Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2078460.0271 | 2051763.2043 | 26696.8227 | 687788.0101 | 1255496.3806 | -567708.3705 |
Total P&L (%) | 2078.46 | 2051.7632 | 26.6968 | 687.788 | 1255.4964 | -567.7084 |
Avg Daily Profit (%) | 0.9331 | 0.9211 | 0.012 | 0.0927 | 0.1171 | 0 |
Buy And Hold Return (%) | 185.877 | 185.877 | 185.877 | 185.877 | 185.877 | 185.877 |
Max Trade Drawdown | -134251 | -97571 | -75831 | -2142319 | -1195946 | -1096145 |
Profit Factor | 4.6949 | 8.0653 | 1.0981 | 1.1226 | 1.4365 | 0.7923 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 44.5545 | 42 | 47.0588 | 44.5545 | 42 | 47.0588 |
Ratio Avg Win / Avg Loss | 5.8426 | 11.1378 | 1.2354 | 1.397 | 1.9838 | 0.8913 |
Largest Winning Trade | 2059516 | 2059516 | 38281 | 2369261 | 2369261 | 333662 |
Largest Losing Trade | -36083 | -35753 | -36083 | -896411 | -719162 | -896411 |
Avg Bars in Trades | 41 | 58 | 23 | 41 | 58 | 23 |
Avg Bars in Winners | 62 | 96 | 33 | 62 | 96 | 33 |
Avg Bars in Losers | 23 | 31 | 15 | 23 | 31 | 15 |
Bars Traded | 4168 | 2947 | 1221 | 4168 | 2947 | 1221 |
Profit Streak | 0 | 126.8024 | 0 | 0 | 126.8024 | 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 | 684139 | -160408 | -636134 | -158762 | -216606 | -761699 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4455, "evaluation_days": 2227.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1575115200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760166926562, "expiration_time": 1765914480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 172, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.21731 } } }
{ "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": [ [ 2078460.027058485, 2051763.2043256685, 26696.8227328178, 687788.0100764766, 1255496.380626251, -567708.3705497746 ], [ 2078.460027, 2051.763204, 26.696823, 687.78801, 1255.496381, -567.708371 ], [ 0.933091, 0.921106, 0.011985, 0.092706, 0.117094, 0 ], [ 185.876993, 185.876993, 185.876993, 185.876993, 185.876993, 185.876993 ], [ -134251, -97571, -75831, -2142319, -1195946, -1096145 ], [ 4.694909, 8.065321, 1.098107, 1.122622, 1.436538, 0.792274 ], [ 101, 50, 51, 101, 50, 51 ], [ 45, 21, 24, 45, 21, 24 ], [ 56, 29, 27, 56, 29, 27 ], [ 44.554455, 42, 47.058824, 44.554455, 42, 47.058824 ], [ 5.842554, 11.137824, 1.23537, 1.397041, 1.98379, 0.891309 ], [ 2059516, 2059516, 38281, 2369261, 2369261, 333662 ], [ -36083, -35753, -36083, -896411, -719162, -896411 ], [ 41, 58, 23, 41, 58, 23 ], [ 62, 96, 33, 62, 96, 33 ], [ 23, 31, 15, 23, 31, 15 ], [ 4168, 2947, 1221, 4168, 2947, 1221 ], [ 0, 126.802391, 0, 0, 126.802391, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 684139, -160408, -636134, -158762, -216606, -761699 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4455, "evaluation_days": 2227.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1575115200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760166926562, "expiration_time": 1765914480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 172, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.21731 } } }
# | 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) |
---|