| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1307970.2002 | 1174489.6665 | 133480.5337 | 6214613.8021 | 3329904.2164 | 2884709.5857 |
| Total P&L (%) | 1307.9702 | 1174.4897 | 133.4805 | 6214.6138 | 3329.9042 | 2884.7096 |
| Avg Daily Profit (%) | 0.6278 | 0.5638 | 0.0641 | 0.1992 | 0.1698 | 0.1631 |
| Buy And Hold Return (%) | 311.2408 | 311.2408 | 311.2408 | 311.2408 | 311.2408 | 311.2408 |
| Max Trade Drawdown | -88752 | -50242 | -131411 | -5081264 | -4337280 | -3551176 |
| Profit Factor | 2.178 | 3.3562 | 1.2182 | 1.1775 | 1.2001 | 1.1571 |
| Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
| Winning Trades | 171 | 80 | 91 | 171 | 80 | 91 |
| Losing Trades | 206 | 108 | 98 | 206 | 108 | 98 |
| Profitability (%) | 45.3581 | 42.5532 | 48.1481 | 45.3581 | 42.5532 | 48.1481 |
| Ratio Avg Win / Avg Loss | 2.6238 | 4.5309 | 1.3119 | 1.4185 | 1.6201 | 1.2461 |
| Largest Winning Trade | 822837 | 822837 | 48513 | 3240166 | 3240166 | 1636553 |
| Largest Losing Trade | -34971 | -24542 | -34971 | -1598230 | -1598230 | -1443301 |
| Avg Bars in Trades | 65 | 59 | 70 | 65 | 59 | 70 |
| Avg Bars in Winners | 92 | 89 | 94 | 92 | 89 | 94 |
| Avg Bars in Losers | 42 | 37 | 48 | 42 | 37 | 48 |
| Bars Traded | 24579 | 11255 | 13324 | 24579 | 11255 | 13324 |
| Profit Streak | 18.8371 | 0 | 20.2538 | 18.8371 | 0 | 20.2538 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 522795 | 456254 | -273303 | -16503 | 212291 | -39741 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579910400000,
"first_datapoint_time": 1581357600000,
"last_datapoint_time": 1759975200000,
"evaluation_time": 1759982725600,
"expiration_time": 1766455200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1307970.2001716068,
1174489.6664834516,
133480.5336881561,
6214613.802115487,
3329904.21636895,
2884709.5857465384
],
[
1307.9702,
1174.489666,
133.480534,
6214.613802,
3329.904216,
2884.709586
],
[
0.627827,
0.563756,
0.064071,
0.19918,
0.16983,
0.163145
],
[
311.240847,
311.240847,
311.240847,
311.240847,
311.240847,
311.240847
],
[
-88752,
-50242,
-131411,
-5081264,
-4337280,
-3551176
],
[
2.178021,
3.356246,
1.218158,
1.177515,
1.200054,
1.157086
],
[
377,
188,
189,
377,
188,
189
],
[
171,
80,
91,
171,
80,
91
],
[
206,
108,
98,
206,
108,
98
],
[
45.35809,
42.553191,
48.148148,
45.35809,
42.553191,
48.148148
],
[
2.623815,
4.530932,
1.311862,
1.418527,
1.620072,
1.246093
],
[
822837,
822837,
48513,
3240166,
3240166,
1636553
],
[
-34971,
-24542,
-34971,
-1598230,
-1598230,
-1443301
],
[
65,
59,
70,
65,
59,
70
],
[
92,
89,
94,
92,
89,
94
],
[
42,
37,
48,
42,
37,
48
],
[
24579,
11255,
13324,
24579,
11255,
13324
],
[
18.837102,
0,
20.253768,
18.837102,
0,
20.253768
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
522795,
456254,
-273303,
-16503,
212291,
-39741
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579910400000,
"first_datapoint_time": 1581357600000,
"last_datapoint_time": 1759975200000,
"evaluation_time": 1759982725600,
"expiration_time": 1766455200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|