| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2234295.8203 | 2202568.081 | 31727.7392 | 1306401.805 | 741317.1592 | 565084.6458 |
| Total P&L (%) | 2234.2958 | 2202.5681 | 31.7277 | 1306.4018 | 741.3172 | 565.0846 |
| Avg Daily Profit (%) | 1.0729 | 1.0577 | 0.0152 | 0.127 | 0.1023 | 0.091 |
| Buy And Hold Return (%) | 490.8761 | 490.8761 | 490.8761 | 490.8761 | 490.8761 | 490.8761 |
| Max Trade Drawdown | -137498 | -71245 | -116006 | -3440829 | -1886974 | -3029291 |
| Profit Factor | 3.4521 | 5.7079 | 1.0716 | 1.0915 | 1.0997 | 1.0826 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
| Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
| Profitability (%) | 40.1235 | 37.037 | 43.2099 | 40.1235 | 37.037 | 43.2099 |
| Ratio Avg Win / Avg Loss | 5.1516 | 9.7035 | 1.4083 | 1.6288 | 1.8694 | 1.4228 |
| Largest Winning Trade | 2031943 | 2031943 | 45331 | 1821830 | 1821830 | 893139 |
| Largest Losing Trade | -46540 | -46540 | -34059 | -953797 | -525041 | -953797 |
| Avg Bars in Trades | 152 | 149 | 156 | 152 | 149 | 156 |
| Avg Bars in Winners | 235 | 242 | 229 | 235 | 242 | 229 |
| Avg Bars in Losers | 97 | 93 | 100 | 97 | 93 | 100 |
| Bars Traded | 24749 | 12069 | 12680 | 24749 | 12069 | 12680 |
| Profit Streak | 17.0489 | 38.8822 | 0 | 17.0489 | 38.8822 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 570666 | 124614 | -494673 | -147631 | -192346 | -334029 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580054400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759014624522,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 131,
"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": [
[
2234295.8202777253,
2202568.0810327046,
31727.7392450208,
1306401.8050384293,
741317.1591909624,
565084.6458474668
],
[
2234.29582,
2202.568081,
31.727739,
1306.401805,
741.317159,
565.084646
],
[
1.072891,
1.057656,
0.015235,
0.127025,
0.102324,
0.091026
],
[
490.876071,
490.876071,
490.876071,
490.876071,
490.876071,
490.876071
],
[
-137498,
-71245,
-116006,
-3440829,
-1886974,
-3029291
],
[
3.452115,
5.707932,
1.071567,
1.091492,
1.099668,
1.082603
],
[
162,
81,
81,
162,
81,
81
],
[
65,
30,
35,
65,
30,
35
],
[
97,
51,
46,
97,
51,
46
],
[
40.123457,
37.037037,
43.209877,
40.123457,
37.037037,
43.209877
],
[
5.151617,
9.703485,
1.408345,
1.628842,
1.869435,
1.422849
],
[
2031943,
2031943,
45331,
1821830,
1821830,
893139
],
[
-46540,
-46540,
-34059,
-953797,
-525041,
-953797
],
[
152,
149,
156,
152,
149,
156
],
[
235,
242,
229,
235,
242,
229
],
[
97,
93,
100,
97,
93,
100
],
[
24749,
12069,
12680,
24749,
12069,
12680
],
[
17.048895,
38.882228,
0,
17.048895,
38.882228,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
570666,
124614,
-494673,
-147631,
-192346,
-334029
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580054400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759014624522,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 131,
"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) |
|---|