| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1677399.0401 | 1590515.0349 | 86884.0052 | 718020.0996 | 552762.137 | 165257.9626 |
| Total P&L (%) | 1677.399 | 1590.515 | 86.884 | 718.0201 | 552.7621 | 165.258 |
| Avg Daily Profit (%) | 0.7549 | 0.7158 | 0.0391 | 0.0946 | 0.0845 | 0.0439 |
| Buy And Hold Return (%) | 237.1525 | 237.1525 | 237.1525 | 237.1525 | 237.1525 | 237.1525 |
| Max Trade Drawdown | -131018 | -100275 | -101613 | -4037961 | -2698386 | -2241396 |
| Profit Factor | 3.9016 | 6.2139 | 1.3182 | 1.089 | 1.134 | 1.0419 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 50.7692 | 46.875 | 54.5455 | 50.7692 | 46.875 | 54.5455 |
| Ratio Avg Win / Avg Loss | 3.7834 | 7.0424 | 1.0985 | 1.056 | 1.2852 | 0.8683 |
| Largest Winning Trade | 1361992 | 1361992 | 44304 | 1383006 | 1383006 | 1014748 |
| Largest Losing Trade | -88654 | -47110 | -88654 | -2241396 | -849918 | -2241396 |
| Avg Bars in Trades | 98 | 113 | 84 | 98 | 113 | 84 |
| Avg Bars in Winners | 118 | 136 | 104 | 118 | 136 | 104 |
| Avg Bars in Losers | 77 | 93 | 59 | 77 | 93 | 59 |
| Bars Traded | 6414 | 3636 | 2778 | 6414 | 3636 | 2778 |
| 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 | -116130 | 703131 | -305688 | -327833 | -158804 | -475566 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6666,
"evaluation_days": 2222,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573430400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759694723353,
"expiration_time": 1765439424000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 161,
"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": [
[
1677399.0401074204,
1590515.0348684234,
86884.0052389969,
718020.0996160466,
552762.1370069853,
165257.9626090607
],
[
1677.39904,
1590.515035,
86.884005,
718.0201,
552.762137,
165.257963
],
[
0.754905,
0.715803,
0.039102,
0.094631,
0.084466,
0.043913
],
[
237.15246,
237.15246,
237.15246,
237.15246,
237.15246,
237.15246
],
[
-131018,
-100275,
-101613,
-4037961,
-2698386,
-2241396
],
[
3.901617,
6.213855,
1.318215,
1.088996,
1.13402,
1.041906
],
[
65,
32,
33,
65,
32,
33
],
[
33,
15,
18,
33,
15,
18
],
[
32,
17,
15,
32,
17,
15
],
[
50.769231,
46.875,
54.545455,
50.769231,
46.875,
54.545455
],
[
3.783387,
7.042369,
1.098513,
1.055996,
1.285223,
0.868255
],
[
1361992,
1361992,
44304,
1383006,
1383006,
1014748
],
[
-88654,
-47110,
-88654,
-2241396,
-849918,
-2241396
],
[
98,
113,
84,
98,
113,
84
],
[
118,
136,
104,
118,
136,
104
],
[
77,
93,
59,
77,
93,
59
],
[
6414,
3636,
2778,
6414,
3636,
2778
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-116130,
703131,
-305688,
-327833,
-158804,
-475566
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6666,
"evaluation_days": 2222,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573430400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759694723353,
"expiration_time": 1765439424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 161,
"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) |
|---|