Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3223172.8453 | 3241172.8448 | -17999.9994 | 149051.0491 | 343855.982 | -194804.9329 |
Total P&L (%) | 3223.1728 | 3241.1728 | -18 | 149.051 | 343.856 | -194.8049 |
Avg Daily Profit (%) | 1.4491 | 1.4571 | -0.0081 | 0.041 | 0.067 | 0 |
Buy And Hold Return (%) | 625.9649 | 625.9649 | 625.9649 | 625.9649 | 625.9649 | 625.9649 |
Max Trade Drawdown | -178463 | -118008 | -127197 | -1926296 | -1471905 | -580961 |
Profit Factor | 6.5984 | 9.9591 | 0.9159 | 1.0434 | 1.1388 | 0.7959 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 52.3077 | 53.125 | 51.5152 | 52.3077 | 53.125 | 51.5152 |
Ratio Avg Win / Avg Loss | 6.0162 | 8.7874 | 0.862 | 0.9514 | 1.0048 | 0.7491 |
Largest Winning Trade | 3268396 | 3268396 | 26000 | 1816210 | 1816210 | 158829 |
Largest Losing Trade | -74237 | -74237 | -23515 | -830232 | -830232 | -261549 |
Avg Bars in Trades | 96 | 177 | 19 | 96 | 177 | 19 |
Avg Bars in Winners | 55 | 89 | 20 | 55 | 89 | 20 |
Avg Bars in Losers | 142 | 276 | 17 | 142 | 276 | 17 |
Bars Traded | 6302 | 5671 | 631 | 6302 | 5671 | 631 |
Profit Streak | 76.0067 | 0 | 364.0067 | 76.0067 | 0 | 364.0067 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114119 | 771215 | -578966 | -613446 | -336740 | -578966 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6673, "evaluation_days": 2224.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571126400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759910981570, "expiration_time": 1765647072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 218, "offset": 0, "std": 1.49895 } }, "second_band": { "type": "midpoint", "factors": { "length": 119, "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": [ [ 3223172.8453482096, 3241172.8447804614, -17999.9994322523, 149051.0491227421, 343855.9819966634, -194804.9328739212 ], [ 3223.172845, 3241.172845, -17.999999, 149.051049, 343.855982, -194.804933 ], [ 1.449053, 1.457146, -0.008092, 0.041031, 0.067024, 0 ], [ 625.964912, 625.964912, 625.964912, 625.964912, 625.964912, 625.964912 ], [ -178463, -118008, -127197, -1926296, -1471905, -580961 ], [ 6.598379, 9.959103, 0.915872, 1.043424, 1.138757, 0.795875 ], [ 65, 32, 33, 65, 32, 33 ], [ 34, 17, 17, 34, 17, 17 ], [ 31, 15, 16, 31, 15, 16 ], [ 52.307692, 53.125, 51.515152, 52.307692, 53.125, 51.515152 ], [ 6.01617, 8.787444, 0.861997, 0.951357, 1.004785, 0.749059 ], [ 3268396, 3268396, 26000, 1816210, 1816210, 158829 ], [ -74237, -74237, -23515, -830232, -830232, -261549 ], [ 96, 177, 19, 96, 177, 19 ], [ 55, 89, 20, 55, 89, 20 ], [ 142, 276, 17, 142, 276, 17 ], [ 6302, 5671, 631, 6302, 5671, 631 ], [ 76.006731, 0, 364.006731, 76.006731, 0, 364.006731 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -114119, 771215, -578966, -613446, -336740, -578966 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6673, "evaluation_days": 2224.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571126400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759910981570, "expiration_time": 1765647072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 218, "offset": 0, "std": 1.49895 } }, "second_band": { "type": "midpoint", "factors": { "length": 119, "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) |
---|