| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2213431.7684 | 2113312.9545 | 100118.8139 | 5405785.0145 | 12226276.286 | -6820491.2715 |
| Total P&L (%) | 2213.4318 | 2113.313 | 100.1188 | 5405.785 | 12226.2763 | -6820.4913 |
| Avg Daily Profit (%) | 0.9987 | 0.9535 | 0.0452 | 0.181 | 0.2175 | 0 |
| Buy And Hold Return (%) | 631.5799 | 631.5799 | 631.5799 | 631.5799 | 631.5799 | 631.5799 |
| Max Trade Drawdown | -150528 | -86611 | -101994 | -29094723 | -14301474 | -14793249 |
| Profit Factor | 5.1896 | 10.105 | 1.338 | 1.0806 | 1.4077 | 0.8159 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 52.8571 | 51.4286 | 54.2857 | 52.8571 | 51.4286 | 54.2857 |
| Ratio Avg Win / Avg Loss | 4.6286 | 9.5436 | 1.1267 | 0.9638 | 1.3295 | 0.6871 |
| Largest Winning Trade | 1878882 | 1878882 | 53032 | 16518638 | 16518638 | 5450718 |
| Largest Losing Trade | -36750 | -30041 | -36750 | -7004742 | -6539110 | -7004742 |
| Avg Bars in Trades | 184 | 182 | 186 | 184 | 182 | 186 |
| Avg Bars in Winners | 244 | 234 | 254 | 244 | 234 | 254 |
| Avg Bars in Losers | 117 | 127 | 106 | 117 | 127 | 106 |
| Bars Traded | 12931 | 6387 | 6544 | 12931 | 6387 | 6544 |
| 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 | -79519 | 691182 | -297491 | -223740 | 327755 | -580232 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13298,
"evaluation_days": 2216.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1571155200000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759244062033,
"expiration_time": 1764978336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 30,
"offset": 147
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 238,
"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": [
[
2213431.7684004204,
2113312.954453488,
100118.8139469336,
5405785.014537114,
12226276.286038477,
-6820491.271501367
],
[
2213.431768,
2113.312954,
100.118814,
5405.785015,
12226.276286,
-6820.491272
],
[
0.998692,
0.953519,
0.045173,
0.18102,
0.217456,
0
],
[
631.579929,
631.579929,
631.579929,
631.579929,
631.579929,
631.579929
],
[
-150528,
-86611,
-101994,
-29094723,
-14301474,
-14793249
],
[
5.18962,
10.105009,
1.338001,
1.080643,
1.407674,
0.815878
],
[
70,
35,
35,
70,
35,
35
],
[
37,
18,
19,
37,
18,
19
],
[
33,
17,
16,
33,
17,
16
],
[
52.857143,
51.428571,
54.285714,
52.857143,
51.428571,
54.285714
],
[
4.62858,
9.543619,
1.126738,
0.963817,
1.32947,
0.687055
],
[
1878882,
1878882,
53032,
16518638,
16518638,
5450718
],
[
-36750,
-30041,
-36750,
-7004742,
-6539110,
-7004742
],
[
184,
182,
186,
184,
182,
186
],
[
244,
234,
254,
244,
234,
254
],
[
117,
127,
106,
117,
127,
106
],
[
12931,
6387,
6544,
12931,
6387,
6544
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-79519,
691182,
-297491,
-223740,
327755,
-580232
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13298,
"evaluation_days": 2216.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1571155200000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759244062033,
"expiration_time": 1764978336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 30,
"offset": 147
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 238,
"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) |
|---|