| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1265663.7366 | 1327162.9111 | -61499.1745 | 40592.2178 | 271100.4905 | -230508.2727 |
| Total P&L (%) | 1265.6637 | 1327.1629 | -61.4992 | 40.5922 | 271.1005 | -230.5083 |
| Avg Daily Profit (%) | 0.5703 | 0.598 | -0.0277 | 0.0154 | 0.0591 | 0 |
| Buy And Hold Return (%) | 252.5537 | 252.5537 | 252.5537 | 252.5537 | 252.5537 | 252.5537 |
| Max Trade Drawdown | -133464 | -58933 | -176107 | -438593 | -182934 | -344884 |
| Profit Factor | 3.2733 | 9.2623 | 0.8447 | 1.0323 | 1.6851 | 0.7322 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 24 | 15 | 9 | 24 | 15 | 9 |
| Losing Trades | 42 | 18 | 24 | 42 | 18 | 24 |
| Profitability (%) | 36.3636 | 45.4545 | 27.2727 | 36.3636 | 45.4545 | 27.2727 |
| Ratio Avg Win / Avg Loss | 5.7283 | 11.1148 | 2.2527 | 1.8065 | 2.0221 | 1.9526 |
| Largest Winning Trade | 1324821 | 1324821 | 65017 | 323355 | 323355 | 197932 |
| Largest Losing Trade | -61968 | -26480 | -61968 | -109649 | -109649 | -79841 |
| Avg Bars in Trades | 125 | 39 | 212 | 125 | 39 | 212 |
| Avg Bars in Winners | 262 | 66 | 589 | 262 | 66 | 589 |
| Avg Bars in Losers | 47 | 16 | 70 | 47 | 16 | 70 |
| Bars Traded | 8291 | 1293 | 6998 | 8291 | 1293 | 6998 |
| Profit Streak | 0 | 0 | 294.4002 | 0 | 0 | 294.4002 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -117945 | 612435 | -597234 | -656072 | -255530 | -597234 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8877,
"evaluation_days": 2219.25,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572696000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759462580819,
"expiration_time": 1765201896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 231,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 11,
"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": [
[
1265663.7366015092,
1327162.9110943435,
-61499.174492834,
40592.2177615589,
271100.4904675913,
-230508.2727060324
],
[
1265.663737,
1327.162911,
-61.499174,
40.592218,
271.10049,
-230.508273
],
[
0.570311,
0.598023,
-0.027712,
0.015353,
0.059105,
0
],
[
252.55367,
252.55367,
252.55367,
252.55367,
252.55367,
252.55367
],
[
-133464,
-58933,
-176107,
-438593,
-182934,
-344884
],
[
3.273338,
9.262328,
0.844744,
1.032307,
1.685121,
0.732206
],
[
66,
33,
33,
66,
33,
33
],
[
24,
15,
9,
24,
15,
9
],
[
42,
18,
24,
42,
18,
24
],
[
36.363636,
45.454545,
27.272727,
36.363636,
45.454545,
27.272727
],
[
5.728341,
11.114794,
2.25265,
1.806537,
2.022145,
1.95255
],
[
1324821,
1324821,
65017,
323355,
323355,
197932
],
[
-61968,
-26480,
-61968,
-109649,
-109649,
-79841
],
[
125,
39,
212,
125,
39,
212
],
[
262,
66,
589,
262,
66,
589
],
[
47,
16,
70,
47,
16,
70
],
[
8291,
1293,
6998,
8291,
1293,
6998
],
[
0,
0,
294.400241,
0,
0,
294.400241
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-117945,
612435,
-597234,
-656072,
-255530,
-597234
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8877,
"evaluation_days": 2219.25,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572696000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759462580819,
"expiration_time": 1765201896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 231,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 11,
"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) |
|---|