| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2341310.3355 | 2235546.9404 | 105763.3951 | 5365426.9737 | 11455170.9415 | -6089743.9678 |
| Total P&L (%) | 2341.3103 | 2235.5469 | 105.7634 | 5365.427 | 11455.1709 | -6089.744 |
| Avg Daily Profit (%) | 1.0593 | 1.0114 | 0.0479 | 0.1812 | 0.2151 | 0 |
| Buy And Hold Return (%) | 613.5088 | 613.5088 | 613.5088 | 613.5088 | 613.5088 | 613.5088 |
| Max Trade Drawdown | -144718 | -84030 | -101091 | -21761909 | -12269649 | -15701766 |
| Profit Factor | 5.0455 | 9.401 | 1.3383 | 1.0828 | 1.3957 | 0.8302 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Profitability (%) | 46.25 | 50 | 42.5 | 46.25 | 50 | 42.5 |
| Ratio Avg Win / Avg Loss | 5.8637 | 9.401 | 1.8106 | 1.2584 | 1.3957 | 1.1232 |
| Largest Winning Trade | 2020546 | 2020546 | 54910 | 14957104 | 14957104 | 6473945 |
| Largest Losing Trade | -45313 | -30306 | -45313 | -4881381 | -3894630 | -4881381 |
| Avg Bars in Trades | 161 | 150 | 172 | 161 | 150 | 172 |
| Avg Bars in Winners | 243 | 212 | 280 | 243 | 212 | 280 |
| Avg Bars in Losers | 90 | 88 | 93 | 90 | 88 | 93 |
| Bars Traded | 12931 | 6018 | 6913 | 12931 | 6018 | 6913 |
| 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 | -6402 | 697217 | -296243 | -146822 | 319106 | -581999 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1571140800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759023031024,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 224,
"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": [
[
2341310.335513081,
2235546.9404338817,
105763.3950791988,
5365426.973694491,
11455170.941540157,
-6089743.967845665
],
[
2341.310336,
2235.54694,
105.763395,
5365.426974,
11455.170942,
-6089.743968
],
[
1.059258,
1.011409,
0.04785,
0.181179,
0.215118,
0
],
[
613.508772,
613.508772,
613.508772,
613.508772,
613.508772,
613.508772
],
[
-144718,
-84030,
-101091,
-21761909,
-12269649,
-15701766
],
[
5.045466,
9.400993,
1.338287,
1.082785,
1.395744,
0.830205
],
[
80,
40,
40,
80,
40,
40
],
[
37,
20,
17,
37,
20,
17
],
[
43,
20,
23,
43,
20,
23
],
[
46.25,
50,
42.5,
46.25,
50,
42.5
],
[
5.86365,
9.400993,
1.810623,
1.258372,
1.395744,
1.123219
],
[
2020546,
2020546,
54910,
14957104,
14957104,
6473945
],
[
-45313,
-30306,
-45313,
-4881381,
-3894630,
-4881381
],
[
161,
150,
172,
161,
150,
172
],
[
243,
212,
280,
243,
212,
280
],
[
90,
88,
93,
90,
88,
93
],
[
12931,
6018,
6913,
12931,
6018,
6913
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-6402,
697217,
-296243,
-146822,
319106,
-581999
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1571140800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759023031024,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 224,
"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) |
|---|