Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4053365.3846 | 3921452.6775 | 131912.7071 | 15855855.4448 | 26165629.3992 | -10309773.9543 |
Total P&L (%) | 4053.3654 | 3921.4527 | 131.9127 | 15855.8554 | 26165.6294 | -10309.774 |
Avg Daily Profit (%) | 1.8211 | 1.7618 | 0.0593 | 0.2281 | 0.2506 | 0 |
Buy And Hold Return (%) | 671.2687 | 671.2687 | 671.2687 | 671.2687 | 671.2687 | 671.2687 |
Max Trade Drawdown | -128404 | -80450 | -93035 | -66549256 | -33088618 | -39646987 |
Profit Factor | 9.6021 | 21.1769 | 1.4765 | 1.095 | 1.3707 | 0.8929 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 40.2778 | 44.4444 | 36.1111 | 40.2778 | 44.4444 | 36.1111 |
Ratio Avg Win / Avg Loss | 14.2376 | 26.4712 | 2.6122 | 1.6236 | 1.7134 | 1.5798 |
Largest Winning Trade | 3742499 | 3742499 | 53184 | 33035562 | 33035562 | 16726951 |
Largest Losing Trade | -35393 | -24271 | -35393 | -15100217 | -10727195 | -15100217 |
Avg Bars in Trades | 181 | 167 | 195 | 181 | 167 | 195 |
Avg Bars in Winners | 359 | 301 | 430 | 359 | 301 | 430 |
Avg Bars in Losers | 61 | 59 | 63 | 61 | 59 | 63 |
Bars Traded | 13059 | 6015 | 7044 | 13059 | 6015 | 7044 |
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 | -65618 | 705398 | -282694 | -194176 | 285649 | -583403 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13355, "evaluation_days": 2225.83, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1569268800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760063483920, "expiration_time": 1765823760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 82, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 4053365.384621641, 3921452.6775457407, 131912.7070758964, 15855855.444830224, 26165629.399158075, -10309773.954327818 ], [ 4053.365385, 3921.452678, 131.912707, 15855.855445, 26165.629399, -10309.773954 ], [ 1.821058, 1.761793, 0.059265, 0.228148, 0.250595, 0 ], [ 671.268657, 671.268657, 671.268657, 671.268657, 671.268657, 671.268657 ], [ -128404, -80450, -93035, -66549256, -33088618, -39646987 ], [ 9.602109, 21.176922, 1.476473, 1.095018, 1.370724, 0.892932 ], [ 72, 36, 36, 72, 36, 36 ], [ 29, 16, 13, 29, 16, 13 ], [ 43, 20, 23, 43, 20, 23 ], [ 40.277778, 44.444444, 36.111111, 40.277778, 44.444444, 36.111111 ], [ 14.237609, 26.471152, 2.612221, 1.623648, 1.713405, 1.579802 ], [ 3742499, 3742499, 53184, 33035562, 33035562, 16726951 ], [ -35393, -24271, -35393, -15100217, -10727195, -15100217 ], [ 181, 167, 195, 181, 167, 195 ], [ 359, 301, 430, 359, 301, 430 ], [ 61, 59, 63, 61, 59, 63 ], [ 13059, 6015, 7044, 13059, 6015, 7044 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -65618, 705398, -282694, -194176, 285649, -583403 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13355, "evaluation_days": 2225.83, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1569268800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760063483920, "expiration_time": 1765823760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 82, "offset": 0, "scalar": 2 } } }
# | 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) |
---|