| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2802613.9436 | 2656235.4595 | 146378.4841 | 24639882.4791 | 20745773.2949 | 3894109.1842 |
| Total P&L (%) | 2802.6139 | 2656.2355 | 146.3785 | 24639.8825 | 20745.7733 | 3894.1092 |
| Avg Daily Profit (%) | 1.2644 | 1.1984 | 0.066 | 0.2489 | 0.2412 | 0.1665 |
| Buy And Hold Return (%) | 853.3093 | 853.3093 | 853.3093 | 853.3093 | 853.3093 | 853.3093 |
| Max Trade Drawdown | -208533 | -95240 | -137917 | -159162690 | -50503447 | -129866397 |
| Profit Factor | 5.8301 | 11.5571 | 1.4454 | 1.0761 | 1.1462 | 1.0214 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Profitability (%) | 47.7778 | 48.8889 | 46.6667 | 47.7778 | 48.8889 | 46.6667 |
| Ratio Avg Win / Avg Loss | 6.3725 | 12.0825 | 1.6519 | 1.1762 | 1.1983 | 1.1673 |
| Largest Winning Trade | 2309797 | 2309797 | 49967 | 45968451 | 45968451 | 40633220 |
| Largest Losing Trade | -36441 | -33644 | -36441 | -45208748 | -22683135 | -45208748 |
| Avg Bars in Trades | 97 | 97 | 97 | 97 | 97 | 97 |
| Avg Bars in Winners | 144 | 144 | 143 | 144 | 144 | 143 |
| Avg Bars in Losers | 54 | 52 | 56 | 54 | 52 | 56 |
| Bars Traded | 8759 | 4381 | 4378 | 8759 | 4381 | 4378 |
| 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 | 665657 | 671874 | -269677 | -128964 | -51670 | -192167 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8866,
"evaluation_days": 2216.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569823200000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759231347757,
"expiration_time": 1764957168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 61,
"offset": 0,
"std": 3.4127
}
}
} {
"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": [
[
2802613.943597904,
2656235.4594641835,
146378.4841337213,
24639882.479135945,
20745773.294937573,
3894109.1841983814
],
[
2802.613944,
2656.235459,
146.378484,
24639.882479,
20745.773295,
3894.109184
],
[
1.264432,
1.198392,
0.06604,
0.248945,
0.241199,
0.1665
],
[
853.309266,
853.309266,
853.309266,
853.309266,
853.309266,
853.309266
],
[
-208533,
-95240,
-137917,
-159162690,
-50503447,
-129866397
],
[
5.830126,
11.557134,
1.44542,
1.076119,
1.146212,
1.021418
],
[
90,
45,
45,
90,
45,
45
],
[
43,
22,
21,
43,
22,
21
],
[
47,
23,
24,
47,
23,
24
],
[
47.777778,
48.888889,
46.666667,
47.777778,
48.888889,
46.666667
],
[
6.372463,
12.082458,
1.651908,
1.176223,
1.198312,
1.167335
],
[
2309797,
2309797,
49967,
45968451,
45968451,
40633220
],
[
-36441,
-33644,
-36441,
-45208748,
-22683135,
-45208748
],
[
97,
97,
97,
97,
97,
97
],
[
144,
144,
143,
144,
144,
143
],
[
54,
52,
56,
54,
52,
56
],
[
8759,
4381,
4378,
8759,
4381,
4378
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
665657,
671874,
-269677,
-128964,
-51670,
-192167
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8866,
"evaluation_days": 2216.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569823200000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759231347757,
"expiration_time": 1764957168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 61,
"offset": 0,
"std": 3.4127
}
}
}
| # | 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) |
|---|