| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2672848.5243 | 2643140.8126 | 29707.7117 | 760552.3182 | 941598.6989 | -181046.3806 |
| Total P&L (%) | 2672.8485 | 2643.1408 | 29.7077 | 760.5523 | 941.5987 | -181.0464 |
| Avg Daily Profit (%) | 1.283 | 1.2687 | 0.0143 | 0.1034 | 0.1125 | 0 |
| Buy And Hold Return (%) | 299.2802 | 299.2802 | 299.2802 | 299.2802 | 299.2802 | 299.2802 |
| Max Trade Drawdown | -99227 | -84155 | -112381 | -1748622 | -1607126 | -1267563 |
| Profit Factor | 3.3334 | 5.8119 | 1.0498 | 1.0565 | 1.1483 | 0.9745 |
| Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
| Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
| Losing Trades | 206 | 107 | 99 | 206 | 107 | 99 |
| Profitability (%) | 32.459 | 29.6053 | 35.2941 | 32.459 | 29.6053 | 35.2941 |
| Ratio Avg Win / Avg Loss | 6.9363 | 13.8195 | 1.9247 | 2.1985 | 2.7304 | 1.7866 |
| Largest Winning Trade | 2559843 | 2559843 | 49759 | 1568407 | 1568407 | 624605 |
| Largest Losing Trade | -30247 | -16369 | -30247 | -683381 | -332867 | -683381 |
| Avg Bars in Trades | 80 | 76 | 84 | 80 | 76 | 84 |
| Avg Bars in Winners | 164 | 165 | 162 | 164 | 165 | 162 |
| Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
| Bars Traded | 24549 | 11663 | 12886 | 24549 | 11663 | 12886 |
| 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 | 530363 | 456718 | -509645 | -220533 | -110864 | -583472 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579867200000,
"first_datapoint_time": 1581429600000,
"last_datapoint_time": 1759932000000,
"evaluation_time": 1759933090800,
"expiration_time": 1766412000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 24,
"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": [
[
2672848.524321018,
2643140.8125886586,
29707.7117323601,
760552.318235455,
941598.6988532442,
-181046.3806177894
],
[
2672.848524,
2643.140813,
29.707712,
760.552318,
941.598699,
-181.046381
],
[
1.282969,
1.26871,
0.01426,
0.103369,
0.112544,
0
],
[
299.280235,
299.280235,
299.280235,
299.280235,
299.280235,
299.280235
],
[
-99227,
-84155,
-112381,
-1748622,
-1607126,
-1267563
],
[
3.333441,
5.811949,
1.049831,
1.056538,
1.148309,
0.974512
],
[
305,
152,
153,
305,
152,
153
],
[
99,
45,
54,
99,
45,
54
],
[
206,
107,
99,
206,
107,
99
],
[
32.459016,
29.605263,
35.294118,
32.459016,
29.605263,
35.294118
],
[
6.936252,
13.819523,
1.924691,
2.198452,
2.730424,
1.786606
],
[
2559843,
2559843,
49759,
1568407,
1568407,
624605
],
[
-30247,
-16369,
-30247,
-683381,
-332867,
-683381
],
[
80,
76,
84,
80,
76,
84
],
[
164,
165,
162,
164,
165,
162
],
[
40,
39,
41,
40,
39,
41
],
[
24549,
11663,
12886,
24549,
11663,
12886
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
530363,
456718,
-509645,
-220533,
-110864,
-583472
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579867200000,
"first_datapoint_time": 1581429600000,
"last_datapoint_time": 1759932000000,
"evaluation_time": 1759933090800,
"expiration_time": 1766412000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 24,
"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) |
|---|