| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2882342.174 | 2697327.854 | 185014.32 | 57479868.0071 | 28615934.0732 | 28863933.9339 |
| Total P&L (%) | 2882.3422 | 2697.3279 | 185.0143 | 57479.868 | 28615.9341 | 28863.9339 |
| Avg Daily Profit (%) | 1.3036 | 1.22 | 0.0837 | 0.2879 | 0.2563 | 0.2567 |
| Buy And Hold Return (%) | 494.4168 | 494.4168 | 494.4168 | 494.4168 | 494.4168 | 494.4168 |
| Max Trade Drawdown | -97902 | -69449 | -73614 | -42466880 | -26146106 | -33866433 |
| Profit Factor | 4.2883 | 7.5919 | 1.3959 | 1.2342 | 1.2523 | 1.2186 |
| Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
| Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
| Losing Trades | 117 | 62 | 55 | 117 | 62 | 55 |
| Profitability (%) | 39.3782 | 36.0825 | 42.7083 | 39.3782 | 36.0825 | 42.7083 |
| Ratio Avg Win / Avg Loss | 6.6018 | 13.4485 | 1.8725 | 1.9 | 2.2184 | 1.6348 |
| Largest Winning Trade | 2237745 | 2237745 | 48099 | 19847697 | 19847697 | 16747022 |
| Largest Losing Trade | -21012 | -19383 | -21012 | -15965210 | -6908526 | -15965210 |
| Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
| Avg Bars in Winners | 37 | 38 | 37 | 37 | 38 | 37 |
| Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
| Bars Traded | 4361 | 2174 | 2187 | 4361 | 2174 | 2187 |
| Profit Streak | 0 | 0 | 35.176 | 0 | 0 | 35.176 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 621133 | 561571 | -247544 | 242614 | 143735 | 248646 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1568635200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758989608955,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
2882342.1739622583,
2697327.854001932,
185014.3199603271,
57479868.007126495,
28615934.07324698,
28863933.933879472
],
[
2882.342174,
2697.327854,
185.01432,
57479.868007,
28615.934073,
28863.933934
],
[
1.303637,
1.219958,
0.083679,
0.287874,
0.256322,
0.256712
],
[
494.416837,
494.416837,
494.416837,
494.416837,
494.416837,
494.416837
],
[
-97902,
-69449,
-73614,
-42466880,
-26146106,
-33866433
],
[
4.288347,
7.591897,
1.395885,
1.2342,
1.252308,
1.218644
],
[
193,
97,
96,
193,
97,
96
],
[
76,
35,
41,
76,
35,
41
],
[
117,
62,
55,
117,
62,
55
],
[
39.378238,
36.082474,
42.708333,
39.378238,
36.082474,
42.708333
],
[
6.601797,
13.448502,
1.872528,
1.900019,
2.218373,
1.634766
],
[
2237745,
2237745,
48099,
19847697,
19847697,
16747022
],
[
-21012,
-19383,
-21012,
-15965210,
-6908526,
-15965210
],
[
22,
22,
22,
22,
22,
22
],
[
37,
38,
37,
37,
38,
37
],
[
12,
13,
11,
12,
13,
11
],
[
4361,
2174,
2187,
4361,
2174,
2187
],
[
0,
0,
35.176029,
0,
0,
35.17603
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
621133,
561571,
-247544,
242614,
143735,
248646
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1568635200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758989608955,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|