| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 194930.8347 | 113497.089 | 81433.7457 | 140134.4748 | 100177.8624 | 39956.6124 |
| Total P&L (%) | 194.9308 | 113.4971 | 81.4337 | 140.1345 | 100.1779 | 39.9566 |
| Avg Daily Profit (%) | 0.1871 | 0.109 | 0.0782 | 0.0841 | 0.0667 | 0.0323 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -123972 | -65768 | -73562 | -211848 | -123734 | -126904 |
| Profit Factor | 1.4793 | 1.5974 | 1.3758 | 1.201 | 1.3065 | 1.1079 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
| Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
| Profitability (%) | 47.619 | 41.5094 | 53.8462 | 47.619 | 41.5094 | 53.8462 |
| Ratio Avg Win / Avg Loss | 1.6273 | 2.2509 | 1.1793 | 1.3211 | 1.8409 | 0.9496 |
| Largest Winning Trade | 92231 | 92231 | 53733 | 105958 | 105958 | 59429 |
| Largest Losing Trade | -31557 | -31557 | -25310 | -47445 | -47445 | -38659 |
| Avg Bars in Trades | 225 | 206 | 244 | 225 | 206 | 244 |
| Avg Bars in Winners | 323 | 291 | 348 | 323 | 291 | 348 |
| Avg Bars in Losers | 136 | 147 | 123 | 136 | 147 | 123 |
| Bars Traded | 23681 | 10967 | 12714 | 23681 | 10967 | 12714 |
| Profit Streak | 19.1867 | 41.77 | 0 | 19.1867 | 41.77 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349717 | -226444 | -267575 | -81231 | -284634 | -435039 |
{
"trading_pair": "CHZ_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669618800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759004930979,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 142,
"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": [
[
194930.8346843653,
113497.08899483,
81433.7456895352,
140134.474822263,
100177.862403791,
39956.6124184719
],
[
194.930835,
113.497089,
81.433746,
140.134475,
100.177862,
39.956612
],
[
0.187142,
0.108962,
0.07818,
0.084138,
0.066653,
0.032278
],
[
10,
10,
10,
10,
10,
10
],
[
-123972,
-65768,
-73562,
-211848,
-123734,
-126904
],
[
1.479334,
1.597431,
1.375799,
1.201011,
1.306457,
1.107915
],
[
105,
53,
52,
105,
53,
52
],
[
50,
22,
28,
50,
22,
28
],
[
55,
31,
24,
55,
31,
24
],
[
47.619048,
41.509434,
53.846154,
47.619048,
41.509434,
53.846154
],
[
1.627267,
2.250925,
1.179256,
1.321112,
1.840917,
0.949642
],
[
92231,
92231,
53733,
105958,
105958,
59429
],
[
-31557,
-31557,
-25310,
-47445,
-47445,
-38659
],
[
225,
206,
244,
225,
206,
244
],
[
323,
291,
348,
323,
291,
348
],
[
136,
147,
123,
136,
147,
123
],
[
23681,
10967,
12714,
23681,
10967,
12714
],
[
19.186701,
41.770034,
0,
19.186701,
41.770034,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349717,
-226444,
-267575,
-81231,
-284634,
-435039
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669618800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759004930979,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 142,
"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) |
|---|