Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2610211.3943 | 2646753.1871 | -36541.7927 | 302710.1945 | 1634626.8096 | -1331916.6151 |
Total P&L (%) | 2610.2114 | 2646.7532 | -36.5418 | 302.7102 | 1634.6268 | -1331.9166 |
Avg Daily Profit (%) | 1.1789 | 1.1954 | -0.0165 | 0.0629 | 0.129 | 0 |
Buy And Hold Return (%) | 866.4916 | 866.4916 | 866.4916 | 866.4916 | 866.4916 | 866.4916 |
Max Trade Drawdown | -199356 | -145641 | -69598 | -5679947 | -3977321 | -2333358 |
Profit Factor | 6.1843 | 8.6975 | 0.7711 | 1.0359 | 1.3055 | 0.5677 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 55.2239 | 51.5152 | 58.8235 | 55.2239 | 51.5152 | 58.8235 |
Ratio Avg Win / Avg Loss | 5.0143 | 8.1858 | 0.5398 | 0.8399 | 1.2287 | 0.3974 |
Largest Winning Trade | 2649579 | 2649579 | 18239 | 4738359 | 4738359 | 896893 |
Largest Losing Trade | -48413 | -48413 | -26345 | -1151283 | -1151283 | -850621 |
Avg Bars in Trades | 186 | 347 | 29 | 186 | 347 | 29 |
Avg Bars in Winners | 204 | 416 | 24 | 204 | 416 | 24 |
Avg Bars in Losers | 163 | 274 | 35 | 163 | 274 | 35 |
Bars Traded | 12468 | 11474 | 994 | 12468 | 11474 | 994 |
Profit Streak | 108.3448 | 0 | 188.0115 | 108.3448 | 0 | 188.0115 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100837 | 689271 | -578785 | -577137 | -27810 | -578785 |
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13285, "evaluation_days": 2214.17, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1569585600000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759061790594, "expiration_time": 1764785520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 129, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 1.45525 } } }
{ "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": [ [ 2610211.3943400485, 2646753.187078868, -36541.792738819, 302710.1945149089, 1634626.8096464144, -1331916.6151315062 ], [ 2610.211394, 2646.753187, -36.541793, 302.710195, 1634.62681, -1331.916615 ], [ 1.178867, 1.19537, -0.016504, 0.062935, 0.128952, 0 ], [ 866.491623, 866.491623, 866.491623, 866.491623, 866.491623, 866.491623 ], [ -199356, -145641, -69598, -5679947, -3977321, -2333358 ], [ 6.184266, 8.69745, 0.771098, 1.035898, 1.305451, 0.567712 ], [ 67, 33, 34, 67, 33, 34 ], [ 37, 17, 20, 37, 17, 20 ], [ 30, 16, 14, 30, 16, 14 ], [ 55.223881, 51.515152, 58.823529, 55.223881, 51.515152, 58.823529 ], [ 5.014269, 8.185836, 0.539768, 0.839917, 1.228659, 0.397398 ], [ 2649579, 2649579, 18239, 4738359, 4738359, 896893 ], [ -48413, -48413, -26345, -1151283, -1151283, -850621 ], [ 186, 347, 29, 186, 347, 29 ], [ 204, 416, 24, 204, 416, 24 ], [ 163, 274, 35, 163, 274, 35 ], [ 12468, 11474, 994, 12468, 11474, 994 ], [ 108.344798, 0, 188.011465, 108.344799, 0, 188.011465 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -100837, 689271, -578785, -577137, -27810, -578785 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13285, "evaluation_days": 2214.17, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1569585600000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759061790594, "expiration_time": 1764785520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 129, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 1.45525 } } }
# | 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) |
---|