| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -5241236.1951 | -85778.924 | -5155457.2711 | -321970.7607 | 8310301.8713 | -8632272.632 |
| Total P&L (%) | -5241.2362 | -85.7789 | -5155.4573 | -321.9708 | 8310.3019 | -8632.2726 |
| Avg Daily Profit (%) | -2.5158 | -0.0412 | -2.4746 | 0 | 0.213 | 0 |
| Buy And Hold Return (%) | 194.4746 | 194.4746 | 194.4746 | 194.4746 | 194.4746 | 194.4746 |
| Max Trade Drawdown | -5394967 | -182346 | -5259405 | -11407904 | -253377 | -12365900 |
| Profit Factor | 0.0921 | 0.7535 | 0.0497 | 0.9786 | 10.9768 | 0.3917 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 35 | 16 | 19 | 34 | 18 | 16 |
| Losing Trades | 31 | 17 | 14 | 32 | 15 | 17 |
| Profitability (%) | 53.0303 | 48.4848 | 57.5758 | 51.5152 | 54.5455 | 48.4848 |
| Ratio Avg Win / Avg Loss | 0.0816 | 0.8006 | 0.0366 | 0.921 | 9.1473 | 0.4162 |
| Largest Winning Trade | 72762 | 72762 | 45181 | 4257327 | 4257327 | 2295034 |
| Largest Losing Trade | -5144100 | -56284 | -5144100 | -10755126 | -253377 | -10755126 |
| Avg Bars in Trades | 374 | 410 | 338 | 374 | 410 | 338 |
| Avg Bars in Winners | 206 | 210 | 203 | 456 | 557 | 343 |
| Avg Bars in Losers | 563 | 598 | 522 | 287 | 233 | 333 |
| Bars Traded | 24716 | 13541 | 11175 | 24716 | 13541 | 11175 |
| Profit Streak | 55.6742 | 55.6742 | 153.9242 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -707420 | -580409 | -578438 | -709081 | 620685 | -581392 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580004000000,
"first_datapoint_time": 1581573600000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760069447402,
"expiration_time": 1766548800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 219,
"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": [
[
-5241236.195103266,
-85778.9240146705,
-5155457.2710885955,
-321970.7607446447,
8310301.871291855,
-8632272.632036502
],
[
-5241.236195,
-85.778924,
-5155.457271,
-321.970761,
8310.301871,
-8632.272632
],
[
-2.515797,
-0.041174,
-2.474623,
0,
0.212965,
0
],
[
194.474631,
194.474631,
194.474631,
194.474631,
194.474631,
194.474631
],
[
-5394967,
-182346,
-5259405,
-11407904,
-253377,
-12365900
],
[
0.092146,
0.753482,
0.04973,
0.978569,
10.976815,
0.391685
],
[
66,
33,
33,
66,
33,
33
],
[
35,
16,
19,
34,
18,
16
],
[
31,
17,
14,
32,
15,
17
],
[
53.030303,
48.484848,
57.575758,
51.515152,
54.545455,
48.484848
],
[
0.081615,
0.800574,
0.036643,
0.921006,
9.147346,
0.416166
],
[
72762,
72762,
45181,
4257327,
4257327,
2295034
],
[
-5144100,
-56284,
-5144100,
-10755126,
-253377,
-10755126
],
[
374,
410,
338,
374,
410,
338
],
[
206,
210,
203,
456,
557,
343
],
[
563,
598,
522,
287,
233,
333
],
[
24716,
13541,
11175,
24716,
13541,
11175
],
[
55.67416,
55.67416,
153.92416,
0,
0,
0
],
[
4,
2,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-707420,
-580409,
-578438,
-709081,
620685,
-581392
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580004000000,
"first_datapoint_time": 1581573600000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760069447402,
"expiration_time": 1766548800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 219,
"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) |
|---|