049 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Profitability (%) | 57.5269 | 59.1398 | 55.914 | 57.5269 | 59.1398 | 55.914 |
Ratio Avg Win / Avg Loss | 2.5101 | 4.2118 | 0.9445 | 0.821 | 0.774 | 0.8711 |
Largest Winning Trade | 1810358 | 1810358 | 47103 | 3513694 | 3513694 | 2765531 |
Largest Losing Trade | -41425 | -41425 | -33454 | -1844717 | -1844717 | -1560998 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 4363 | 2109 | 2254 | 4363 | 2109 | 2254 |
Profit Streak | 27.8562 | 48.3562 | 27.8562 | 27.8562 | 48.3562 | 27.8562 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 742961 | 768270 | -304998 | -88440 | -106633 | -123039 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4452, "evaluation_days": 2226, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571184000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760041971578, "expiration_time": 1765780992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 81, "offset": 0, "std": 2.1682 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 2073989.8359645954, 1979861.22669988, 94128.609264715, 3631672.0396886985, 1794037.943856172, 1837634.0958325246 ], [ 2073.989836, 1979.861227, 94.128609, 3631.67204, 1794.037944, 1837.634096 ], [ 0.931712, 0.889426, 0.042286, 0.162731, 0.132221, 0.133245 ], [ 634.697541, 634.697541, 634.697541, 634.697541, 634.697541, 634.697541 ], [ -124160, -81715, -109041, -8180310, -4865588, -5137964 ], [ 3.39981, 6.096093, 1.197863, 1.111961, 1.120315, 1.104854 ], [ 186, 93, 93, 186, 93, 93 ], [ 107, 55, 52, 107, 55, 52 ], [ 79, 38, 41, 79, 38, 41 ], [ 57.526882, 59.139785, 55.913978, 57.526882, 59.139785, 55.913978 ], [ 2.51014, 4.211846, 0.944469, 0.820981, 0.774036, 0.871135 ], [ 1810358, 1810358, 47103, 3513694, 3513694, 2765531 ], [ -41425, -41425, -33454, -1844717, -1844717, -1560998 ], [ 23, 22, 24, 23, 22, 24 ], [ 28, 27, 29, 28, 27, 29 ], [ 16, 15, 17, 16, 15, 17 ], [ 4363, 2109, 2254, 4363, 2109, 2254 ], [ 27.856152, 48.356152, 27.856152, 27.856152, 48.356153, 27.856152 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 742961, 768270, -304998, -88440, -106633, -123039 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4452, "evaluation_days": 2226, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571184000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760041971578, "expiration_time": 1765780992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 81, "offset": 0, "std": 2.1682 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|