| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1068818.8466 | 1057070.0954 | 11748.7512 | 726039.2761 | 3286893.0109 | -2560853.7348 |
| Total P&L (%) | 1068.8188 | 1057.0701 | 11.7488 | 726.0393 | 3286.893 | -2560.8537 |
| Avg Daily Profit (%) | 0.4797 | 0.4744 | 0.0053 | 0.0948 | 0.1582 | 0 |
| Buy And Hold Return (%) | 193.9978 | 193.9978 | 193.9978 | 193.9978 | 193.9978 | 193.9978 |
| Max Trade Drawdown | -140496 | -93990 | -118803 | -4830638 | -2394408 | -2893726 |
| Profit Factor | 2.3821 | 4.3313 | 1.0258 | 1.062 | 1.6465 | 0.614 |
| Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
| Winning Trades | 56 | 31 | 25 | 56 | 31 | 25 |
| Losing Trades | 130 | 62 | 68 | 130 | 62 | 68 |
| Profitability (%) | 30.1075 | 33.3333 | 26.8817 | 30.1075 | 33.3333 | 26.8817 |
| Ratio Avg Win / Avg Loss | 5.5298 | 8.6625 | 2.7901 | 2.4653 | 3.293 | 1.6702 |
| Largest Winning Trade | 877061 | 877061 | 56887 | 4910019 | 4910019 | 814617 |
| Largest Losing Trade | -32594 | -26953 | -32594 | -1342473 | -1342473 | -1185844 |
| Avg Bars in Trades | 46 | 32 | 60 | 46 | 32 | 60 |
| Avg Bars in Winners | 117 | 69 | 177 | 117 | 69 | 177 |
| Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
| Bars Traded | 8590 | 2987 | 5603 | 8590 | 2987 | 5603 |
| 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 | 259575 | 355198 | -564456 | -226449 | 144410 | -599827 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8912,
"evaluation_days": 2228,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572134400000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760213998648,
"expiration_time": 1765980576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 205,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.33162,
"nc": 0.1
}
}
} {
"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": [
[
1068818.8466356923,
1057070.09538593,
11748.7512497622,
726039.2761031333,
3286893.0108985007,
-2560853.7347953683
],
[
1068.818847,
1057.070095,
11.748751,
726.039276,
3286.893011,
-2560.853735
],
[
0.479721,
0.474448,
0.005273,
0.094815,
0.158226,
0
],
[
193.997777,
193.997777,
193.997777,
193.997777,
193.997777,
193.997777
],
[
-140496,
-93990,
-118803,
-4830638,
-2394408,
-2893726
],
[
2.382081,
4.331272,
1.025764,
1.061954,
1.646497,
0.614026
],
[
186,
93,
93,
186,
93,
93
],
[
56,
31,
25,
56,
31,
25
],
[
130,
62,
68,
130,
62,
68
],
[
30.107527,
33.333333,
26.88172,
30.107527,
33.333333,
26.88172
],
[
5.529831,
8.662544,
2.790077,
2.465251,
3.292994,
1.67015
],
[
877061,
877061,
56887,
4910019,
4910019,
814617
],
[
-32594,
-26953,
-32594,
-1342473,
-1342473,
-1185844
],
[
46,
32,
60,
46,
32,
60
],
[
117,
69,
177,
117,
69,
177
],
[
15,
13,
17,
15,
13,
17
],
[
8590,
2987,
5603,
8590,
2987,
5603
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
259575,
355198,
-564456,
-226449,
144410,
-599827
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8912,
"evaluation_days": 2228,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572134400000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760213998648,
"expiration_time": 1765980576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 205,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.33162,
"nc": 0.1
}
}
}
| # | 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) |
|---|