| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2598328.1033 | 2376804.2605 | 221523.8428 | 41946148.074 | 13415652.079 | 28530495.995 |
| Total P&L (%) | 2598.3281 | 2376.8043 | 221.5238 | 41946.1481 | 13415.6521 | 28530.496 |
| Avg Daily Profit (%) | 1.168 | 1.0684 | 0.0996 | 0.2719 | 0.2208 | 0.2546 |
| Buy And Hold Return (%) | 769.4771 | 769.4771 | 769.4771 | 769.4771 | 769.4771 | 769.4771 |
| Max Trade Drawdown | -89029 | -57546 | -82946 | -43639247 | -28076835 | -33144474 |
| Profit Factor | 4.5822 | 7.5954 | 1.607 | 1.2021 | 1.1298 | 1.2737 |
| Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
| Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
| Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
| Profitability (%) | 49.6815 | 51.2821 | 48.1013 | 49.6815 | 51.2821 | 48.1013 |
| Ratio Avg Win / Avg Loss | 4.641 | 7.2157 | 1.7338 | 1.2175 | 1.0733 | 1.3742 |
| Largest Winning Trade | 2084065 | 2084065 | 51533 | 20481727 | 20481727 | 13148907 |
| Largest Losing Trade | -26040 | -25213 | -26040 | -10087468 | -7235314 | -10087468 |
| Avg Bars in Trades | 82 | 88 | 75 | 82 | 88 | 75 |
| Avg Bars in Winners | 111 | 114 | 108 | 111 | 114 | 108 |
| Avg Bars in Losers | 53 | 61 | 45 | 53 | 61 | 45 |
| Bars Traded | 12897 | 6898 | 5999 | 12897 | 6898 | 5999 |
| 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 | 680275 | -15396 | -250470 | 318124 | -103778 | -19269 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13348,
"evaluation_days": 2224.67,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570708800000,
"last_datapoint_time": 1759953600000,
"evaluation_time": 1759958418241,
"expiration_time": 1765719936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 159,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
2598328.103264109,
2376804.260495789,
221523.8427683216,
41946148.07398096,
13415652.078951731,
28530495.995029245
],
[
2598.328103,
2376.80426,
221.523843,
41946.148074,
13415.652079,
28530.495995
],
[
1.167961,
1.068385,
0.099576,
0.271931,
0.22079,
0.254611
],
[
769.477098,
769.477098,
769.477098,
769.477098,
769.477098,
769.477098
],
[
-89029,
-57546,
-82946,
-43639247,
-28076835,
-33144474
],
[
4.582231,
7.595438,
1.606969,
1.20208,
1.129841,
1.27368
],
[
157,
78,
79,
157,
78,
79
],
[
78,
40,
38,
78,
40,
38
],
[
79,
38,
41,
79,
38,
41
],
[
49.681529,
51.282051,
48.101266,
49.681529,
51.282051,
48.101266
],
[
4.640977,
7.215666,
1.733835,
1.217492,
1.073349,
1.374234
],
[
2084065,
2084065,
51533,
20481727,
20481727,
13148907
],
[
-26040,
-25213,
-26040,
-10087468,
-7235314,
-10087468
],
[
82,
88,
75,
82,
88,
75
],
[
111,
114,
108,
111,
114,
108
],
[
53,
61,
45,
53,
61,
45
],
[
12897,
6898,
5999,
12897,
6898,
5999
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
680275,
-15396,
-250470,
318124,
-103778,
-19269
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13348,
"evaluation_days": 2224.67,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570708800000,
"last_datapoint_time": 1759953600000,
"evaluation_time": 1759958418241,
"expiration_time": 1765719936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 159,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|