Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2415672.4341 | 2586962.3181 | -171289.8841 | -137834.2985 | 231609.8084 | -369444.1068 |
Total P&L (%) | 2415.6724 | 2586.9623 | -171.2899 | -137.8343 | 231.6098 | -369.4441 |
Avg Daily Profit (%) | 1.0846 | 1.1615 | -0.0769 | 0 | 0.0538 | 0 |
Buy And Hold Return (%) | 416.3077 | 416.3077 | 416.3077 | 416.3077 | 416.3077 | 416.3077 |
Max Trade Drawdown | -312636 | -142657 | -257990 | -1015064 | -522967 | -568674 |
Profit Factor | 3.9128 | 8.8686 | 0.6578 | 0.913 | 1.3472 | 0.5974 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 17 | 20 | 39 | 21 | 18 |
Losing Trades | 36 | 19 | 17 | 34 | 15 | 19 |
Profitability (%) | 50.6849 | 47.2222 | 54.0541 | 53.4247 | 58.3333 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.807 | 9.9119 | 0.5591 | 0.796 | 0.9623 | 0.6306 |
Largest Winning Trade | 2615206 | 2615206 | 54422 | 659956 | 659956 | 179289 |
Largest Losing Trade | -137414 | -51473 | -137414 | -326785 | -326785 | -309664 |
Avg Bars in Trades | 177 | 160 | 194 | 177 | 160 | 194 |
Avg Bars in Winners | 201 | 208 | 195 | 166 | 174 | 157 |
Avg Bars in Losers | 153 | 117 | 193 | 190 | 141 | 229 |
Bars Traded | 12990 | 5785 | 7205 | 12990 | 5785 | 7205 |
Profit Streak | 0 | 58.1514 | 0 | 28.9847 | 0 | 39.1514 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56576 | 754652 | -580247 | -655793 | -287013 | -580751 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13363, "evaluation_days": 2227.17, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1571284800000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760182679714, "expiration_time": 1765942416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 223, "offset": 0, "a": 0.66415 } } }
{ "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": [ [ 2415672.434088291, 2586962.318143008, -171289.8840547173, -137834.298467877, 231609.8083530446, -369444.1068209214 ], [ 2415.672434, 2586.962318, -171.289884, -137.834298, 231.609808, -369.444107 ], [ 1.084638, 1.161547, -0.076909, 0, 0.05384, 0 ], [ 416.307692, 416.307692, 416.307692, 416.307692, 416.307692, 416.307692 ], [ -312636, -142657, -257990, -1015064, -522967, -568674 ], [ 3.912765, 8.868566, 0.657809, 0.913024, 1.347196, 0.597406 ], [ 73, 36, 37, 73, 36, 37 ], [ 37, 17, 20, 39, 21, 18 ], [ 36, 19, 17, 34, 15, 19 ], [ 50.684932, 47.222222, 54.054054, 53.424658, 58.333333, 48.648649 ], [ 3.807015, 9.911926, 0.559138, 0.79597, 0.962283, 0.630595 ], [ 2615206, 2615206, 54422, 659956, 659956, 179289 ], [ -137414, -51473, -137414, -326785, -326785, -309664 ], [ 177, 160, 194, 177, 160, 194 ], [ 201, 208, 195, 166, 174, 157 ], [ 153, 117, 193, 190, 141, 229 ], [ 12990, 5785, 7205, 12990, 5785, 7205 ], [ 0, 58.151386, 0, 28.984719, 0, 39.151386 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -56576, 754652, -580247, -655793, -287013, -580751 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13363, "evaluation_days": 2227.17, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1571284800000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760182679714, "expiration_time": 1765942416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 223, "offset": 0, "a": 0.66415 } } }
# | 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) |
---|