| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1077157.4698 | 1103844.925 | -26687.4552 | 430644.4629 | 1475487.2513 | -1044842.7884 |
| Total P&L (%) | 1077.1575 | 1103.8449 | -26.6875 | 430.6445 | 1475.4873 | -1044.8428 |
| Avg Daily Profit (%) | 0.4858 | 0.4979 | -0.012 | 0.0753 | 0.1244 | 0 |
| Buy And Hold Return (%) | 419.4118 | 419.4118 | 419.4118 | 419.4118 | 419.4118 | 419.4118 |
| Max Trade Drawdown | -150316 | -129151 | -43399 | -7833718 | -6793133 | -1491155 |
| Profit Factor | 2.2561 | 2.5106 | 0.7896 | 1.0213 | 1.0878 | 0.6975 |
| Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
| Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
| Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
| Profitability (%) | 40.4908 | 35.8025 | 45.122 | 40.4908 | 35.8025 | 45.122 |
| Ratio Avg Win / Avg Loss | 3.3158 | 4.5018 | 0.9603 | 1.5009 | 1.9506 | 0.8483 |
| Largest Winning Trade | 780995 | 780995 | 12442 | 7333523 | 7333523 | 560831 |
| Largest Losing Trade | -44200 | -44200 | -17486 | -1786745 | -1786745 | -1446570 |
| Avg Bars in Trades | 80 | 160 | 2 | 80 | 160 | 2 |
| Avg Bars in Winners | 117 | 263 | 2 | 117 | 263 | 2 |
| Avg Bars in Losers | 55 | 102 | 1 | 55 | 102 | 1 |
| Bars Traded | 13139 | 12972 | 167 | 13139 | 12972 | 167 |
| Profit Streak | 101.6702 | 101.6702 | 117.5035 | 101.6702 | 101.6702 | 117.5035 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 352514 | -4988 | -585897 | -447367 | -168866 | -585897 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13303,
"evaluation_days": 2217.17,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1568088000000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759320305113,
"expiration_time": 1765052496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 25,
"offset": 0,
"std": 2.54314
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 4,
"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": [
[
1077157.4697826346,
1103844.924994589,
-26687.4552119543,
430644.4629053061,
1475487.2512950352,
-1044842.78838973
],
[
1077.15747,
1103.844925,
-26.687455,
430.644463,
1475.487251,
-1044.842788
],
[
0.485825,
0.497862,
-0.012037,
0.075301,
0.124432,
0
],
[
419.411765,
419.411765,
419.411765,
419.411765,
419.411765,
419.411765
],
[
-150316,
-129151,
-43399,
-7833718,
-6793133,
-1491155
],
[
2.256088,
2.510634,
0.789586,
1.021261,
1.087818,
0.697456
],
[
163,
81,
82,
163,
81,
82
],
[
66,
29,
37,
66,
29,
37
],
[
97,
52,
45,
97,
52,
45
],
[
40.490798,
35.802469,
45.121951,
40.490798,
35.802469,
45.121951
],
[
3.315766,
4.501827,
0.960307,
1.500944,
1.95057,
0.848257
],
[
780995,
780995,
12442,
7333523,
7333523,
560831
],
[
-44200,
-44200,
-17486,
-1786745,
-1786745,
-1446570
],
[
80,
160,
2,
80,
160,
2
],
[
117,
263,
2,
117,
263,
2
],
[
55,
102,
1,
55,
102,
1
],
[
13139,
12972,
167,
13139,
12972,
167
],
[
101.670198,
101.670198,
117.503531,
101.670198,
101.670198,
117.503531
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352514,
-4988,
-585897,
-447367,
-168866,
-585897
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13303,
"evaluation_days": 2217.17,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1568088000000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759320305113,
"expiration_time": 1765052496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 25,
"offset": 0,
"std": 2.54314
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 4,
"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) |
|---|