| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2139831.7777 | 2189733.5734 | -49901.7957 | 83703.5889 | 600707.1798 | -517003.5909 |
| Total P&L (%) | 2139.8318 | 2189.7336 | -49.9018 | 83.7036 | 600.7072 | -517.0036 |
| Avg Daily Profit (%) | 1.0271 | 1.0511 | -0.024 | 0.0292 | 0.0935 | 0 |
| Buy And Hold Return (%) | 142.0178 | 142.0178 | 142.0178 | 142.0178 | 142.0178 | 142.0178 |
| Max Trade Drawdown | -141474 | -93298 | -177944 | -1234816 | -786429 | -649242 |
| Profit Factor | 2.616 | 5.0443 | 0.9362 | 1.0199 | 1.3287 | 0.7825 |
| Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
| Winning Trades | 153 | 72 | 81 | 153 | 72 | 81 |
| Losing Trades | 213 | 111 | 102 | 213 | 111 | 102 |
| Profitability (%) | 41.8033 | 39.3443 | 44.2623 | 41.8033 | 39.3443 | 44.2623 |
| Ratio Avg Win / Avg Loss | 3.6419 | 7.7766 | 1.179 | 1.4199 | 2.0484 | 0.9853 |
| Largest Winning Trade | 2157887 | 2157887 | 55337 | 1235152 | 1235152 | 237766 |
| Largest Losing Trade | -44659 | -25382 | -44659 | -236788 | -236788 | -205336 |
| Avg Bars in Trades | 66 | 48 | 85 | 66 | 48 | 85 |
| Avg Bars in Winners | 95 | 66 | 121 | 95 | 66 | 121 |
| Avg Bars in Losers | 45 | 36 | 56 | 45 | 36 | 56 |
| Bars Traded | 24412 | 8849 | 15562 | 24412 | 8849 | 15562 |
| 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 | 614805 | 628928 | -580939 | -519558 | -72117 | -582606 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579795200000,
"first_datapoint_time": 1581580800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759866817554,
"expiration_time": 1766340000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 195,
"na": 0.2,
"nb": 0.1,
"nc": 0.00494
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 249,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
2139831.777688588,
2189733.573355557,
-49901.7956669683,
83703.5888915731,
600707.1797605747,
-517003.5908690015
],
[
2139.831778,
2189.733573,
-49.901796,
83.703589,
600.70718,
-517.003591
],
[
1.027121,
1.051074,
-0.023953,
0.029196,
0.093496,
0
],
[
142.01777,
142.01777,
142.01777,
142.01777,
142.01777,
142.01777
],
[
-141474,
-93298,
-177944,
-1234816,
-786429,
-649242
],
[
2.615985,
5.044279,
0.936246,
1.019908,
1.328662,
0.782478
],
[
366,
183,
183,
366,
183,
183
],
[
153,
72,
81,
153,
72,
81
],
[
213,
111,
102,
213,
111,
102
],
[
41.803279,
39.344262,
44.262295,
41.803279,
39.344262,
44.262295
],
[
3.641861,
7.776597,
1.178977,
1.419872,
2.048354,
0.985342
],
[
2157887,
2157887,
55337,
1235152,
1235152,
237766
],
[
-44659,
-25382,
-44659,
-236788,
-236788,
-205336
],
[
66,
48,
85,
66,
48,
85
],
[
95,
66,
121,
95,
66,
121
],
[
45,
36,
56,
45,
36,
56
],
[
24412,
8849,
15562,
24412,
8849,
15562
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
614805,
628928,
-580939,
-519558,
-72117,
-582606
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579795200000,
"first_datapoint_time": 1581580800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759866817554,
"expiration_time": 1766340000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 195,
"na": 0.2,
"nb": 0.1,
"nc": 0.00494
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 249,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|