| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1849983.6433 | 1926451.5133 | -76467.8699 | -28998.8395 | 873424.8259 | -902423.6653 |
| Total P&L (%) | 1849.9836 | 1926.4515 | -76.4679 | -28.9988 | 873.4248 | -902.4237 |
| Avg Daily Profit (%) | 0.8321 | 0.8665 | -0.0344 | -0.0154 | 0.1024 | 0 |
| Buy And Hold Return (%) | 937.3327 | 937.3327 | 937.3327 | 937.3327 | 937.3327 | 937.3327 |
| Max Trade Drawdown | -206518 | -159181 | -178642 | -2041741 | -1231444 | -1046349 |
| Profit Factor | 2.485 | 3.7589 | 0.8603 | 0.9939 | 1.3551 | 0.6112 |
| Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
| Winning Trades | 122 | 53 | 69 | 122 | 53 | 69 |
| Losing Trades | 159 | 87 | 72 | 159 | 87 | 72 |
| Profitability (%) | 43.4164 | 37.8571 | 48.9362 | 43.4164 | 37.8571 | 48.9362 |
| Ratio Avg Win / Avg Loss | 3.2386 | 6.1702 | 0.8977 | 1.2954 | 2.2244 | 0.6378 |
| Largest Winning Trade | 1953453 | 1953453 | 38742 | 1997411 | 1997411 | 337645 |
| Largest Losing Trade | -36367 | -36367 | -35416 | -706645 | -312162 | -706645 |
| Avg Bars in Trades | 45 | 61 | 29 | 45 | 61 | 29 |
| Avg Bars in Winners | 59 | 88 | 36 | 59 | 88 | 36 |
| Avg Bars in Losers | 35 | 44 | 23 | 35 | 44 | 23 |
| Bars Traded | 12804 | 8620 | 4184 | 12804 | 8620 | 4184 |
| 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 | 351903 | 312570 | -581094 | -580201 | -224990 | -581094 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13339,
"evaluation_days": 2223.17,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1569686400000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759839606974,
"expiration_time": 1765586448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 247,
"offset": 0,
"std": 2.04595
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 130,
"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": [
[
1849983.6433378002,
1926451.5132506774,
-76467.8699128771,
-28998.839466713,
873424.8258503352,
-902423.6653170479
],
[
1849.983643,
1926.451513,
-76.46787,
-28.998839,
873.424826,
-902.423665
],
[
0.832138,
0.866534,
-0.034396,
-0.015404,
0.102413,
0
],
[
937.332707,
937.332707,
937.332707,
937.332707,
937.332707,
937.332707
],
[
-206518,
-159181,
-178642,
-2041741,
-1231444,
-1046349
],
[
2.485,
3.75885,
0.860333,
0.993934,
1.355122,
0.611244
],
[
281,
140,
141,
281,
140,
141
],
[
122,
53,
69,
122,
53,
69
],
[
159,
87,
72,
159,
87,
72
],
[
43.41637,
37.857143,
48.93617,
43.41637,
37.857143,
48.93617
],
[
3.238648,
6.170188,
0.897738,
1.295373,
2.224445,
0.637819
],
[
1953453,
1953453,
38742,
1997411,
1997411,
337645
],
[
-36367,
-36367,
-35416,
-706645,
-312162,
-706645
],
[
45,
61,
29,
45,
61,
29
],
[
59,
88,
36,
59,
88,
36
],
[
35,
44,
23,
35,
44,
23
],
[
12804,
8620,
4184,
12804,
8620,
4184
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
351903,
312570,
-581094,
-580201,
-224990,
-581094
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13339,
"evaluation_days": 2223.17,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1569686400000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759839606974,
"expiration_time": 1765586448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 247,
"offset": 0,
"std": 2.04595
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 130,
"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) |
|---|