Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2113394.8569 | 2186823.4836 | -73428.6267 | 3696.3681 | 250500.0562 | -246803.688 |
Total P&L (%) | 2113.3949 | 2186.8235 | -73.4286 | 3.6964 | 250.5001 | -246.8037 |
Avg Daily Profit (%) | 0.9535 | 0.9866 | -0.0331 | 0.0016 | 0.0566 | 0 |
Buy And Hold Return (%) | 574.4027 | 574.4027 | 574.4027 | 574.4027 | 574.4027 | 574.4027 |
Max Trade Drawdown | -226533 | -134433 | -130364 | -661904 | -516321 | -236729 |
Profit Factor | 4.7584 | 9.1121 | 0.7492 | 1.0034 | 1.4045 | 0.4582 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 47.8261 | 55.8824 | 40 | 47.8261 | 55.8824 | 40 |
Ratio Avg Win / Avg Loss | 5.191 | 7.1938 | 1.1237 | 1.0947 | 1.1088 | 0.6874 |
Largest Winning Trade | 2237787 | 2237787 | 49290 | 544690 | 544690 | 83578 |
Largest Losing Trade | -63489 | -57589 | -63489 | -388684 | -388684 | -155890 |
Avg Bars in Trades | 56 | 63 | 50 | 56 | 63 | 50 |
Avg Bars in Winners | 68 | 68 | 67 | 68 | 68 | 67 |
Avg Bars in Losers | 46 | 56 | 38 | 46 | 56 | 38 |
Bars Traded | 3905 | 2149 | 1756 | 3905 | 2149 | 1756 |
Profit Streak | 62.3533 | 62.3533 | 66.8533 | 62.3533 | 62.3533 | 66.8533 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87211 | 762564 | -581627 | -678765 | -280675 | -583294 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4433, "evaluation_days": 2216.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1584835200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759220922941, "expiration_time": 1764935568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 232, "offset": 165 } }, "second_band": { "type": "vwma", "factors": { "length": 183, "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": [ [ 2113394.856912717, 2186823.4835968968, -73428.6266841781, 3696.3681409842, 250500.0561707377, -246803.6880297535 ], [ 2113.394857, 2186.823484, -73.428627, 3.696368, 250.500056, -246.803688 ], [ 0.953483, 0.986611, -0.033128, 0.001638, 0.0566, 0 ], [ 574.40273, 574.40273, 574.40273, 574.40273, 574.40273, 574.40273 ], [ -226533, -134433, -130364, -661904, -516321, -236729 ], [ 4.758416, 9.112098, 0.749163, 1.003439, 1.404466, 0.458235 ], [ 69, 34, 35, 69, 34, 35 ], [ 33, 19, 14, 33, 19, 14 ], [ 36, 15, 21, 36, 15, 21 ], [ 47.826087, 55.882353, 40, 47.826087, 55.882353, 40 ], [ 5.190999, 7.193762, 1.123744, 1.094661, 1.108789, 0.687352 ], [ 2237787, 2237787, 49290, 544690, 544690, 83578 ], [ -63489, -57589, -63489, -388684, -388684, -155890 ], [ 56, 63, 50, 56, 63, 50 ], [ 68, 68, 67, 68, 68, 67 ], [ 46, 56, 38, 46, 56, 38 ], [ 3905, 2149, 1756, 3905, 2149, 1756 ], [ 62.353275, 62.353275, 66.853275, 62.353275, 62.353275, 66.853275 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -87211, 762564, -581627, -678765, -280675, -583294 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4433, "evaluation_days": 2216.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1584835200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759220922941, "expiration_time": 1764935568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 232, "offset": 165 } }, "second_band": { "type": "vwma", "factors": { "length": 183, "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) |
---|