| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2128947.0242 | 2130823.4924 | -1876.4682 | 779127.3024 | 1062863.0503 | -283735.7479 |
| Total P&L (%) | 2128.947 | 2130.8235 | -1.8765 | 779.1273 | 1062.8631 | -283.7357 |
| Avg Daily Profit (%) | 0.9591 | 0.96 | -0.0008 | 0.098 | 0.1106 | 0 |
| Buy And Hold Return (%) | 784.5238 | 784.5238 | 784.5238 | 784.5238 | 784.5238 | 784.5238 |
| Max Trade Drawdown | -88938 | -68345 | -83484 | -2072143 | -1393200 | -1750912 |
| Profit Factor | 4.5768 | 9.7255 | 0.9947 | 1.0993 | 1.3065 | 0.9352 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Profitability (%) | 44.7761 | 48.4848 | 41.1765 | 44.7761 | 48.4848 | 41.1765 |
| Ratio Avg Win / Avg Loss | 5.6447 | 10.3334 | 1.4209 | 1.3558 | 1.3882 | 1.336 |
| Largest Winning Trade | 1988021 | 1988021 | 56289 | 1533246 | 1533246 | 635771 |
| Largest Losing Trade | -51918 | -35387 | -51918 | -1042587 | -986256 | -1042587 |
| Avg Bars in Trades | 97 | 95 | 98 | 97 | 95 | 98 |
| Avg Bars in Winners | 122 | 102 | 144 | 122 | 102 | 144 |
| Avg Bars in Losers | 76 | 89 | 66 | 76 | 89 | 66 |
| Bars Traded | 6503 | 3152 | 3351 | 6503 | 3152 | 3351 |
| Profit Streak | 0 | 49.0785 | 0 | 0 | 49.0785 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -105886 | 663069 | -582559 | -462128 | -100257 | -582559 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6659,
"evaluation_days": 2219.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571011200000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759485178210,
"expiration_time": 1765231776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 92,
"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": [
[
2128947.0242021107,
2130823.492435107,
-1876.4682329965,
779127.3023925527,
1062863.050263471,
-283735.7478709181
],
[
2128.947024,
2130.823492,
-1.876468,
779.127302,
1062.86305,
-283.735748
],
[
0.959128,
0.959973,
-0.000845,
0.09798,
0.110594,
0
],
[
784.52381,
784.52381,
784.52381,
784.52381,
784.52381,
784.52381
],
[
-88938,
-68345,
-83484,
-2072143,
-1393200,
-1750912
],
[
4.576769,
9.725536,
0.994654,
1.099305,
1.306547,
0.9352
],
[
67,
33,
34,
67,
33,
34
],
[
30,
16,
14,
30,
16,
14
],
[
37,
17,
20,
37,
17,
20
],
[
44.776119,
48.484848,
41.176471,
44.776119,
48.484848,
41.176471
],
[
5.644682,
10.333382,
1.420934,
1.355809,
1.388207,
1.335999
],
[
1988021,
1988021,
56289,
1533246,
1533246,
635771
],
[
-51918,
-35387,
-51918,
-1042587,
-986256,
-1042587
],
[
97,
95,
98,
97,
95,
98
],
[
122,
102,
144,
122,
102,
144
],
[
76,
89,
66,
76,
89,
66
],
[
6503,
3152,
3351,
6503,
3152,
3351
],
[
0,
49.078451,
0,
0,
49.078451,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-105886,
663069,
-582559,
-462128,
-100257,
-582559
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6659,
"evaluation_days": 2219.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571011200000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759485178210,
"expiration_time": 1765231776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 92,
"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) |
|---|