Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2193765.4393 | 2121596.1846 | 72169.2547 | 2413957.9683 | 1878741.6389 | 535216.3294 |
Total P&L (%) | 2193.7654 | 2121.5962 | 72.1693 | 2413.958 | 1878.7416 | 535.2163 |
Avg Daily Profit (%) | 1.0532 | 1.0186 | 0.0346 | 0.1549 | 0.1434 | 0.0888 |
Buy And Hold Return (%) | 432.349 | 432.349 | 432.349 | 432.349 | 432.349 | 432.349 |
Max Trade Drawdown | -116854 | -71718 | -104725 | -3849085 | -1653619 | -3424578 |
Profit Factor | 4.0681 | 6.6952 | 1.2107 | 1.1548 | 1.2455 | 1.0674 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 40.8759 | 40.5797 | 41.1765 | 40.8759 | 40.5797 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.8843 | 9.8037 | 1.7296 | 1.6704 | 1.8238 | 1.5249 |
Largest Winning Trade | 1954376 | 1954376 | 47915 | 3137194 | 3137194 | 1020114 |
Largest Losing Trade | -41342 | -41342 | -38064 | -1196540 | -802569 | -1196540 |
Avg Bars in Trades | 180 | 171 | 189 | 180 | 171 | 189 |
Avg Bars in Winners | 286 | 284 | 288 | 286 | 284 | 288 |
Avg Bars in Losers | 107 | 94 | 119 | 107 | 94 | 119 |
Bars Traded | 24725 | 11853 | 12872 | 24725 | 11853 | 12872 |
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 | 577005 | -85153 | -424626 | -45591 | -107847 | -423896 |
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579060800000, "first_datapoint_time": 1580328000000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759092496054, "expiration_time": 1765568304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 3.45361 } } }
{ "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": [ [ 2193765.4392926493, 2121596.184552551, 72169.2547400979, 2413957.968348049, 1878741.638902812, 535216.3294452385 ], [ 2193.765439, 2121.596185, 72.169255, 2413.957968, 1878.741639, 535.216329 ], [ 1.053216, 1.018568, 0.034648, 0.154924, 0.143413, 0.088799 ], [ 432.348993, 432.348993, 432.348993, 432.348993, 432.348993, 432.348993 ], [ -116854, -71718, -104725, -3849085, -1653619, -3424578 ], [ 4.068124, 6.695183, 1.210717, 1.15482, 1.245494, 1.067415 ], [ 137, 69, 68, 137, 69, 68 ], [ 56, 28, 28, 56, 28, 28 ], [ 81, 41, 40, 81, 41, 40 ], [ 40.875912, 40.57971, 41.176471, 40.875912, 40.57971, 41.176471 ], [ 5.884251, 9.803661, 1.729596, 1.670365, 1.823759, 1.524879 ], [ 1954376, 1954376, 47915, 3137194, 3137194, 1020114 ], [ -41342, -41342, -38064, -1196540, -802569, -1196540 ], [ 180, 171, 189, 180, 171, 189 ], [ 286, 284, 288, 286, 284, 288 ], [ 107, 94, 119, 107, 94, 119 ], [ 24725, 11853, 12872, 24725, 11853, 12872 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 577005, -85153, -424626, -45591, -107847, -423896 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579060800000, "first_datapoint_time": 1580328000000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759092496054, "expiration_time": 1765568304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 3.45361 } } }
# | 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) |
---|