| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2617142.218 | 2458617.9479 | 158524.27 | 18193070.649 | 16606535.5489 | 1586535.1001 |
| Total P&L (%) | 2617.1422 | 2458.6179 | 158.5243 | 18193.0706 | 16606.5355 | 1586.5351 |
| Avg Daily Profit (%) | 1.179 | 1.1076 | 0.0714 | 0.2349 | 0.2308 | 0.1274 |
| Buy And Hold Return (%) | 966.2423 | 966.2423 | 966.2423 | 966.2423 | 966.2423 | 966.2423 |
| Max Trade Drawdown | -116209 | -72002 | -76483 | -74257029 | -35305595 | -39845614 |
| Profit Factor | 5.7613 | 11.8515 | 1.4906 | 1.092 | 1.1881 | 1.0145 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 52.8736 | 54.5455 | 51.1628 | 52.8736 | 54.5455 | 51.1628 |
| Ratio Avg Win / Avg Loss | 5.1351 | 9.8762 | 1.4229 | 0.9733 | 0.9901 | 0.9684 |
| Largest Winning Trade | 2158293 | 2158293 | 60579 | 39683797 | 39683797 | 15102035 |
| Largest Losing Trade | -43018 | -36499 | -43018 | -24320252 | -20592741 | -24320252 |
| Avg Bars in Trades | 149 | 135 | 164 | 149 | 135 | 164 |
| Avg Bars in Winners | 188 | 174 | 203 | 188 | 174 | 203 |
| Avg Bars in Losers | 105 | 88 | 122 | 105 | 88 | 122 |
| Bars Traded | 13018 | 5963 | 7055 | 13018 | 5963 | 7055 |
| Profit Streak | 17.664 | 37.9973 | 0 | 17.664 | 37.9973 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 707383 | 706975 | -261916 | -111524 | -5822 | -237916 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13319,
"evaluation_days": 2219.83,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1569657600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759550166965,
"expiration_time": 1765289808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 134,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 212,
"offset": 0,
"std": 3.39521
}
}
} {
"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": [
[
2617142.2179834545,
2458617.9479370406,
158524.2700464141,
18193070.64897646,
16606535.548868276,
1586535.100108205
],
[
2617.142218,
2458.617948,
158.52427,
18193.070649,
16606.535549,
1586.5351
],
[
1.178983,
1.10757,
0.071413,
0.234938,
0.230842,
0.127355
],
[
966.242339,
966.242339,
966.242339,
966.242339,
966.242339,
966.242339
],
[
-116209,
-72002,
-76483,
-74257029,
-35305595,
-39845614
],
[
5.761276,
11.851471,
1.490632,
1.091965,
1.18807,
1.014486
],
[
87,
44,
43,
87,
44,
43
],
[
46,
24,
22,
46,
24,
22
],
[
41,
20,
21,
41,
20,
21
],
[
52.873563,
54.545455,
51.162791,
52.873563,
54.545455,
51.162791
],
[
5.13505,
9.876226,
1.422876,
0.973273,
0.990058,
0.968373
],
[
2158293,
2158293,
60579,
39683797,
39683797,
15102035
],
[
-43018,
-36499,
-43018,
-24320252,
-20592741,
-24320252
],
[
149,
135,
164,
149,
135,
164
],
[
188,
174,
203,
188,
174,
203
],
[
105,
88,
122,
105,
88,
122
],
[
13018,
5963,
7055,
13018,
5963,
7055
],
[
17.663969,
37.997303,
0,
17.663969,
37.997303,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
707383,
706975,
-261916,
-111524,
-5822,
-237916
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13319,
"evaluation_days": 2219.83,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1569657600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759550166965,
"expiration_time": 1765289808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 134,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 212,
"offset": 0,
"std": 3.39521
}
}
}
| # | 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) |
|---|