| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2472748.9363 | 2562547.9215 | -89798.9852 | -37355.4745 | 2710260.4281 | -2747615.9026 |
| Total P&L (%) | 2472.7489 | 2562.5479 | -89.799 | -37.3555 | 2710.2604 | -2747.6159 |
| Avg Daily Profit (%) | 1.1869 | 1.23 | -0.0431 | -0.0224 | 0.1603 | 0 |
| Buy And Hold Return (%) | 160.7263 | 160.7263 | 160.7263 | 160.7263 | 160.7263 | 160.7263 |
| Max Trade Drawdown | -298751 | -193428 | -106165 | -5261747 | -2185798 | -3105834 |
| Profit Factor | 3.8552 | 5.6332 | 0.7131 | 0.9954 | 1.6655 | 0.3179 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
| Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
| Profitability (%) | 39.7727 | 40.9091 | 38.6364 | 39.7727 | 40.9091 | 38.6364 |
| Ratio Avg Win / Avg Loss | 5.8378 | 8.1368 | 1.1325 | 1.5073 | 2.4058 | 0.5048 |
| Largest Winning Trade | 2679299 | 2679299 | 32179 | 4814574 | 4814574 | 330122 |
| Largest Losing Trade | -58125 | -34577 | -58125 | -2617511 | -821192 | -2617511 |
| Avg Bars in Trades | 138 | 243 | 34 | 138 | 243 | 34 |
| Avg Bars in Winners | 230 | 390 | 61 | 230 | 390 | 61 |
| Avg Bars in Losers | 78 | 141 | 17 | 78 | 141 | 17 |
| Bars Traded | 24453 | 21391 | 3062 | 24453 | 21391 | 3062 |
| 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 | 626463 | 645992 | -583849 | -581055 | 251945 | -585516 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580090400000,
"first_datapoint_time": 1581868800000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760157378013,
"expiration_time": 1766635200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 248,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 205,
"offset": 208,
"multiplier": 2.82139
}
}
} {
"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": [
[
2472748.936303107,
2562547.921454374,
-89798.9851512696,
-37355.4745061338,
2710260.428127575,
-2747615.902633708
],
[
2472.748936,
2562.547921,
-89.798985,
-37.355475,
2710.260428,
-2747.615903
],
[
1.186921,
1.230025,
-0.043104,
-0.022447,
0.16025,
0
],
[
160.726338,
160.726338,
160.726338,
160.726338,
160.726338,
160.726338
],
[
-298751,
-193428,
-106165,
-5261747,
-2185798,
-3105834
],
[
3.855176,
5.633159,
0.713074,
0.995388,
1.66552,
0.317855
],
[
176,
88,
88,
176,
88,
88
],
[
70,
36,
34,
70,
36,
34
],
[
106,
52,
54,
106,
52,
54
],
[
39.772727,
40.909091,
38.636364,
39.772727,
40.909091,
38.636364
],
[
5.837838,
8.136785,
1.13253,
1.507302,
2.405751,
0.504829
],
[
2679299,
2679299,
32179,
4814574,
4814574,
330122
],
[
-58125,
-34577,
-58125,
-2617511,
-821192,
-2617511
],
[
138,
243,
34,
138,
243,
34
],
[
230,
390,
61,
230,
390,
61
],
[
78,
141,
17,
78,
141,
17
],
[
24453,
21391,
3062,
24453,
21391,
3062
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
626463,
645992,
-583849,
-581055,
251945,
-585516
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580090400000,
"first_datapoint_time": 1581868800000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760157378013,
"expiration_time": 1766635200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 248,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 205,
"offset": 208,
"multiplier": 2.82139
}
}
}
| # | 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) |
|---|