Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1743916.9511 | 1809356.5008 | -65439.5496 | -5783.8232 | 1442430.1932 | -1448214.0164 |
Total P&L (%) | 1743.917 | 1809.3565 | -65.4396 | -5.7838 | 1442.4302 | -1448.214 |
Avg Daily Profit (%) | 0.8371 | 0.8685 | -0.0314 | -0.0029 | 0.1314 | 0 |
Buy And Hold Return (%) | 138.9182 | 138.9182 | 138.9182 | 138.9182 | 138.9182 | 138.9182 |
Max Trade Drawdown | -191464 | -99681 | -192790 | -2332379 | -929675 | -1519397 |
Profit Factor | 2.2082 | 3.6905 | 0.9151 | 0.9989 | 1.6497 | 0.5566 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 155 | 74 | 81 | 155 | 74 | 81 |
Losing Trades | 223 | 115 | 108 | 223 | 115 | 108 |
Profitability (%) | 41.0053 | 39.1534 | 42.8571 | 41.0053 | 39.1534 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.1769 | 5.7352 | 1.2202 | 1.4372 | 2.5638 | 0.7422 |
Largest Winning Trade | 1796648 | 1796648 | 44200 | 2169994 | 2169994 | 207578 |
Largest Losing Trade | -46600 | -25715 | -46600 | -703607 | -442275 | -703607 |
Avg Bars in Trades | 65 | 64 | 65 | 65 | 64 | 65 |
Avg Bars in Winners | 99 | 101 | 98 | 99 | 101 | 98 |
Avg Bars in Losers | 40 | 41 | 40 | 40 | 41 | 40 |
Bars Traded | 24635 | 12225 | 12410 | 24635 | 12225 | 12410 |
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 | 571617 | 585937 | -581455 | -580633 | -17833 | -583121 |
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580068800000, "first_datapoint_time": 1581861600000, "last_datapoint_time": 1760133600000, "evaluation_time": 1760143171906, "expiration_time": 1766613600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 104, "offset": 0, "multiplier": 3.1909 } } }
{ "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": [ [ 1743916.9511289406, 1809356.5007595192, -65439.549630577, -5783.8231575749, 1442430.193227796, -1448214.0163853692 ], [ 1743.916951, 1809.356501, -65.43955, -5.783823, 1442.430193, -1448.214016 ], [ 0.837081, 0.868493, -0.031411, -0.00286, 0.131412, 0 ], [ 138.918165, 138.918165, 138.918165, 138.918165, 138.918165, 138.918165 ], [ -191464, -99681, -192790, -2332379, -929675, -1519397 ], [ 2.208167, 3.690477, 0.915117, 0.998946, 1.649732, 0.556639 ], [ 378, 189, 189, 378, 189, 189 ], [ 155, 74, 81, 155, 74, 81 ], [ 223, 115, 108, 223, 115, 108 ], [ 41.005291, 39.153439, 42.857143, 41.005291, 39.153439, 42.857143 ], [ 3.176912, 5.735202, 1.220156, 1.437193, 2.563772, 0.742185 ], [ 1796648, 1796648, 44200, 2169994, 2169994, 207578 ], [ -46600, -25715, -46600, -703607, -442275, -703607 ], [ 65, 64, 65, 65, 64, 65 ], [ 99, 101, 98, 99, 101, 98 ], [ 40, 41, 40, 40, 41, 40 ], [ 24635, 12225, 12410, 24635, 12225, 12410 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 571617, 585937, -581455, -580633, -17833, -583121 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580068800000, "first_datapoint_time": 1581861600000, "last_datapoint_time": 1760133600000, "evaluation_time": 1760143171906, "expiration_time": 1766613600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 104, "offset": 0, "multiplier": 3.1909 } } }
# | 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) |
---|