Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2620667.0848 | 2545629.4396 | 75037.6452 | 2585259.7453 | 25771119.5881 | -23185859.8427 |
Total P&L (%) | 2620.6671 | 2545.6294 | 75.0376 | 2585.2597 | 25771.1196 | -23185.8598 |
Avg Daily Profit (%) | 1.1801 | 1.1463 | 0.0338 | 0.1483 | 0.2505 | 0 |
Buy And Hold Return (%) | 375.3469 | 375.3469 | 375.3469 | 375.3469 | 375.3469 | 375.3469 |
Max Trade Drawdown | -234547 | -116421 | -136160 | -42143626 | -14628492 | -27797306 |
Profit Factor | 4.5368 | 7.8664 | 1.2027 | 1.0246 | 1.575 | 0.615 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 52.1739 | 48.2759 | 56.1404 | 52.1739 | 48.2759 | 56.1404 |
Ratio Avg Win / Avg Loss | 4.1587 | 8.4283 | 0.9396 | 0.9392 | 1.6875 | 0.4804 |
Largest Winning Trade | 2365898 | 2365898 | 48872 | 27087309 | 27087309 | 5936101 |
Largest Losing Trade | -44686 | -44686 | -43656 | -19090670 | -7154379 | -19090670 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 74 | 70 | 78 | 74 | 70 | 78 |
Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
Bars Traded | 6511 | 3183 | 3328 | 6511 | 3183 | 3328 |
Profit Streak | 21.5915 | 21.5915 | 21.9248 | 21.5915 | 21.5915 | 21.9248 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 812723 | -158326 | -494417 | -188239 | -168830 | -759488 |
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6662, "evaluation_days": 2220.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571760000000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759587102392, "expiration_time": 1765320768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 179, "offset": 0, "poles": 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": [ [ 2620667.084838494, 2545629.4396321815, 75037.6452063119, 2585259.745340416, 25771119.58808563, -23185859.84274521 ], [ 2620.667085, 2545.62944, 75.037645, 2585.259745, 25771.119588, -23185.859843 ], [ 1.180125, 1.146334, 0.033791, 0.14828, 0.250495, 0 ], [ 375.346852, 375.346852, 375.346852, 375.346852, 375.346852, 375.346852 ], [ -234547, -116421, -136160, -42143626, -14628492, -27797306 ], [ 4.536782, 7.866409, 1.202674, 1.024614, 1.575021, 0.614954 ], [ 115, 58, 57, 115, 58, 57 ], [ 60, 28, 32, 60, 28, 32 ], [ 55, 30, 25, 55, 30, 25 ], [ 52.173913, 48.275862, 56.140351, 52.173913, 48.275862, 56.140351 ], [ 4.158717, 8.428296, 0.939589, 0.939229, 1.687523, 0.480433 ], [ 2365898, 2365898, 48872, 27087309, 27087309, 5936101 ], [ -44686, -44686, -43656, -19090670, -7154379, -19090670 ], [ 56, 54, 58, 56, 54, 58 ], [ 74, 70, 78, 74, 70, 78 ], [ 36, 39, 33, 36, 39, 33 ], [ 6511, 3183, 3328, 6511, 3183, 3328 ], [ 21.591463, 21.591463, 21.924796, 21.591463, 21.591463, 21.924796 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 812723, -158326, -494417, -188239, -168830, -759488 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6662, "evaluation_days": 2220.67, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571760000000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759587102392, "expiration_time": 1765320768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 179, "offset": 0, "poles": 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) |
---|