| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1876429.7682 | 2159826.7801 | -283397.012 | -99997.2294 | -15686.9192 | -84310.3102 |
| Total P&L (%) | 1876.4298 | 2159.8268 | -283.397 | -99.9972 | -15.6869 | -84.3103 |
| Avg Daily Profit (%) | 0.8422 | 0.9694 | -0.1272 | -0.4699 | -0.0077 | -0.0831 |
| Buy And Hold Return (%) | 221.3201 | 221.3201 | 221.3201 | 221.3201 | 221.3201 | 221.3201 |
| Max Trade Drawdown | -399393 | -245552 | -333214 | -113574 | -13885 | -102752 |
| Profit Factor | 2.592 | 4.9828 | 0.5547 | 0.2227 | 0.2346 | 0.2205 |
| Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
| Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
| Losing Trades | 89 | 50 | 39 | 89 | 50 | 39 |
| Profitability (%) | 50 | 43.8202 | 56.1798 | 50 | 43.8202 | 56.1798 |
| Ratio Avg Win / Avg Loss | 2.592 | 6.3882 | 0.4326 | 0.2227 | 0.3007 | 0.172 |
| Largest Winning Trade | 2367381 | 2367381 | 45357 | 17974 | 2773 | 17974 |
| Largest Losing Trade | -99887 | -52969 | -99887 | -100903 | -7505 | -100903 |
| Avg Bars in Trades | 48 | 44 | 53 | 48 | 44 | 53 |
| Avg Bars in Winners | 40 | 40 | 39 | 40 | 40 | 39 |
| Avg Bars in Losers | 57 | 46 | 70 | 57 | 46 | 70 |
| Bars Traded | 8652 | 3926 | 4726 | 8652 | 3926 | 4726 |
| 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 | 686793 | 661530 | -580293 | -579845 | -583219 | -580293 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8912,
"evaluation_days": 2228,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572220800000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760213998138,
"expiration_time": 1765980576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 65,
"offset": 144
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 136,
"offset": 0,
"a": 0.76896
}
}
} {
"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": [
[
1876429.768182738,
2159826.7801477183,
-283397.0119649828,
-99997.2294147121,
-15686.9191934297,
-84310.3102212824
],
[
1876.429768,
2159.82678,
-283.397012,
-99.997229,
-15.686919,
-84.31031
],
[
0.842204,
0.969402,
-0.127198,
-0.469892,
-0.007658,
-0.083097
],
[
221.320105,
221.320105,
221.320105,
221.320105,
221.320105,
221.320105
],
[
-399393,
-245552,
-333214,
-113574,
-13885,
-102752
],
[
2.592038,
4.982826,
0.554652,
0.22274,
0.234554,
0.220502
],
[
178,
89,
89,
178,
89,
89
],
[
89,
39,
50,
89,
39,
50
],
[
89,
50,
39,
89,
50,
39
],
[
50,
43.820225,
56.179775,
50,
43.820225,
56.179775
],
[
2.592038,
6.388238,
0.432628,
0.22274,
0.30071,
0.171991
],
[
2367381,
2367381,
45357,
17974,
2773,
17974
],
[
-99887,
-52969,
-99887,
-100903,
-7505,
-100903
],
[
48,
44,
53,
48,
44,
53
],
[
40,
40,
39,
40,
40,
39
],
[
57,
46,
70,
57,
46,
70
],
[
8652,
3926,
4726,
8652,
3926,
4726
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
686793,
661530,
-580293,
-579845,
-583219,
-580293
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8912,
"evaluation_days": 2228,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572220800000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760213998138,
"expiration_time": 1765980576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 65,
"offset": 144
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 136,
"offset": 0,
"a": 0.76896
}
}
}
| # | 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) |
|---|