| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2240186.0111 | 2152936.3815 | 87249.6296 | 5005432.5565 | 12047218.7022 | -7041786.1457 |
| Total P&L (%) | 2240.186 | 2152.9364 | 87.2496 | 5005.4326 | 12047.2187 | -7041.7861 |
| Avg Daily Profit (%) | 1.0095 | 0.9702 | 0.0393 | 0.1774 | 0.2165 | 0 |
| Buy And Hold Return (%) | 834.0029 | 834.0029 | 834.0029 | 834.0029 | 834.0029 | 834.0029 |
| Max Trade Drawdown | -118129 | -77588 | -99288 | -18568335 | -11098886 | -10689720 |
| Profit Factor | 4.6328 | 9.479 | 1.2405 | 1.0853 | 1.4864 | 0.7923 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Profitability (%) | 44.186 | 46.5116 | 41.8605 | 44.186 | 46.5116 | 41.8605 |
| Ratio Avg Win / Avg Loss | 5.8519 | 10.9009 | 1.723 | 1.3709 | 1.7094 | 1.1005 |
| Largest Winning Trade | 1926041 | 1926041 | 51995 | 14155347 | 14155347 | 4331734 |
| Largest Losing Trade | -41190 | -35875 | -41190 | -6133412 | -3230325 | -6133412 |
| Avg Bars in Trades | 151 | 127 | 176 | 151 | 127 | 176 |
| Avg Bars in Winners | 251 | 202 | 306 | 251 | 202 | 306 |
| Avg Bars in Losers | 72 | 61 | 82 | 72 | 61 | 82 |
| Bars Traded | 13058 | 5480 | 7578 | 13058 | 5480 | 7578 |
| 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 | 556275 | 613913 | -308441 | -121538 | 331478 | -582225 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13314,
"evaluation_days": 2219,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570622400000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759471811724,
"expiration_time": 1765215648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 86,
"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": [
[
2240186.0111356066,
2152936.3814896033,
87249.6296460022,
5005432.556538507,
12047218.702233301,
-7041786.145694798
],
[
2240.186011,
2152.936381,
87.24963,
5005.432557,
12047.218702,
-7041.786146
],
[
1.009548,
0.970228,
0.039319,
0.177394,
0.216534,
0
],
[
834.002869,
834.002869,
834.002869,
834.002869,
834.002869,
834.002869
],
[
-118129,
-77588,
-99288,
-18568335,
-11098886,
-10689720
],
[
4.632762,
9.47901,
1.240524,
1.08531,
1.486448,
0.792327
],
[
86,
43,
43,
86,
43,
43
],
[
38,
20,
18,
38,
20,
18
],
[
48,
23,
25,
48,
23,
25
],
[
44.186047,
46.511628,
41.860465,
44.186047,
46.511628,
41.860465
],
[
5.85191,
10.900861,
1.72295,
1.370918,
1.709415,
1.100454
],
[
1926041,
1926041,
51995,
14155347,
14155347,
4331734
],
[
-41190,
-35875,
-41190,
-6133412,
-3230325,
-6133412
],
[
151,
127,
176,
151,
127,
176
],
[
251,
202,
306,
251,
202,
306
],
[
72,
61,
82,
72,
61,
82
],
[
13058,
5480,
7578,
13058,
5480,
7578
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
556275,
613913,
-308441,
-121538,
331478,
-582225
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13314,
"evaluation_days": 2219,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570622400000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759471811724,
"expiration_time": 1765215648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 86,
"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) |
|---|