| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2260595.38 | 2258666.629 | 1928.751 | 238807.0892 | 453304.0817 | -214496.9925 |
| Total P&L (%) | 2260.5954 | 2258.6666 | 1.9288 | 238.8071 | 453.3041 | -214.497 |
| Avg Daily Profit (%) | 1.0186 | 1.0178 | 0.0009 | 0.055 | 0.0771 | 0 |
| Buy And Hold Return (%) | 193.977 | 193.977 | 193.977 | 193.977 | 193.977 | 193.977 |
| Max Trade Drawdown | -161963 | -78859 | -124267 | -1294135 | -882700 | -728840 |
| Profit Factor | 4.5012 | 8.6749 | 1.0055 | 1.0563 | 1.2032 | 0.8933 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Profitability (%) | 42.5 | 40 | 45 | 42.5 | 40 | 45 |
| Ratio Avg Win / Avg Loss | 6.0898 | 13.0123 | 1.2289 | 1.4291 | 1.8049 | 1.0919 |
| Largest Winning Trade | 2227340 | 2227340 | 43126 | 1267936 | 1267936 | 269178 |
| Largest Losing Trade | -73113 | -33727 | -73113 | -576237 | -508553 | -576237 |
| Avg Bars in Trades | 100 | 106 | 94 | 100 | 106 | 94 |
| Avg Bars in Winners | 147 | 171 | 127 | 147 | 171 | 127 |
| Avg Bars in Losers | 65 | 63 | 67 | 65 | 63 | 67 |
| Bars Traded | 8050 | 4265 | 3785 | 8050 | 4265 | 3785 |
| 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 | -5909 | 648811 | -573831 | -398639 | -97884 | -581027 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8877,
"evaluation_days": 2219.25,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573041600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759462586418,
"expiration_time": 1765201896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 235,
"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": [
[
2260595.37996989,
2258666.6289737425,
1928.7509961481,
238807.0892018491,
453304.0817176003,
-214496.9925157508
],
[
2260.59538,
2258.666629,
1.928751,
238.807089,
453.304082,
-214.496993
],
[
1.01863,
1.017761,
0.000869,
0.055,
0.077116,
0
],
[
193.976994,
193.976994,
193.976994,
193.976994,
193.976994,
193.976994
],
[
-161963,
-78859,
-124267,
-1294135,
-882700,
-728840
],
[
4.501175,
8.674868,
1.005489,
1.056302,
1.203246,
0.893349
],
[
80,
40,
40,
80,
40,
40
],
[
34,
16,
18,
34,
16,
18
],
[
46,
24,
22,
46,
24,
22
],
[
42.5,
40,
45,
42.5,
40,
45
],
[
6.089825,
13.012302,
1.228931,
1.429115,
1.804869,
1.091871
],
[
2227340,
2227340,
43126,
1267936,
1267936,
269178
],
[
-73113,
-33727,
-73113,
-576237,
-508553,
-576237
],
[
100,
106,
94,
100,
106,
94
],
[
147,
171,
127,
147,
171,
127
],
[
65,
63,
67,
65,
63,
67
],
[
8050,
4265,
3785,
8050,
4265,
3785
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-5909,
648811,
-573831,
-398639,
-97884,
-581027
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8877,
"evaluation_days": 2219.25,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573041600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759462586418,
"expiration_time": 1765201896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 235,
"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) |
|---|