Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2318276.0305 | 2233982.1088 | 84293.9217 | 4666284.7223 | 7253331.4159 | -2587046.6935 |
Total P&L (%) | 2318.276 | 2233.9821 | 84.2939 | 4666.2847 | 7253.3314 | -2587.0467 |
Avg Daily Profit (%) | 1.0461 | 1.008 | 0.038 | 0.1745 | 0.1941 | 0 |
Buy And Hold Return (%) | 678.1318 | 678.1318 | 678.1318 | 678.1318 | 678.1318 | 678.1318 |
Max Trade Drawdown | -109948 | -56919 | -80718 | -8180213 | -3146372 | -5439724 |
Profit Factor | 5.2022 | 12.1559 | 1.2399 | 1.1881 | 1.8524 | 0.8412 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 53.4247 | 52.7778 | 54.0541 | 53.4247 | 52.7778 | 54.0541 |
Ratio Avg Win / Avg Loss | 4.5352 | 10.8763 | 1.0539 | 1.0358 | 1.6574 | 0.715 |
Largest Winning Trade | 1962306 | 1962306 | 56074 | 5498925 | 5498925 | 2242378 |
Largest Losing Trade | -59100 | -34277 | -59100 | -5147108 | -1953840 | -5147108 |
Avg Bars in Trades | 177 | 176 | 179 | 177 | 176 | 179 |
Avg Bars in Winners | 261 | 240 | 282 | 261 | 240 | 282 |
Avg Bars in Losers | 81 | 104 | 58 | 81 | 104 | 58 |
Bars Traded | 12983 | 6346 | 6637 | 12983 | 6346 | 6637 |
Profit Streak | 0 | 117.0675 | 0 | 0 | 117.0675 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56972 | 746479 | -307622 | -81389 | 475672 | -580247 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13297, "evaluation_days": 2216.17, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1570924800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759225033017, "expiration_time": 1764963504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 85, "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": [ [ 2318276.030522635, 2233982.1088277567, 84293.9216948778, 4666284.722309981, 7253331.415850097, -2587046.6935401163 ], [ 2318.276031, 2233.982109, 84.293922, 4666.284722, 7253.331416, -2587.046694 ], [ 1.046073, 1.008037, 0.038036, 0.174514, 0.194115, 0 ], [ 678.131846, 678.131846, 678.131846, 678.131846, 678.131846, 678.131846 ], [ -109948, -56919, -80718, -8180213, -3146372, -5439724 ], [ 5.202156, 12.155853, 1.239856, 1.188139, 1.852442, 0.841221 ], [ 73, 36, 37, 73, 36, 37 ], [ 39, 19, 20, 39, 19, 20 ], [ 34, 17, 17, 34, 17, 17 ], [ 53.424658, 52.777778, 54.054054, 53.424658, 52.777778, 54.054054 ], [ 4.535213, 10.87629, 1.053878, 1.035814, 1.657448, 0.715038 ], [ 1962306, 1962306, 56074, 5498925, 5498925, 2242378 ], [ -59100, -34277, -59100, -5147108, -1953840, -5147108 ], [ 177, 176, 179, 177, 176, 179 ], [ 261, 240, 282, 261, 240, 282 ], [ 81, 104, 58, 81, 104, 58 ], [ 12983, 6346, 6637, 12983, 6346, 6637 ], [ 0, 117.067512, 0, 0, 117.067512, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -56972, 746479, -307622, -81389, 475672, -580247 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13297, "evaluation_days": 2216.17, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1570924800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759225033017, "expiration_time": 1764963504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 85, "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) |
---|