| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2117144.5147 | 2054697.7135 | 62446.8012 | 1542036.3368 | 10801305.3946 | -9259269.0579 |
| Total P&L (%) | 2117.1445 | 2054.6977 | 62.4468 | 1542.0363 | 10801.3054 | -9259.2691 |
| Avg Daily Profit (%) | 0.9578 | 0.9296 | 0.0283 | 0.1267 | 0.2125 | 0 |
| Buy And Hold Return (%) | 688.0256 | 688.0256 | 688.0256 | 688.0256 | 688.0256 | 688.0256 |
| Max Trade Drawdown | -129441 | -85724 | -120350 | -10524878 | -3449663 | -10134375 |
| Profit Factor | 3.6135 | 6.9141 | 1.135 | 1.0492 | 2.0449 | 0.5598 |
| Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
| Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
| Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
| Profitability (%) | 45.509 | 44.0476 | 46.988 | 45.509 | 44.0476 | 46.988 |
| Ratio Avg Win / Avg Loss | 4.3267 | 8.7828 | 1.2805 | 1.2562 | 2.5975 | 0.6316 |
| Largest Winning Trade | 1828860 | 1828860 | 47056 | 11071033 | 11071033 | 1607383 |
| Largest Losing Trade | -80426 | -28801 | -80426 | -9390870 | -1336838 | -9390870 |
| Avg Bars in Trades | 77 | 68 | 87 | 77 | 68 | 87 |
| Avg Bars in Winners | 124 | 118 | 129 | 124 | 118 | 129 |
| Avg Bars in Losers | 39 | 29 | 49 | 39 | 29 | 49 |
| Bars Traded | 13011 | 5780 | 7232 | 13011 | 5780 | 7232 |
| 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 | 582010 | 577417 | -394473 | -196079 | 337934 | -582281 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1571054400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758990184315,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
2117144.5147368563,
2054697.713511901,
62446.8012249564,
1542036.3367730738,
10801305.394626634,
-9259269.057853553
],
[
2117.144515,
2054.697714,
62.446801,
1542.036337,
10801.305395,
-9259.269058
],
[
0.957841,
0.929589,
0.028252,
0.126691,
0.212477,
0
],
[
688.025576,
688.025576,
688.025576,
688.025576,
688.025576,
688.025576
],
[
-129441,
-85724,
-120350,
-10524878,
-3449663,
-10134375
],
[
3.613508,
6.914138,
1.134974,
1.049153,
2.044879,
0.559811
],
[
167,
84,
83,
167,
84,
83
],
[
76,
37,
39,
76,
37,
39
],
[
91,
47,
44,
91,
47,
44
],
[
45.508982,
44.047619,
46.987952,
45.508982,
44.047619,
46.987952
],
[
4.3267,
8.782825,
1.280484,
1.256223,
2.597549,
0.631582
],
[
1828860,
1828860,
47056,
11071033,
11071033,
1607383
],
[
-80426,
-28801,
-80426,
-9390870,
-1336838,
-9390870
],
[
77,
68,
87,
77,
68,
87
],
[
124,
118,
129,
124,
118,
129
],
[
39,
29,
49,
39,
29,
49
],
[
13011,
5780,
7232,
13011,
5780,
7232
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
582010,
577417,
-394473,
-196079,
337934,
-582281
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1571054400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758990184315,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|