Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2278438.514 | 2112978.6734 | 165459.8406 | 22894743.1512 | 7445193.8661 | 15449549.2851 |
Total P&L (%) | 2278.4385 | 2112.9787 | 165.4598 | 22894.7432 | 7445.1939 | 15449.5493 |
Avg Daily Profit (%) | 1.027 | 0.9524 | 0.0746 | 0.2454 | 0.1951 | 0.2277 |
Buy And Hold Return (%) | 326.1432 | 326.1432 | 326.1432 | 326.1432 | 326.1432 | 326.1432 |
Max Trade Drawdown | -90293 | -55917 | -69652 | -26219882 | -17802586 | -22971015 |
Profit Factor | 6.1315 | 11.4006 | 1.687 | 1.2157 | 1.1366 | 1.2991 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 51.5152 | 48.4848 | 54.5455 | 51.5152 | 48.4848 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.7708 | 12.1131 | 1.4058 | 1.1442 | 1.2077 | 1.0826 |
Largest Winning Trade | 1817113 | 1817113 | 51750 | 14187916 | 14187916 | 11892968 |
Largest Losing Trade | -40618 | -40618 | -30010 | -17802586 | -17802586 | -10646598 |
Avg Bars in Trades | 63 | 72 | 54 | 63 | 72 | 54 |
Avg Bars in Winners | 85 | 93 | 79 | 85 | 93 | 79 |
Avg Bars in Losers | 39 | 52 | 25 | 39 | 52 | 25 |
Bars Traded | 4188 | 2383 | 1805 | 4188 | 2383 | 1805 |
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 | -106421 | 751139 | -256491 | -120308 | -62836 | 321033 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4437, "evaluation_days": 2218.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574640000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759390928336, "expiration_time": 1765113552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 1.21309 } } }
{ "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": [ [ 2278438.5139963143, 2112978.673384042, 165459.8406122718, 22894743.15118854, 7445193.866100922, 15449549.285087615 ], [ 2278.438514, 2112.978673, 165.459841, 22894.743151, 7445.193866, 15449.549285 ], [ 1.027018, 0.952436, 0.074582, 0.245414, 0.195074, 0.227738 ], [ 326.143187, 326.143187, 326.143187, 326.143187, 326.143187, 326.143187 ], [ -90293, -55917, -69652, -26219882, -17802586, -22971015 ], [ 6.131494, 11.400582, 1.68698, 1.215707, 1.136645, 1.299106 ], [ 66, 33, 33, 66, 33, 33 ], [ 34, 16, 18, 34, 16, 18 ], [ 32, 17, 15, 32, 17, 15 ], [ 51.515152, 48.484848, 54.545455, 51.515152, 48.484848, 54.545455 ], [ 5.770818, 12.113118, 1.405816, 1.144195, 1.207685, 1.082588 ], [ 1817113, 1817113, 51750, 14187916, 14187916, 11892968 ], [ -40618, -40618, -30010, -17802586, -17802586, -10646598 ], [ 63, 72, 54, 63, 72, 54 ], [ 85, 93, 79, 85, 93, 79 ], [ 39, 52, 25, 39, 52, 25 ], [ 4188, 2383, 1805, 4188, 2383, 1805 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -106421, 751139, -256491, -120308, -62836, 321033 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4437, "evaluation_days": 2218.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1574640000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759390928336, "expiration_time": 1765113552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 1.21309 } } }
# | 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) |
---|