Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2582709.8228 | 2558042.3063 | 24667.5165 | 1022835.3989 | 1263455.6148 | -240620.216 |
Total P&L (%) | 2582.7098 | 2558.0423 | 24.6675 | 1022.8354 | 1263.4556 | -240.6202 |
Avg Daily Profit (%) | 1.1597 | 1.1486 | 0.0111 | 0.1087 | 0.1174 | 0 |
Buy And Hold Return (%) | 221.0475 | 221.0475 | 221.0475 | 221.0475 | 221.0475 | 221.0475 |
Max Trade Drawdown | -142963 | -81014 | -116839 | -2066239 | -1341043 | -1372359 |
Profit Factor | 4.5812 | 9.0356 | 1.0612 | 1.1346 | 1.3377 | 0.9376 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 44.4444 | 46.6667 | 42.2222 | 44.4444 | 46.6667 | 42.2222 |
Ratio Avg Win / Avg Loss | 5.7265 | 10.3264 | 1.4522 | 1.4183 | 1.5288 | 1.283 |
Largest Winning Trade | 2444407 | 2444407 | 45800 | 2356632 | 2356632 | 452658 |
Largest Losing Trade | -41297 | -39173 | -41297 | -716213 | -716213 | -624718 |
Avg Bars in Trades | 70 | 72 | 67 | 70 | 72 | 67 |
Avg Bars in Winners | 101 | 101 | 102 | 101 | 101 | 102 |
Avg Bars in Losers | 45 | 48 | 42 | 45 | 48 | 42 |
Bars Traded | 6334 | 3282 | 3051 | 6334 | 3282 | 3051 |
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 | 685646 | 747596 | -499944 | -123519 | -36538 | -582070 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6681, "evaluation_days": 2227, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574179200000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760124893717, "expiration_time": 1765884384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 143, "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": [ [ 2582709.8227808215, 2558042.306310073, 24667.5164707493, 1022835.3988739792, 1263455.6148435236, -240620.2159695445 ], [ 2582.709823, 2558.042306, 24.667516, 1022.835399, 1263.455615, -240.620216 ], [ 1.159726, 1.148649, 0.011077, 0.108655, 0.117384, 0 ], [ 221.047527, 221.047527, 221.047527, 221.047527, 221.047527, 221.047527 ], [ -142963, -81014, -116839, -2066239, -1341043, -1372359 ], [ 4.581214, 9.035602, 1.061233, 1.134645, 1.337699, 0.937585 ], [ 90, 45, 45, 90, 45, 45 ], [ 40, 21, 19, 40, 21, 19 ], [ 50, 24, 26, 50, 24, 26 ], [ 44.444444, 46.666667, 42.222222, 44.444444, 46.666667, 42.222222 ], [ 5.726518, 10.326402, 1.452214, 1.418306, 1.528799, 1.283011 ], [ 2444407, 2444407, 45800, 2356632, 2356632, 452658 ], [ -41297, -39173, -41297, -716213, -716213, -624718 ], [ 70, 72, 67, 70, 72, 67 ], [ 101, 101, 102, 101, 101, 102 ], [ 45, 48, 42, 45, 48, 42 ], [ 6334, 3282, 3051, 6334, 3282, 3051 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 685646, 747596, -499944, -123519, -36538, -582070 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6681, "evaluation_days": 2227, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574179200000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760124893717, "expiration_time": 1765884384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 143, "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) |
---|