| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1991385.7622 | 1999063.6645 | -7677.9023 | 240442.0257 | 6313.7809 | 234128.2448 |
| Total P&L (%) | 1991.3858 | 1999.0637 | -7.6779 | 240.442 | 6.3138 | 234.1282 |
| Avg Daily Profit (%) | 0.8941 | 0.8975 | -0.0034 | 0.055 | 0.0027 | 0.0542 |
| Buy And Hold Return (%) | 198.009 | 198.009 | 198.009 | 198.009 | 198.009 | 198.009 |
| Max Trade Drawdown | -193151 | -70147 | -164137 | -755564 | -471252 | -308019 |
| Profit Factor | 3.453 | 6.3068 | 0.9824 | 1.0842 | 1.0042 | 1.174 |
| Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
| Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
| Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
| Profitability (%) | 47.9675 | 45.9016 | 50 | 47.9675 | 45.9016 | 50 |
| Ratio Avg Win / Avg Loss | 3.7457 | 7.433 | 0.9824 | 1.1761 | 1.1835 | 1.174 |
| Largest Winning Trade | 1956436 | 1956436 | 48617 | 273544 | 273544 | 196224 |
| Largest Losing Trade | -48339 | -42658 | -48339 | -192853 | -192853 | -174659 |
| Avg Bars in Trades | 69 | 69 | 69 | 69 | 69 | 69 |
| Avg Bars in Winners | 92 | 93 | 91 | 92 | 93 | 91 |
| Avg Bars in Losers | 48 | 49 | 47 | 48 | 49 | 47 |
| Bars Traded | 8587 | 4268 | 4319 | 8587 | 4268 | 4319 |
| 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 | 697962 | -141495 | -734958 | -346901 | -734118 | -412885 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8909,
"evaluation_days": 2227.25,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572415200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760165110527,
"expiration_time": 1765913832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 218,
"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": [
[
1991385.7621980326,
1999063.6645126273,
-7677.9023145954,
240442.0257439067,
6313.7809384194,
234128.2448054872
],
[
1991.385762,
1999.063665,
-7.677902,
240.442026,
6.313781,
234.128245
],
[
0.894101,
0.897548,
-0.003447,
0.055019,
0.002749,
0.054178
],
[
198.008992,
198.008992,
198.008992,
198.008992,
198.008992,
198.008992
],
[
-193151,
-70147,
-164137,
-755564,
-471252,
-308019
],
[
3.453039,
6.306759,
0.982354,
1.084222,
1.004183,
1.174017
],
[
123,
61,
62,
123,
61,
62
],
[
59,
28,
31,
59,
28,
31
],
[
64,
33,
31,
64,
33,
31
],
[
47.96748,
45.901639,
50,
47.96748,
45.901639,
50
],
[
3.74567,
7.432965,
0.982354,
1.176106,
1.183501,
1.174017
],
[
1956436,
1956436,
48617,
273544,
273544,
196224
],
[
-48339,
-42658,
-48339,
-192853,
-192853,
-174659
],
[
69,
69,
69,
69,
69,
69
],
[
92,
93,
91,
92,
93,
91
],
[
48,
49,
47,
48,
49,
47
],
[
8587,
4268,
4319,
8587,
4268,
4319
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
697962,
-141495,
-734958,
-346901,
-734118,
-412885
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8909,
"evaluation_days": 2227.25,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572415200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760165110527,
"expiration_time": 1765913832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 218,
"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) |
|---|