Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2196993.412 | 2243533.4672 | -46540.0551 | 160116.642 | 1972821.6156 | -1812704.9736 |
Total P&L (%) | 2196.9934 | 2243.5335 | -46.5401 | 160.1166 | 1972.8216 | -1812.705 |
Avg Daily Profit (%) | 0.9882 | 1.0091 | -0.0209 | 0.043 | 0.1364 | 0 |
Buy And Hold Return (%) | 535.5154 | 535.5154 | 535.5154 | 535.5154 | 535.5154 | 535.5154 |
Max Trade Drawdown | -250756 | -166090 | -125616 | -5086213 | -3254131 | -1957110 |
Profit Factor | 6.192 | 10.7435 | 0.7587 | 1.0282 | 1.5771 | 0.198 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 48.0519 | 52.6316 | 43.5897 | 48.0519 | 52.6316 | 43.5897 |
Ratio Avg Win / Avg Loss | 6.694 | 9.6691 | 0.9819 | 1.1116 | 1.4194 | 0.2562 |
Largest Winning Trade | 2316073 | 2316073 | 35170 | 5083029 | 5083029 | 100938 |
Largest Losing Trade | -65880 | -65880 | -34569 | -1234747 | -1234747 | -990243 |
Avg Bars in Trades | 75 | 113 | 38 | 75 | 113 | 38 |
Avg Bars in Winners | 93 | 135 | 44 | 93 | 135 | 44 |
Avg Bars in Losers | 59 | 89 | 34 | 59 | 89 | 34 |
Bars Traded | 5829 | 4320 | 1509 | 5829 | 4320 | 1509 |
Profit Streak | 0 | 105.6062 | 0 | 0 | 105.6062 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27308 | 760828 | -583250 | -537788 | -9880 | -583250 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6670, "evaluation_days": 2223.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1580198400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759818773362, "expiration_time": 1765558080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 228, "offset": 206 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 2196993.412027404, 2243533.4671675977, -46540.0551401922, 160116.6419892285, 1972821.615578728, -1812704.9735894988 ], [ 2196.993412, 2243.533467, -46.540055, 160.116642, 1972.821616, -1812.704974 ], [ 0.988154, 1.009087, -0.020933, 0.043006, 0.136442, 0 ], [ 535.51536, 535.51536, 535.51536, 535.51536, 535.51536, 535.51536 ], [ -250756, -166090, -125616, -5086213, -3254131, -1957110 ], [ 6.191993, 10.743477, 0.758723, 1.028197, 1.577115, 0.197958 ], [ 77, 38, 39, 77, 38, 39 ], [ 37, 20, 17, 37, 20, 17 ], [ 40, 18, 22, 40, 18, 22 ], [ 48.051948, 52.631579, 43.589744, 48.051948, 52.631579, 43.589744 ], [ 6.694046, 9.66913, 0.981876, 1.111564, 1.419404, 0.256182 ], [ 2316073, 2316073, 35170, 5083029, 5083029, 100938 ], [ -65880, -65880, -34569, -1234747, -1234747, -990243 ], [ 75, 113, 38, 75, 113, 38 ], [ 93, 135, 44, 93, 135, 44 ], [ 59, 89, 34, 59, 89, 34 ], [ 5829, 4320, 1509, 5829, 4320, 1509 ], [ 0, 105.606173, 0, 0, 105.606173, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -27308, 760828, -583250, -537788, -9880, -583250 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6670, "evaluation_days": 2223.33, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1580198400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759818773362, "expiration_time": 1765558080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 228, "offset": 206 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|