Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3031830.6359 | 2948655.7342 | 83174.9017 | 2943498.0331 | 12174.4509 | 2931323.5822 |
Total P&L (%) | 3031.8306 | 2948.6557 | 83.1749 | 2943.498 | 12.1745 | 2931.3236 |
Avg Daily Profit (%) | 1.3629 | 1.3255 | 0.0374 | 0.1537 | 0.0052 | 0.1535 |
Buy And Hold Return (%) | 435.099 | 435.099 | 435.099 | 435.099 | 435.099 | 435.099 |
Max Trade Drawdown | -95424 | -97592 | -29388 | -5383196 | -5490215 | -1293947 |
Profit Factor | 11.8892 | 17.2945 | 1.8534 | 1.2717 | 1.0016 | 1.9274 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 55.9322 | 51.7241 | 60 | 55.9322 | 51.7241 | 60 |
Ratio Avg Win / Avg Loss | 9.3673 | 16.1415 | 1.2356 | 1.002 | 0.9348 | 1.2849 |
Largest Winning Trade | 2967741 | 2967741 | 32535 | 3743631 | 3743631 | 1259048 |
Largest Losing Trade | -32502 | -32502 | -24446 | -2082167 | -2082167 | -1131441 |
Avg Bars in Trades | 68 | 120 | 17 | 68 | 120 | 17 |
Avg Bars in Winners | 87 | 169 | 18 | 87 | 169 | 18 |
Avg Bars in Losers | 43 | 68 | 15 | 43 | 68 | 15 |
Bars Traded | 4021 | 3501 | 520 | 4021 | 3501 | 520 |
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 | -156569 | 798125 | -304797 | -171334 | -571977 | 415458 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4449, "evaluation_days": 2224.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1576324800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759927957418, "expiration_time": 1765647504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 55, "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": [ [ 3031830.6359267966, 2948655.7341773487, 83174.9017494477, 2943498.033067502, 12174.4508946324, 2931323.58217287 ], [ 3031.830636, 2948.655734, 83.174902, 2943.498033, 12.174451, 2931.323582 ], [ 1.362927, 1.325536, 0.03739, 0.153662, 0.005165, 0.153482 ], [ 435.098997, 435.098997, 435.098997, 435.098997, 435.098997, 435.098997 ], [ -95424, -97592, -29388, -5383196, -5490215, -1293947 ], [ 11.889246, 17.294507, 1.853389, 1.271734, 1.001587, 1.927424 ], [ 59, 29, 30, 59, 29, 30 ], [ 33, 15, 18, 33, 15, 18 ], [ 26, 14, 12, 26, 14, 12 ], [ 55.932203, 51.724138, 60, 55.932203, 51.724138, 60 ], [ 9.367285, 16.14154, 1.235593, 1.001972, 0.934814, 1.284949 ], [ 2967741, 2967741, 32535, 3743631, 3743631, 1259048 ], [ -32502, -32502, -24446, -2082167, -2082167, -1131441 ], [ 68, 120, 17, 68, 120, 17 ], [ 87, 169, 18, 87, 169, 18 ], [ 43, 68, 15, 43, 68, 15 ], [ 4021, 3501, 520, 4021, 3501, 520 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -156569, 798125, -304797, -171334, -571977, 415458 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4449, "evaluation_days": 2224.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1576324800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759927957418, "expiration_time": 1765647504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 55, "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) |
---|