| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2598129.6265 | 2443678.7786 | 154450.8479 | 18329426.3003 | 5841992.8379 | 12487433.4624 |
| Total P&L (%) | 2598.1296 | 2443.6788 | 154.4508 | 18329.4263 | 5841.9928 | 12487.4335 |
| Avg Daily Profit (%) | 1.1727 | 1.103 | 0.0697 | 0.2357 | 0.1845 | 0.2185 |
| Buy And Hold Return (%) | 904.8077 | 904.8077 | 904.8077 | 904.8077 | 904.8077 | 904.8077 |
| Max Trade Drawdown | -118381 | -76227 | -116138 | -13886500 | -10552555 | -7454628 |
| Profit Factor | 3.7962 | 6.1878 | 1.3371 | 1.267 | 1.1616 | 1.3843 |
| Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
| Winning Trades | 105 | 54 | 51 | 105 | 54 | 51 |
| Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
| Profitability (%) | 53.2995 | 54.5455 | 52.0408 | 53.2995 | 54.5455 | 52.0408 |
| Ratio Avg Win / Avg Loss | 3.3262 | 5.1565 | 1.2323 | 1.1102 | 0.968 | 1.2757 |
| Largest Winning Trade | 2029151 | 2029151 | 47072 | 5747606 | 5747606 | 4645007 |
| Largest Losing Trade | -62266 | -62266 | -42912 | -3865998 | -3865998 | -3041402 |
| Avg Bars in Trades | 44 | 59 | 28 | 44 | 59 | 28 |
| Avg Bars in Winners | 54 | 76 | 31 | 54 | 76 | 31 |
| Avg Bars in Losers | 32 | 39 | 25 | 32 | 39 | 25 |
| Bars Traded | 8714 | 5919 | 2795 | 8714 | 5919 | 2795 |
| 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 | 670875 | 679650 | -265071 | 348648 | -36583 | 325598 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8862,
"evaluation_days": 2215.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569499200000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759142340103,
"expiration_time": 1764868176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 18,
"offset": 0,
"std": 2.03408
}
}
} {
"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": [
[
2598129.626526584,
2443678.778600815,
154450.8479257687,
18329426.30029698,
5841992.837901996,
12487433.462394984
],
[
2598.129627,
2443.678779,
154.450848,
18329.4263,
5841.992838,
12487.433462
],
[
1.172706,
1.102992,
0.069714,
0.235734,
0.184536,
0.218486
],
[
904.807692,
904.807692,
904.807692,
904.807692,
904.807692,
904.807692
],
[
-118381,
-76227,
-116138,
-13886500,
-10552555,
-7454628
],
[
3.796196,
6.187793,
1.337139,
1.267031,
1.161607,
1.38432
],
[
197,
99,
98,
197,
99,
98
],
[
105,
54,
51,
105,
54,
51
],
[
92,
45,
47,
92,
45,
47
],
[
53.299492,
54.545455,
52.040816,
53.299492,
54.545455,
52.040816
],
[
3.326191,
5.156494,
1.232266,
1.11016,
0.968006,
1.275746
],
[
2029151,
2029151,
47072,
5747606,
5747606,
4645007
],
[
-62266,
-62266,
-42912,
-3865998,
-3865998,
-3041402
],
[
44,
59,
28,
44,
59,
28
],
[
54,
76,
31,
54,
76,
31
],
[
32,
39,
25,
32,
39,
25
],
[
8714,
5919,
2795,
8714,
5919,
2795
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
670875,
679650,
-265071,
348648,
-36583,
325598
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8862,
"evaluation_days": 2215.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569499200000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759142340103,
"expiration_time": 1764868176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 18,
"offset": 0,
"std": 2.03408
}
}
}
| # | 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) |
|---|