| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2841572.9818 | 2701240.44 | 140332.5418 | 10240405.3724 | 7127081.8839 | 3113323.4885 |
| Total P&L (%) | 2841.573 | 2701.2404 | 140.3325 | 10240.4054 | 7127.0819 | 3113.3235 |
| Avg Daily Profit (%) | 1.2856 | 1.2221 | 0.0635 | 0.2101 | 0.1938 | 0.1571 |
| Buy And Hold Return (%) | 210.458 | 210.458 | 210.458 | 210.458 | 210.458 | 210.458 |
| Max Trade Drawdown | -114558 | -105612 | -55265 | -13268242 | -9609199 | -7268361 |
| Profit Factor | 6.2426 | 10.6362 | 1.5363 | 1.2753 | 1.4028 | 1.1596 |
| Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
| Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
| Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
| Profitability (%) | 33.1707 | 30.3922 | 35.9223 | 33.1707 | 30.3922 | 35.9223 |
| Ratio Avg Win / Avg Loss | 12.5771 | 24.3602 | 2.7404 | 2.5693 | 3.2129 | 2.0684 |
| Largest Winning Trade | 2515073 | 2515073 | 56690 | 9798258 | 9798258 | 4213297 |
| Largest Losing Trade | -31041 | -20942 | -31041 | -5327907 | -1706658 | -5327907 |
| Avg Bars in Trades | 62 | 58 | 65 | 62 | 58 | 65 |
| Avg Bars in Winners | 128 | 126 | 130 | 128 | 126 | 130 |
| Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
| Bars Traded | 12745 | 6008 | 6737 | 12745 | 6008 | 6737 |
| Profit Streak | 0 | 5.2921 | 0 | 0 | 5.2921 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 599191 | 535097 | -277047 | 133059 | 94015 | -41965 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1573387200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758956435637,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 178,
"offset": 215
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
2841572.9817962674,
2701240.440026291,
140332.541769974,
10240405.37240794,
7127081.883928793,
3113323.4884791477
],
[
2841.572982,
2701.24044,
140.332542,
10240.405372,
7127.081884,
3113.323488
],
[
1.285588,
1.222098,
0.063489,
0.210082,
0.193843,
0.157108
],
[
210.458015,
210.458015,
210.458015,
210.458015,
210.458015,
210.458015
],
[
-114558,
-105612,
-55265,
-13268242,
-9609199,
-7268361
],
[
6.24264,
10.636151,
1.536259,
1.275255,
1.402812,
1.159576
],
[
205,
102,
103,
205,
102,
103
],
[
68,
31,
37,
68,
31,
37
],
[
137,
71,
66,
137,
71,
66
],
[
33.170732,
30.392157,
35.92233,
33.170732,
30.392157,
35.92233
],
[
12.577084,
24.360216,
2.740353,
2.569264,
3.212892,
2.068433
],
[
2515073,
2515073,
56690,
9798258,
9798258,
4213297
],
[
-31041,
-20942,
-31041,
-5327907,
-1706658,
-5327907
],
[
62,
58,
65,
62,
58,
65
],
[
128,
126,
130,
128,
126,
130
],
[
29,
29,
28,
29,
29,
28
],
[
12745,
6008,
6737,
12745,
6008,
6737
],
[
0,
5.292079,
0,
0,
5.292079,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
599191,
535097,
-277047,
133059,
94015,
-41965
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1573387200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758956435637,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 178,
"offset": 215
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|