Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2366753.2406 | 2426715.1754 | -59961.9347 | -10120.1613 | 85206.7563 | -95326.9176 |
Total P&L (%) | 2366.7532 | 2426.7152 | -59.9619 | -10.1202 | 85.2068 | -95.3269 |
Avg Daily Profit (%) | 1.0656 | 1.0926 | -0.027 | -0.0048 | 0.0278 | -0.1378 |
Buy And Hold Return (%) | 428.5782 | 428.5782 | 428.5782 | 428.5782 | 428.5782 | 428.5782 |
Max Trade Drawdown | -176012 | -68962 | -89792 | -164162 | -95175 | -81497 |
Profit Factor | 5.1103 | 9.7851 | 0.7998 | 0.9829 | 1.2832 | 0.6705 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 56.1404 | 55.1724 | 57.1429 | 56.1404 | 55.1724 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.9924 | 7.9504 | 0.5999 | 0.7679 | 1.0426 | 0.5029 |
Largest Winning Trade | 2484823 | 2484823 | 43189 | 195305 | 195305 | 33807 |
Largest Losing Trade | -68970 | -54503 | -68970 | -74961 | -74961 | -57856 |
Avg Bars in Trades | 76 | 62 | 90 | 76 | 62 | 90 |
Avg Bars in Winners | 99 | 78 | 119 | 99 | 78 | 119 |
Avg Bars in Losers | 46 | 42 | 50 | 46 | 42 | 50 |
Bars Traded | 4335 | 1805 | 2530 | 4335 | 1805 | 2530 |
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 | -158416 | 780185 | -600907 | -759481 | -320983 | -600907 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4442, "evaluation_days": 2221, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571832000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759597152379, "expiration_time": 1765336032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 34, "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": [ [ 2366753.240633322, 2426715.1753580505, -59961.9347247288, -10120.1612758823, 85206.7562774325, -95326.9175533146 ], [ 2366.753241, 2426.715175, -59.961935, -10.120161, 85.206756, -95.326918 ], [ 1.065625, 1.092623, -0.026998, -0.004804, 0.027753, -0.137832 ], [ 428.578177, 428.578177, 428.578177, 428.578177, 428.578177, 428.578177 ], [ -176012, -68962, -89792, -164162, -95175, -81497 ], [ 5.110316, 9.785084, 0.799845, 0.982852, 1.283197, 0.670479 ], [ 57, 29, 28, 57, 29, 28 ], [ 32, 16, 16, 32, 16, 16 ], [ 25, 13, 12, 25, 13, 12 ], [ 56.140351, 55.172414, 57.142857, 56.140351, 55.172414, 57.142857 ], [ 3.992434, 7.950381, 0.599883, 0.767853, 1.042598, 0.50286 ], [ 2484823, 2484823, 43189, 195305, 195305, 33807 ], [ -68970, -54503, -68970, -74961, -74961, -57856 ], [ 76, 62, 90, 76, 62, 90 ], [ 99, 78, 119, 99, 78, 119 ], [ 46, 42, 50, 46, 42, 50 ], [ 4335, 1805, 2530, 4335, 1805, 2530 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -158416, 780185, -600907, -759481, -320983, -600907 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4442, "evaluation_days": 2221, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571832000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759597152379, "expiration_time": 1765336032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 34, "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) |
---|