| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2578154.2865 | 2477686.8065 | 100467.48 | 4821084.0674 | 3032560.3957 | 1788523.6717 |
| Total P&L (%) | 2578.1543 | 2477.6868 | 100.4675 | 4821.0841 | 3032.5604 | 1788.5237 |
| Avg Daily Profit (%) | 1.238 | 1.1898 | 0.0482 | 0.1873 | 0.1655 | 0.1412 |
| Buy And Hold Return (%) | 446.6398 | 446.6398 | 446.6398 | 446.6398 | 446.6398 | 446.6398 |
| Max Trade Drawdown | -105207 | -71189 | -78432 | -6306711 | -4021072 | -3985579 |
| Profit Factor | 4.353 | 7.537 | 1.2577 | 1.1523 | 1.1849 | 1.1172 |
| Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
| Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
| Profitability (%) | 35.1145 | 33.3333 | 36.9231 | 35.1145 | 33.3333 | 36.9231 |
| Ratio Avg Win / Avg Loss | 8.0435 | 15.074 | 2.1485 | 2.1292 | 2.3698 | 1.9086 |
| Largest Winning Trade | 2288562 | 2288562 | 48343 | 5194407 | 5194407 | 2206432 |
| Largest Losing Trade | -34989 | -28973 | -34989 | -2061100 | -2061100 | -1656895 |
| Avg Bars in Trades | 188 | 182 | 194 | 188 | 182 | 194 |
| Avg Bars in Winners | 345 | 325 | 364 | 345 | 325 | 364 |
| Avg Bars in Losers | 103 | 111 | 94 | 103 | 111 | 94 |
| Bars Traded | 24704 | 12055 | 12649 | 24704 | 12055 | 12649 |
| 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 | 525836 | -109875 | -430366 | -49401 | -139364 | -233833 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580364000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758902992605,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 140,
"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": [
[
2578154.286451674,
2477686.8064557756,
100467.479995898,
4821084.067393671,
3032560.395661844,
1788523.6717318296
],
[
2578.154286,
2477.686806,
100.46748,
4821.084067,
3032.560396,
1788.523672
],
[
1.238009,
1.189766,
0.048244,
0.187263,
0.165536,
0.141198
],
[
446.639785,
446.639785,
446.639785,
446.639785,
446.639785,
446.639785
],
[
-105207,
-71189,
-78432,
-6306711,
-4021072,
-3985579
],
[
4.352964,
7.537024,
1.257679,
1.152298,
1.184898,
1.117246
],
[
131,
66,
65,
131,
66,
65
],
[
46,
22,
24,
46,
22,
24
],
[
85,
44,
41,
85,
44,
41
],
[
35.114504,
33.333333,
36.923077,
35.114504,
33.333333,
36.923077
],
[
8.043521,
15.074047,
2.148535,
2.129246,
2.369796,
1.908629
],
[
2288562,
2288562,
48343,
5194407,
5194407,
2206432
],
[
-34989,
-28973,
-34989,
-2061100,
-2061100,
-1656895
],
[
188,
182,
194,
188,
182,
194
],
[
345,
325,
364,
345,
325,
364
],
[
103,
111,
94,
103,
111,
94
],
[
24704,
12055,
12649,
24704,
12055,
12649
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
525836,
-109875,
-430366,
-49401,
-139364,
-233833
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580364000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758902992605,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 140,
"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) |
|---|