| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3510208.1823 | 3556609.6937 | -46401.5114 | 49772.3775 | 1190409.9579 | -1140637.5805 |
| Total P&L (%) | 3510.2082 | 3556.6097 | -46.4015 | 49.7724 | 1190.41 | -1140.6376 |
| Avg Daily Profit (%) | 1.6849 | 1.7072 | -0.0223 | 0.0194 | 0.1228 | 0 |
| Buy And Hold Return (%) | 441.5982 | 441.5982 | 441.5982 | 441.5982 | 441.5982 | 441.5982 |
| Max Trade Drawdown | -228479 | -137937 | -158443 | -2053619 | -945258 | -1231110 |
| Profit Factor | 4.8948 | 7.9452 | 0.8808 | 1.0139 | 1.6217 | 0.3183 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Profitability (%) | 31.4815 | 32.0988 | 30.8642 | 31.4815 | 32.0988 | 30.8642 |
| Ratio Avg Win / Avg Loss | 10.6534 | 16.8072 | 1.9729 | 2.2067 | 3.4306 | 0.713 |
| Largest Winning Trade | 3632688 | 3632688 | 45086 | 2099658 | 2099658 | 65160 |
| Largest Losing Trade | -38731 | -38731 | -34702 | -748696 | -353351 | -748696 |
| Avg Bars in Trades | 150 | 191 | 110 | 150 | 191 | 110 |
| Avg Bars in Winners | 322 | 397 | 244 | 322 | 397 | 244 |
| Avg Bars in Losers | 71 | 94 | 49 | 71 | 94 | 49 |
| Bars Traded | 24412 | 15501 | 8911 | 24412 | 15501 | 8911 |
| Profit Streak | 3.4678 | 4.0511 | 0 | 3.4678 | 4.0511 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 525179 | 122026 | -597400 | -543949 | -48009 | -600177 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579096800000,
"first_datapoint_time": 1580558400000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759166017837,
"expiration_time": 1765641600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 204,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 67,
"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": [
[
3510208.1822910407,
3556609.693663917,
-46401.511372876,
49772.3774680138,
1190409.9579467664,
-1140637.5804787523
],
[
3510.208182,
3556.609694,
-46.401511,
49.772377,
1190.409958,
-1140.63758
],
[
1.684903,
1.707175,
-0.022273,
0.019391,
0.122838,
0
],
[
441.598248,
441.598248,
441.598248,
441.598248,
441.598248,
441.598248
],
[
-228479,
-137937,
-158443,
-2053619,
-945258,
-1231110
],
[
4.894802,
7.945234,
0.880765,
1.013872,
1.621741,
0.318295
],
[
162,
81,
81,
162,
81,
81
],
[
51,
26,
25,
51,
26,
25
],
[
111,
55,
56,
111,
55,
56
],
[
31.481481,
32.098765,
30.864198,
31.481481,
32.098765,
30.864198
],
[
10.653393,
16.807226,
1.972914,
2.206664,
3.430607,
0.712981
],
[
3632688,
3632688,
45086,
2099658,
2099658,
65160
],
[
-38731,
-38731,
-34702,
-748696,
-353351,
-748696
],
[
150,
191,
110,
150,
191,
110
],
[
322,
397,
244,
322,
397,
244
],
[
71,
94,
49,
71,
94,
49
],
[
24412,
15501,
8911,
24412,
15501,
8911
],
[
3.467799,
4.051132,
0,
3.467799,
4.051132,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
525179,
122026,
-597400,
-543949,
-48009,
-600177
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579096800000,
"first_datapoint_time": 1580558400000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759166017837,
"expiration_time": 1765641600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 204,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 67,
"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) |
|---|