| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2147674.397 | 2110635.6401 | 37038.757 | 666555.1037 | 619380.8226 | 47174.2811 |
| Total P&L (%) | 2147.6744 | 2110.6356 | 37.0388 | 666.5551 | 619.3808 | 47.1743 |
| Avg Daily Profit (%) | 1.0313 | 1.0135 | 0.0178 | 0.0979 | 0.0948 | 0.0186 |
| Buy And Hold Return (%) | 323.8224 | 323.8224 | 323.8224 | 323.8224 | 323.8224 | 323.8224 |
| Max Trade Drawdown | -132581 | -85074 | -129847 | -1192675 | -792994 | -572496 |
| Profit Factor | 3.3398 | 5.4701 | 1.0831 | 1.1299 | 1.2367 | 1.0188 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
| Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
| Profitability (%) | 37.7907 | 32.5581 | 43.0233 | 37.7907 | 32.5581 | 43.0233 |
| Ratio Avg Win / Avg Loss | 5.4979 | 11.3309 | 1.4344 | 1.8601 | 2.5617 | 1.3492 |
| Largest Winning Trade | 2020386 | 2020386 | 41372 | 1380132 | 1380132 | 273806 |
| Largest Losing Trade | -43131 | -38366 | -43131 | -379434 | -260679 | -379434 |
| Avg Bars in Trades | 141 | 145 | 138 | 141 | 145 | 138 |
| Avg Bars in Winners | 215 | 232 | 201 | 215 | 232 | 201 |
| Avg Bars in Losers | 97 | 103 | 90 | 97 | 103 | 90 |
| Bars Traded | 24416 | 12535 | 11881 | 24416 | 12535 | 11881 |
| 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 | 563771 | 506249 | -467022 | -148743 | -79763 | -536749 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1581091200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758925998672,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 178,
"offset": 139
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 77,
"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": [
[
2147674.3970139064,
2110635.6400534976,
37038.756960407,
666555.1036686836,
619380.8226098418,
47174.2810588423
],
[
2147.674397,
2110.63564,
37.038757,
666.555104,
619.380823,
47.174281
],
[
1.031296,
1.013511,
0.017786,
0.09785,
0.094797,
0.018559
],
[
323.822426,
323.822426,
323.822426,
323.822426,
323.822426,
323.822426
],
[
-132581,
-85074,
-129847,
-1192675,
-792994,
-572496
],
[
3.339835,
5.470084,
1.083101,
1.129948,
1.236687,
1.018776
],
[
172,
86,
86,
172,
86,
86
],
[
65,
28,
37,
65,
28,
37
],
[
107,
58,
49,
107,
58,
49
],
[
37.790698,
32.55814,
43.023256,
37.790698,
32.55814,
43.023256
],
[
5.497881,
11.330888,
1.434378,
1.860068,
2.561709,
1.349189
],
[
2020386,
2020386,
41372,
1380132,
1380132,
273806
],
[
-43131,
-38366,
-43131,
-379434,
-260679,
-379434
],
[
141,
145,
138,
141,
145,
138
],
[
215,
232,
201,
215,
232,
201
],
[
97,
103,
90,
97,
103,
90
],
[
24416,
12535,
11881,
24416,
12535,
11881
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
563771,
506249,
-467022,
-148743,
-79763,
-536749
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1581091200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758925998672,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 178,
"offset": 139
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 77,
"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) |
|---|