| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2713653.0457 | 2571293.6355 | 142359.4102 | 10842830.9539 | 14382020.9188 | -3539189.9648 |
| Total P&L (%) | 2713.653 | 2571.2936 | 142.3594 | 10842.831 | 14382.0209 | -3539.19 |
| Avg Daily Profit (%) | 1.2194 | 1.1555 | 0.064 | 0.2112 | 0.2238 | 0 |
| Buy And Hold Return (%) | 735.851 | 735.851 | 735.851 | 735.851 | 735.851 | 735.851 |
| Max Trade Drawdown | -195691 | -113239 | -112808 | -90097021 | -40598750 | -54691561 |
| Profit Factor | 5.7939 | 10.6723 | 1.4742 | 1.0558 | 1.1482 | 0.9636 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Profitability (%) | 49.3976 | 52.381 | 46.3415 | 49.3976 | 52.381 | 46.3415 |
| Ratio Avg Win / Avg Loss | 5.9352 | 9.7021 | 1.7069 | 1.0815 | 1.0438 | 1.1158 |
| Largest Winning Trade | 2337843 | 2337843 | 55300 | 47964406 | 47964406 | 21249405 |
| Largest Losing Trade | -38453 | -38453 | -35060 | -27590106 | -19020368 | -27590106 |
| Avg Bars in Trades | 78 | 75 | 81 | 78 | 75 | 81 |
| Avg Bars in Winners | 109 | 98 | 122 | 109 | 98 | 122 |
| Avg Bars in Losers | 47 | 49 | 46 | 47 | 49 | 46 |
| Bars Traded | 6514 | 3162 | 3352 | 6514 | 3162 | 3352 |
| 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 | 644241 | 708588 | -272415 | -152555 | -48953 | -580498 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6676,
"evaluation_days": 2225.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570492800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759986179625,
"expiration_time": 1765736064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 187,
"offset": 0,
"std": 3.08321
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 74,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
2713653.0456912867,
2571293.635471819,
142359.4102194664,
10842830.953925239,
14382020.918756494,
-3539189.964831229
],
[
2713.653046,
2571.293635,
142.35941,
10842.830954,
14382.020919,
-3539.189965
],
[
1.219438,
1.155466,
0.063972,
0.211215,
0.223835,
0
],
[
735.850957,
735.850957,
735.850957,
735.850957,
735.850957,
735.850957
],
[
-195691,
-113239,
-112808,
-90097021,
-40598750,
-54691561
],
[
5.79391,
10.672278,
1.474182,
1.055773,
1.148164,
0.963642
],
[
83,
42,
41,
83,
42,
41
],
[
41,
22,
19,
41,
22,
19
],
[
42,
20,
22,
42,
20,
22
],
[
49.39759,
52.380952,
46.341463,
49.39759,
52.380952,
46.341463
],
[
5.935225,
9.702071,
1.706948,
1.081524,
1.043785,
1.115796
],
[
2337843,
2337843,
55300,
47964406,
47964406,
21249405
],
[
-38453,
-38453,
-35060,
-27590106,
-19020368,
-27590106
],
[
78,
75,
81,
78,
75,
81
],
[
109,
98,
122,
109,
98,
122
],
[
47,
49,
46,
47,
49,
46
],
[
6514,
3162,
3352,
6514,
3162,
3352
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
644241,
708588,
-272415,
-152555,
-48953,
-580498
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6676,
"evaluation_days": 2225.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570492800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759986179625,
"expiration_time": 1765736064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 187,
"offset": 0,
"std": 3.08321
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 74,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|