| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 7274219.2544 | 7185761.6019 | 88457.6525 | 1497255.8575 | 1521862.1307 | -24606.2732 |
| Total P&L (%) | 7274.2193 | 7185.7616 | 88.4577 | 1497.2559 | 1521.8621 | -24.6063 |
| Avg Daily Profit (%) | 3.2777 | 3.2378 | 0.0399 | 0.1249 | 0.1256 | -0.0127 |
| Buy And Hold Return (%) | 705.0682 | 705.0682 | 705.0682 | 705.0682 | 705.0682 | 705.0682 |
| Max Trade Drawdown | -137389 | -64401 | -97215 | -3892554 | -1703958 | -3577016 |
| Profit Factor | 13.0291 | 25.9129 | 1.2797 | 1.1032 | 1.2304 | 0.9969 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
| Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
| Profitability (%) | 46.6667 | 39.4737 | 54.0541 | 46.6667 | 39.4737 | 54.0541 |
| Ratio Avg Win / Avg Loss | 14.8904 | 39.7331 | 1.0877 | 1.2608 | 1.8866 | 0.8474 |
| Largest Winning Trade | 7136113 | 7136113 | 53886 | 1466635 | 1466635 | 1297418 |
| Largest Losing Trade | -83332 | -45900 | -83332 | -2520691 | -1325520 | -2520691 |
| Avg Bars in Trades | 86 | 77 | 96 | 86 | 77 | 96 |
| Avg Bars in Winners | 118 | 108 | 126 | 118 | 108 | 126 |
| Avg Bars in Losers | 58 | 56 | 61 | 58 | 56 | 61 |
| Bars Traded | 6506 | 2931 | 3575 | 6506 | 2931 | 3575 |
| 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 | -38728 | 710274 | -304949 | -201474 | -34041 | -580247 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6658,
"evaluation_days": 2219.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569225600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759463261488,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 46,
"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": [
[
7274219.254382806,
7185761.6018940555,
88457.6524887503,
1497255.8575414529,
1521862.1307474251,
-24606.2732059721
],
[
7274.219254,
7185.761602,
88.457652,
1497.255858,
1521.862131,
-24.606273
],
[
3.277665,
3.237807,
0.039858,
0.12493,
0.125619,
-0.012726
],
[
705.068226,
705.068226,
705.068226,
705.068226,
705.068226,
705.068226
],
[
-137389,
-64401,
-97215,
-3892554,
-1703958,
-3577016
],
[
13.029143,
25.912877,
1.279681,
1.103189,
1.230363,
0.996887
],
[
75,
38,
37,
75,
38,
37
],
[
35,
15,
20,
35,
15,
20
],
[
40,
23,
17,
40,
23,
17
],
[
46.666667,
39.473684,
54.054054,
46.666667,
39.473684,
54.054054
],
[
14.890449,
39.733077,
1.087729,
1.260788,
1.886557,
0.847354
],
[
7136113,
7136113,
53886,
1466635,
1466635,
1297418
],
[
-83332,
-45900,
-83332,
-2520691,
-1325520,
-2520691
],
[
86,
77,
96,
86,
77,
96
],
[
118,
108,
126,
118,
108,
126
],
[
58,
56,
61,
58,
56,
61
],
[
6506,
2931,
3575,
6506,
2931,
3575
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-38728,
710274,
-304949,
-201474,
-34041,
-580247
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6658,
"evaluation_days": 2219.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569225600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759463261488,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 46,
"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) |
|---|