Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2134750.5706 | 1977696.9184 | 157053.6522 | 18105575.7958 | 11894804.8426 | 6210770.9531 |
Total P&L (%) | 2134.7506 | 1977.6969 | 157.0537 | 18105.5758 | 11894.8048 | 6210.771 |
Avg Daily Profit (%) | 0.9588 | 0.8883 | 0.0705 | 0.234 | 0.2152 | 0.1863 |
Buy And Hold Return (%) | 261.1354 | 261.1354 | 261.1354 | 261.1354 | 261.1354 | 261.1354 |
Max Trade Drawdown | -119429 | -58639 | -63989 | -29055867 | -13251513 | -17752100 |
Profit Factor | 5.5267 | 9.9534 | 1.6265 | 1.1892 | 1.2454 | 1.1315 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 54.8387 | 61.2903 | 48.3871 | 54.8387 | 61.2903 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.5514 | 6.2863 | 1.7349 | 0.9794 | 0.7866 | 1.207 |
Largest Winning Trade | 1689401 | 1689401 | 48048 | 14657620 | 14657620 | 9001571 |
Largest Losing Trade | -37371 | -37371 | -30868 | -12273698 | -12273698 | -12072549 |
Avg Bars in Trades | 66 | 74 | 58 | 66 | 74 | 58 |
Avg Bars in Winners | 91 | 94 | 88 | 91 | 94 | 88 |
Avg Bars in Losers | 36 | 44 | 30 | 36 | 44 | 30 |
Bars Traded | 4133 | 2324 | 1809 | 4133 | 2324 | 1809 |
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 | -136387 | 835000 | -262121 | -163597 | 276307 | -68589 |
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4453, "evaluation_days": 2226.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1575115200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760066568918, "expiration_time": 1765825488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 44, "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": [ [ 2134750.570559456, 1977696.9183903364, 157053.6521691183, 18105575.79576217, 11894804.842618773, 6210770.9531433955 ], [ 2134.750571, 1977.696918, 157.053652, 18105.575796, 11894.804843, 6210.770953 ], [ 0.958792, 0.888254, 0.070538, 0.234018, 0.215235, 0.186333 ], [ 261.135448, 261.135448, 261.135448, 261.135448, 261.135448, 261.135448 ], [ -119429, -58639, -63989, -29055867, -13251513, -17752100 ], [ 5.526693, 9.953366, 1.626453, 1.189219, 1.245423, 1.131531 ], [ 62, 31, 31, 62, 31, 31 ], [ 34, 19, 15, 34, 19, 15 ], [ 28, 12, 16, 28, 12, 16 ], [ 54.83871, 61.290323, 48.387097, 54.83871, 61.290323, 48.387097 ], [ 4.551395, 6.286336, 1.734883, 0.979357, 0.786583, 1.206966 ], [ 1689401, 1689401, 48048, 14657620, 14657620, 9001571 ], [ -37371, -37371, -30868, -12273698, -12273698, -12072549 ], [ 66, 74, 58, 66, 74, 58 ], [ 91, 94, 88, 91, 94, 88 ], [ 36, 44, 30, 36, 44, 30 ], [ 4133, 2324, 1809, 4133, 2324, 1809 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -136387, 835000, -262121, -163597, 276307, -68589 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4453, "evaluation_days": 2226.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1575115200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760066568918, "expiration_time": 1765825488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 44, "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) |
---|