| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2619112.198 | 2465889.361 | 153222.8369 | 23710255.0957 | 14982631.1951 | 8727623.9005 |
| Total P&L (%) | 2619.1122 | 2465.8894 | 153.2228 | 23710.2551 | 14982.6312 | 8727.6239 |
| Avg Daily Profit (%) | 1.1767 | 1.1079 | 0.0688 | 0.2462 | 0.2256 | 0.2015 |
| Buy And Hold Return (%) | 870.6504 | 870.6504 | 870.6504 | 870.6504 | 870.6504 | 870.6504 |
| Max Trade Drawdown | -162415 | -90702 | -128422 | -136566532 | -66599135 | -111277784 |
| Profit Factor | 3.5766 | 6.1251 | 1.2862 | 1.0493 | 1.0683 | 1.0334 |
| Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
| Winning Trades | 180 | 96 | 84 | 180 | 96 | 84 |
| Losing Trades | 206 | 97 | 109 | 206 | 97 | 109 |
| Profitability (%) | 46.6321 | 49.7409 | 43.5233 | 46.6321 | 49.7409 | 43.5233 |
| Ratio Avg Win / Avg Loss | 4.0932 | 6.1889 | 1.669 | 1.2009 | 1.0794 | 1.341 |
| Largest Winning Trade | 2106636 | 2106636 | 45434 | 50131916 | 50131916 | 37051720 |
| Largest Losing Trade | -39095 | -26232 | -39095 | -34982376 | -22687139 | -34982376 |
| Avg Bars in Trades | 33 | 33 | 34 | 33 | 33 | 34 |
| Avg Bars in Winners | 49 | 46 | 52 | 49 | 46 | 52 |
| Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
| Bars Traded | 13083 | 6500 | 6582 | 13083 | 6500 | 6582 |
| 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 | 642543 | 685997 | -267751 | -157106 | -136765 | -177782 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13355,
"evaluation_days": 2225.83,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570104000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760063479765,
"expiration_time": 1765823760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 107
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 165,
"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": [
[
2619112.1979517727,
2465889.3610491143,
153222.8369026578,
23710255.095652595,
14982631.19510775,
8727623.9005448
],
[
2619.112198,
2465.889361,
153.222837,
23710.255096,
14982.631195,
8727.623901
],
[
1.17669,
1.107852,
0.068839,
0.246175,
0.225614,
0.201497
],
[
870.650387,
870.650387,
870.650387,
870.650387,
870.650387,
870.650387
],
[
-162415,
-90702,
-128422,
-136566532,
-66599135,
-111277784
],
[
3.576614,
6.12507,
1.28621,
1.049346,
1.068319,
1.033416
],
[
386,
193,
193,
386,
193,
193
],
[
180,
96,
84,
180,
96,
84
],
[
206,
97,
109,
206,
97,
109
],
[
46.632124,
49.740933,
43.523316,
46.632124,
49.740933,
43.523316
],
[
4.093236,
6.188873,
1.66901,
1.200919,
1.079448,
1.34098
],
[
2106636,
2106636,
45434,
50131916,
50131916,
37051720
],
[
-39095,
-26232,
-39095,
-34982376,
-22687139,
-34982376
],
[
33,
33,
34,
33,
33,
34
],
[
49,
46,
52,
49,
46,
52
],
[
20,
21,
19,
20,
21,
19
],
[
13083,
6500,
6582,
13083,
6500,
6582
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
642543,
685997,
-267751,
-157106,
-136765,
-177782
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13355,
"evaluation_days": 2225.83,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570104000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760063479765,
"expiration_time": 1765823760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 107
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 165,
"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) |
|---|