| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2395760.6918 | 2416472.063 | -20711.3712 | 465934.947 | 1053741.4498 | -587806.5028 |
| Total P&L (%) | 2395.7607 | 2416.4721 | -20.7114 | 465.9349 | 1053.7415 | -587.8065 |
| Avg Daily Profit (%) | 1.1504 | 1.1604 | -0.0099 | 0.0833 | 0.1175 | 0 |
| Buy And Hold Return (%) | 445.8328 | 445.8328 | 445.8328 | 445.8328 | 445.8328 | 445.8328 |
| Max Trade Drawdown | -190400 | -114712 | -178558 | -2311975 | -1493192 | -1083546 |
| Profit Factor | 2.6234 | 4.2138 | 0.9714 | 1.0556 | 1.2426 | 0.8541 |
| Total Trades | 686 | 343 | 343 | 686 | 343 | 343 |
| Winning Trades | 242 | 121 | 121 | 242 | 121 | 121 |
| Losing Trades | 444 | 222 | 222 | 444 | 222 | 222 |
| Profitability (%) | 35.277 | 35.277 | 35.277 | 35.277 | 35.277 | 35.277 |
| Ratio Avg Win / Avg Loss | 4.8131 | 7.7311 | 1.7822 | 1.9368 | 2.2798 | 1.5671 |
| Largest Winning Trade | 2291151 | 2291151 | 44338 | 2383978 | 2383978 | 430525 |
| Largest Losing Trade | -36850 | -30060 | -36850 | -645727 | -428514 | -645727 |
| Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
| Avg Bars in Winners | 67 | 66 | 69 | 67 | 66 | 69 |
| Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
| Bars Traded | 24801 | 12365 | 12436 | 24801 | 12365 | 12436 |
| Profit Streak | 0 | 0 | 17.4306 | 0 | 0 | 17.4306 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 548897 | 545622 | -581919 | -393881 | -43825 | -581919 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579744800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758795603997,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 141
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
2395760.691756467,
2416472.062995896,
-20711.3712394276,
465934.9469983039,
1053741.4498417694,
-587806.5028434637
],
[
2395.760692,
2416.472063,
-20.711371,
465.934947,
1053.74145,
-587.806503
],
[
1.150425,
1.160371,
-0.009945,
0.083267,
0.117505,
0
],
[
445.832774,
445.832774,
445.832774,
445.832774,
445.832774,
445.832774
],
[
-190400,
-114712,
-178558,
-2311975,
-1493192,
-1083546
],
[
2.62338,
4.2138,
0.971388,
1.055646,
1.242613,
0.854136
],
[
686,
343,
343,
686,
343,
343
],
[
242,
121,
121,
242,
121,
121
],
[
444,
222,
222,
444,
222,
222
],
[
35.276968,
35.276968,
35.276968,
35.276968,
35.276968,
35.276968
],
[
4.813144,
7.731104,
1.782217,
1.936806,
2.279835,
1.567093
],
[
2291151,
2291151,
44338,
2383978,
2383978,
430525
],
[
-36850,
-30060,
-36850,
-645727,
-428514,
-645727
],
[
36,
36,
36,
36,
36,
36
],
[
67,
66,
69,
67,
66,
69
],
[
18,
19,
18,
18,
19,
18
],
[
24801,
12365,
12436,
24801,
12365,
12436
],
[
0,
0,
17.430602,
0,
0,
17.430602
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
548897,
545622,
-581919,
-393881,
-43825,
-581919
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579744800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758795603997,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 141
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|