| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2237713.0447 | 2151483.2792 | 86229.7654 | 4472791.1992 | 16783185.8316 | -12310394.6325 |
| Total P&L (%) | 2237.713 | 2151.4833 | 86.2298 | 4472.7912 | 16783.1858 | -12310.3946 |
| Avg Daily Profit (%) | 1.0106 | 0.9716 | 0.0389 | 0.1728 | 0.2319 | 0 |
| Buy And Hold Return (%) | 693.3834 | 693.3834 | 693.3834 | 693.3834 | 693.3834 | 693.3834 |
| Max Trade Drawdown | -146061 | -84810 | -90208 | -18504776 | -7465553 | -13799619 |
| Profit Factor | 5.0577 | 10.7102 | 1.2614 | 1.087 | 1.9284 | 0.6309 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Profitability (%) | 45.9016 | 48.3871 | 43.3333 | 45.9016 | 48.3871 | 43.3333 |
| Ratio Avg Win / Avg Loss | 5.9609 | 11.4242 | 1.6495 | 1.2811 | 2.057 | 0.825 |
| Largest Winning Trade | 1913469 | 1913469 | 54721 | 17336338 | 17336338 | 4643241 |
| Largest Losing Trade | -38280 | -35043 | -38280 | -8699242 | -4020558 | -8699242 |
| Avg Bars in Trades | 213 | 195 | 231 | 213 | 195 | 231 |
| Avg Bars in Winners | 337 | 286 | 395 | 337 | 286 | 395 |
| Avg Bars in Losers | 108 | 111 | 106 | 108 | 111 | 106 |
| Bars Traded | 13022 | 6072 | 6950 | 13022 | 6072 | 6950 |
| 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 | -149316 | 653628 | -308342 | -285007 | 406989 | -583418 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13286,
"evaluation_days": 2214.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570809600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759072097081,
"expiration_time": 1764800352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 88,
"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": [
[
2237713.0446551014,
2151483.279247676,
86229.7654074249,
4472791.1991806775,
16783185.83163383,
-12310394.63245315
],
[
2237.713045,
2151.483279,
86.229765,
4472.791199,
16783.185832,
-12310.394632
],
[
1.01056,
0.971618,
0.038942,
0.172784,
0.231892,
0
],
[
693.383398,
693.383398,
693.383398,
693.383398,
693.383398,
693.383398
],
[
-146061,
-84810,
-90208,
-18504776,
-7465553,
-13799619
],
[
5.057724,
10.710185,
1.261381,
1.086977,
1.928437,
0.630853
],
[
61,
31,
30,
61,
31,
30
],
[
28,
15,
13,
28,
15,
13
],
[
33,
16,
17,
33,
16,
17
],
[
45.901639,
48.387097,
43.333333,
45.901639,
48.387097,
43.333333
],
[
5.960889,
11.424198,
1.649499,
1.28108,
2.056999,
0.824962
],
[
1913469,
1913469,
54721,
17336338,
17336338,
4643241
],
[
-38280,
-35043,
-38280,
-8699242,
-4020558,
-8699242
],
[
213,
195,
231,
213,
195,
231
],
[
337,
286,
395,
337,
286,
395
],
[
108,
111,
106,
108,
111,
106
],
[
13022,
6072,
6950,
13022,
6072,
6950
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149316,
653628,
-308342,
-285007,
406989,
-583418
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13286,
"evaluation_days": 2214.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570809600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759072097081,
"expiration_time": 1764800352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 88,
"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) |
|---|