Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -242201.9557 | 230476.7452 | -472678.7009 | -2026355.7478 | 6993924.4738 | -9020280.2215 |
Total P&L (%) | -242.202 | 230.4767 | -472.6787 | -2026.3557 | 6993.9245 | -9020.2802 |
Avg Daily Profit (%) | -0.1093 | 0.104 | -0.2133 | 0 | 0.1925 | 0 |
Buy And Hold Return (%) | 728.9612 | 728.9612 | 728.9612 | 728.9612 | 728.9612 | 728.9612 |
Max Trade Drawdown | -664490 | -124665 | -542417 | -10146716 | -198732 | -10220892 |
Profit Factor | 0.6936 | 2.3237 | 0.2332 | 0.827 | 15.4651 | 0.1966 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 15 | 18 | 37 | 20 | 17 |
Losing Trades | 30 | 16 | 14 | 26 | 11 | 15 |
Profitability (%) | 52.381 | 48.3871 | 56.25 | 58.7302 | 64.5161 | 53.125 |
Ratio Avg Win / Avg Loss | 0.6306 | 2.4786 | 0.1814 | 0.5811 | 8.5058 | 0.1734 |
Largest Winning Trade | 76516 | 76516 | 24969 | 2626438 | 2626438 | 1093536 |
Largest Losing Trade | -520413 | -38989 | -520413 | -9308576 | -184602 | -9308576 |
Avg Bars in Trades | 178 | 337 | 23 | 178 | 337 | 23 |
Avg Bars in Winners | 59 | 106 | 21 | 262 | 471 | 17 |
Avg Bars in Losers | 308 | 553 | 27 | 57 | 91 | 31 |
Bars Traded | 11215 | 10449 | 766 | 11215 | 10449 | 766 |
Profit Streak | 301.1534 | 0 | 580.6534 | 0 | 578.1534 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730881 | -216141 | -578388 | -730646 | 681385 | -580127 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13295, "evaluation_days": 2215.83, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1570780800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759203657217, "expiration_time": 1764933840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 212, "offset": 0, "scalar": 5 } } }
{ "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": [ [ -242201.9557345427, 230476.7451799211, -472678.7009144639, -2026355.7477642626, 6993924.473769955, -9020280.221534219 ], [ -242.201956, 230.476745, -472.678701, -2026.355748, 6993.924474, -9020.280222 ], [ -0.109305, 0.104014, -0.213319, 0, 0.19252, 0 ], [ 728.961175, 728.961175, 728.961175, 728.961175, 728.961175, 728.961175 ], [ -664490, -124665, -542417, -10146716, -198732, -10220892 ], [ 0.693619, 2.323673, 0.233169, 0.826962, 15.465058, 0.196553 ], [ 63, 31, 32, 63, 31, 32 ], [ 33, 15, 18, 37, 20, 17 ], [ 30, 16, 14, 26, 11, 15 ], [ 52.380952, 48.387097, 56.25, 58.730159, 64.516129, 53.125 ], [ 0.630562, 2.478584, 0.181354, 0.581109, 8.505782, 0.17343 ], [ 76516, 76516, 24969, 2626438, 2626438, 1093536 ], [ -520413, -38989, -520413, -9308576, -184602, -9308576 ], [ 178, 337, 23, 178, 337, 23 ], [ 59, 106, 21, 262, 471, 17 ], [ 308, 553, 27, 57, 91, 31 ], [ 11215, 10449, 766, 11215, 10449, 766 ], [ 301.15344, 0, 580.65344, 0, 578.15344, 0 ], [ 1, 0, 3, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -730881, -216141, -578388, -730646, 681385, -580127 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13295, "evaluation_days": 2215.83, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1570780800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759203657217, "expiration_time": 1764933840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 212, "offset": 0, "scalar": 5 } } }
# | 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) |
---|