| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2911063.88 | 2779595.1302 | 131468.7499 | 15385498.1493 | 44649826.0134 | -29264327.8641 |
| Total P&L (%) | 2911.0639 | 2779.5951 | 131.4688 | 15385.4981 | 44649.826 | -29264.3279 |
| Avg Daily Profit (%) | 1.308 | 1.249 | 0.0591 | 0.2268 | 0.2746 | 0 |
| Buy And Hold Return (%) | 708.5737 | 708.5737 | 708.5737 | 708.5737 | 708.5737 | 708.5737 |
| Max Trade Drawdown | -183275 | -89786 | -117847 | -165949073 | -56858196 | -127900406 |
| Profit Factor | 4.8036 | 8.7422 | 1.3236 | 1.0351 | 1.2487 | 0.887 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
| Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
| Profitability (%) | 43.0556 | 44.4444 | 41.6667 | 43.0556 | 44.4444 | 41.6667 |
| Ratio Avg Win / Avg Loss | 6.3532 | 10.9277 | 1.853 | 1.369 | 1.5609 | 1.2418 |
| Largest Winning Trade | 2445657 | 2445657 | 52712 | 69199949 | 69199949 | 42691453 |
| Largest Losing Trade | -51804 | -28222 | -51804 | -53743559 | -29301752 | -53743559 |
| Avg Bars in Trades | 91 | 97 | 84 | 91 | 97 | 84 |
| Avg Bars in Winners | 139 | 152 | 126 | 139 | 152 | 126 |
| Avg Bars in Losers | 54 | 54 | 54 | 54 | 54 | 54 |
| Bars Traded | 13119 | 7030 | 6089 | 13119 | 7030 | 6089 |
| Profit Streak | 4.1181 | 0 | 7.2848 | 4.1181 | 0 | 7.2848 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 601287 | -61825 | -360497 | -176088 | -72061 | -661129 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13353,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570579200000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760035803641,
"expiration_time": 1765794096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 183,
"offset": 15
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 101,
"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": [
[
2911063.880041332,
2779595.1301688403,
131468.749872491,
15385498.149276875,
44649826.01340445,
-29264327.864127487
],
[
2911.06388,
2779.59513,
131.46875,
15385.498149,
44649.826013,
-29264.327864
],
[
1.308049,
1.248976,
0.059074,
0.226835,
0.274637,
0
],
[
708.573686,
708.573686,
708.573686,
708.573686,
708.573686,
708.573686
],
[
-183275,
-89786,
-117847,
-165949073,
-56858196,
-127900406
],
[
4.803641,
8.742171,
1.323563,
1.035092,
1.248745,
0.886983
],
[
144,
72,
72,
144,
72,
72
],
[
62,
32,
30,
62,
32,
30
],
[
82,
40,
42,
82,
40,
42
],
[
43.055556,
44.444444,
41.666667,
43.055556,
44.444444,
41.666667
],
[
6.353203,
10.927713,
1.852988,
1.368992,
1.560931,
1.241776
],
[
2445657,
2445657,
52712,
69199949,
69199949,
42691453
],
[
-51804,
-28222,
-51804,
-53743559,
-29301752,
-53743559
],
[
91,
97,
84,
91,
97,
84
],
[
139,
152,
126,
139,
152,
126
],
[
54,
54,
54,
54,
54,
54
],
[
13119,
7030,
6089,
13119,
7030,
6089
],
[
4.118098,
0,
7.284764,
4.118098,
0,
7.284764
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
601287,
-61825,
-360497,
-176088,
-72061,
-661129
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13353,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570579200000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760035803641,
"expiration_time": 1765794096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 183,
"offset": 15
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 101,
"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) |
|---|