| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1427497.768 | 1402458.1367 | 25039.6312 | 830446.4123 | 5900288.0767 | -5069841.6644 |
| Total P&L (%) | 1427.4978 | 1402.4581 | 25.0396 | 830.4464 | 5900.2881 | -5069.8417 |
| Avg Daily Profit (%) | 0.6852 | 0.6732 | 0.012 | 0.1071 | 0.1967 | 0 |
| Buy And Hold Return (%) | 421.7793 | 421.7793 | 421.7793 | 421.7793 | 421.7793 | 421.7793 |
| Max Trade Drawdown | -197349 | -153319 | -74344 | -30797381 | -25669755 | -7606533 |
| Profit Factor | 2.0539 | 2.4128 | 1.0692 | 1.0066 | 1.0625 | 0.8372 |
| Total Trades | 417 | 208 | 209 | 417 | 208 | 209 |
| Winning Trades | 227 | 101 | 126 | 227 | 101 | 126 |
| Losing Trades | 190 | 107 | 83 | 190 | 107 | 83 |
| Profitability (%) | 54.4365 | 48.5577 | 60.2871 | 54.4365 | 48.5577 | 60.2871 |
| Ratio Avg Win / Avg Loss | 1.7191 | 2.5561 | 0.7043 | 0.8425 | 1.1256 | 0.5515 |
| Largest Winning Trade | 1088937 | 1088937 | 19816 | 29021110 | 29021110 | 1692150 |
| Largest Losing Trade | -44300 | -44300 | -22601 | -10602384 | -10602384 | -3433475 |
| Avg Bars in Trades | 59 | 108 | 11 | 59 | 108 | 11 |
| Avg Bars in Winners | 66 | 137 | 9 | 66 | 137 | 9 |
| Avg Bars in Losers | 50 | 79 | 13 | 50 | 79 | 13 |
| Bars Traded | 24820 | 22492 | 2328 | 24820 | 22492 | 2328 |
| Profit Streak | 6.7608 | 0 | 43.4275 | 6.7608 | 0 | 43.4275 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 603401 | 497849 | -484944 | -268136 | -143836 | -577086 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579132800000,
"first_datapoint_time": 1579298400000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759205736583,
"expiration_time": 1765677600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 24,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 17,
"offset": 0,
"a": 0.74707
}
}
} {
"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": [
[
1427497.7679634744,
1402458.1367166052,
25039.6312468684,
830446.412296696,
5900288.0767085515,
-5069841.66441186
],
[
1427.497768,
1402.458137,
25.039631,
830.446412,
5900.288077,
-5069.841664
],
[
0.6852,
0.673181,
0.012019,
0.107121,
0.196724,
0
],
[
421.779303,
421.779303,
421.779303,
421.779303,
421.779303,
421.779303
],
[
-197349,
-153319,
-74344,
-30797381,
-25669755,
-7606533
],
[
2.053867,
2.412814,
1.069197,
1.006612,
1.062462,
0.837212
],
[
417,
208,
209,
417,
208,
209
],
[
227,
101,
126,
227,
101,
126
],
[
190,
107,
83,
190,
107,
83
],
[
54.436451,
48.557692,
60.287081,
54.436451,
48.557692,
60.287081
],
[
1.719096,
2.556149,
0.704312,
0.842538,
1.125578,
0.551497
],
[
1088937,
1088937,
19816,
29021110,
29021110,
1692150
],
[
-44300,
-44300,
-22601,
-10602384,
-10602384,
-3433475
],
[
59,
108,
11,
59,
108,
11
],
[
66,
137,
9,
66,
137,
9
],
[
50,
79,
13,
50,
79,
13
],
[
24820,
22492,
2328,
24820,
22492,
2328
],
[
6.76084,
0,
43.427507,
6.76084,
0,
43.427507
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
603401,
497849,
-484944,
-268136,
-143836,
-577086
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579132800000,
"first_datapoint_time": 1579298400000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759205736583,
"expiration_time": 1765677600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 24,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 17,
"offset": 0,
"a": 0.74707
}
}
}
| # | 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) |
|---|