| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 4038516.1599 | 4027794.7881 | 10721.3718 | 751747.9205 | 1733674.1939 | -981926.2734 |
| Total P&L (%) | 4038.5162 | 4027.7948 | 10.7214 | 751.7479 | 1733.6742 | -981.9263 |
| Avg Daily Profit (%) | 1.8147 | 1.8098 | 0.0048 | 0.0963 | 0.1308 | 0 |
| Buy And Hold Return (%) | 830.0159 | 830.0159 | 830.0159 | 830.0159 | 830.0159 | 830.0159 |
| Max Trade Drawdown | -167431 | -137068 | -92803 | -8596811 | -7458119 | -2203110 |
| Profit Factor | 6.7325 | 9.8789 | 1.0427 | 1.0462 | 1.1478 | 0.7843 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Profitability (%) | 44.3662 | 43.662 | 45.0704 | 44.3662 | 43.662 | 45.0704 |
| Ratio Avg Win / Avg Loss | 8.4424 | 12.747 | 1.2708 | 1.3119 | 1.481 | 0.9559 |
| Largest Winning Trade | 3981947 | 3981947 | 28482 | 9010875 | 9010875 | 440351 |
| Largest Losing Trade | -47877 | -47877 | -33547 | -3828681 | -3828681 | -1416275 |
| Avg Bars in Trades | 88 | 141 | 34 | 88 | 141 | 34 |
| Avg Bars in Winners | 135 | 235 | 39 | 135 | 235 | 39 |
| Avg Bars in Losers | 49 | 69 | 29 | 49 | 69 | 29 |
| Bars Traded | 12496 | 10075 | 2420 | 12496 | 10075 | 2420 |
| Profit Streak | 0 | 125.6181 | 0 | 0 | 125.6181 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 695058 | -67357 | -614549 | -401330 | -170728 | -669653 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13353,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570305600000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760035803071,
"expiration_time": 1765794096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 30,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
4038516.15993534,
4027794.7881380264,
10721.3717973125,
751747.9204948773,
1733674.1938780711,
-981926.273383193
],
[
4038.51616,
4027.794788,
10.721372,
751.74792,
1733.674194,
-981.926273
],
[
1.814656,
1.809838,
0.004818,
0.0963,
0.130793,
0
],
[
830.015905,
830.015905,
830.015905,
830.015905,
830.015905,
830.015905
],
[
-167431,
-137068,
-92803,
-8596811,
-7458119,
-2203110
],
[
6.732513,
9.878938,
1.042739,
1.046163,
1.147781,
0.784344
],
[
142,
71,
71,
142,
71,
71
],
[
63,
31,
32,
63,
31,
32
],
[
79,
40,
39,
79,
40,
39
],
[
44.366197,
43.661972,
45.070423,
44.366197,
43.661972,
45.070423
],
[
8.442358,
12.747017,
1.270838,
1.311855,
1.481007,
0.955919
],
[
3981947,
3981947,
28482,
9010875,
9010875,
440351
],
[
-47877,
-47877,
-33547,
-3828681,
-3828681,
-1416275
],
[
88,
141,
34,
88,
141,
34
],
[
135,
235,
39,
135,
235,
39
],
[
49,
69,
29,
49,
69,
29
],
[
12496,
10075,
2420,
12496,
10075,
2420
],
[
0,
125.618091,
0,
0,
125.618091,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
695058,
-67357,
-614549,
-401330,
-170728,
-669653
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13353,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570305600000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760035803071,
"expiration_time": 1765794096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 30,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|