| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2511486.1294 | 2351430.6133 | 160055.5161 | 9976951.131 | -7820365.0763 | 17797316.2073 |
| Total P&L (%) | 2511.4861 | 2351.4306 | 160.0555 | 9976.9511 | -7820.3651 | 17797.3162 |
| Avg Daily Profit (%) | 1.1313 | 1.0592 | 0.0721 | 0.208 | 0 | 0.2339 |
| Buy And Hold Return (%) | 805.8 | 805.8 | 805.8 | 805.8 | 805.8 | 805.8 |
| Max Trade Drawdown | -158718 | -82580 | -104492 | -63213010 | -42646478 | -30424275 |
| Profit Factor | 3.6262 | 5.4955 | 1.3694 | 1.0466 | 0.9354 | 1.1915 |
| Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
| Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
| Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
| Profitability (%) | 45.8128 | 44.5545 | 47.0588 | 45.8128 | 44.5545 | 47.0588 |
| Ratio Avg Win / Avg Loss | 4.289 | 6.8389 | 1.5406 | 1.2379 | 1.1641 | 1.3405 |
| Largest Winning Trade | 2073495 | 2073495 | 39703 | 17727419 | 14043680 | 17727419 |
| Largest Losing Trade | -53947 | -50680 | -53947 | -16716426 | -16716426 | -14917956 |
| Avg Bars in Trades | 63 | 76 | 50 | 63 | 76 | 50 |
| Avg Bars in Winners | 88 | 111 | 66 | 88 | 111 | 66 |
| Avg Bars in Losers | 42 | 47 | 35 | 42 | 47 | 35 |
| Bars Traded | 12858 | 7712 | 5146 | 12858 | 7712 | 5146 |
| 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 | 600050 | 574657 | -262261 | -161719 | -581514 | -2942 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13320,
"evaluation_days": 2220,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570896000000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759555112874,
"expiration_time": 1765304640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 166,
"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": [
[
2511486.1293639517,
2351430.6132511715,
160055.5161127799,
9976951.131014477,
-7820365.076259322,
17797316.207273807
],
[
2511.486129,
2351.430613,
160.055516,
9976.951131,
-7820.365076,
17797.316207
],
[
1.1313,
1.059203,
0.072097,
0.208001,
0,
0.233932
],
[
805.8,
805.8,
805.8,
805.8,
805.8,
805.8
],
[
-158718,
-82580,
-104492,
-63213010,
-42646478,
-30424275
],
[
3.626187,
5.49552,
1.369419,
1.046607,
0.935446,
1.19153
],
[
203,
101,
102,
203,
101,
102
],
[
93,
45,
48,
93,
45,
48
],
[
110,
56,
54,
110,
56,
54
],
[
45.812808,
44.554455,
47.058824,
45.812808,
44.554455,
47.058824
],
[
4.289039,
6.838869,
1.540596,
1.237922,
1.16411,
1.340472
],
[
2073495,
2073495,
39703,
17727419,
14043680,
17727419
],
[
-53947,
-50680,
-53947,
-16716426,
-16716426,
-14917956
],
[
63,
76,
50,
63,
76,
50
],
[
88,
111,
66,
88,
111,
66
],
[
42,
47,
35,
42,
47,
35
],
[
12858,
7712,
5146,
12858,
7712,
5146
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
600050,
574657,
-262261,
-161719,
-581514,
-2942
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13320,
"evaluation_days": 2220,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570896000000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759555112874,
"expiration_time": 1765304640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 166,
"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) |
|---|