| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2202994.1412 | 2260610.5429 | -57616.4016 | 8139.4812 | 859152.4669 | -851012.9857 |
| Total P&L (%) | 2202.9941 | 2260.6105 | -57.6164 | 8.1395 | 859.1525 | -851.013 |
| Avg Daily Profit (%) | 0.9889 | 1.0148 | -0.0259 | 0.0035 | 0.1015 | 0 |
| Buy And Hold Return (%) | 204.061 | 204.061 | 204.061 | 204.061 | 204.061 | 204.061 |
| Max Trade Drawdown | -288501 | -185060 | -137066 | -7705019 | -5944652 | -2058215 |
| Profit Factor | 3.5983 | 5.6375 | 0.8401 | 1.0005 | 1.0772 | 0.8384 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
| Profitability (%) | 42.8571 | 44.6429 | 41.0714 | 42.8571 | 44.6429 | 41.0714 |
| Ratio Avg Win / Avg Loss | 4.7977 | 6.9905 | 1.2054 | 1.334 | 1.3357 | 1.2029 |
| Largest Winning Trade | 2259939 | 2259939 | 42003 | 6575126 | 6575126 | 1251304 |
| Largest Losing Trade | -43714 | -43714 | -41848 | -3406895 | -3406895 | -1194748 |
| Avg Bars in Trades | 76 | 102 | 50 | 76 | 102 | 50 |
| Avg Bars in Winners | 110 | 141 | 77 | 110 | 141 | 77 |
| Avg Bars in Losers | 50 | 71 | 30 | 50 | 71 | 30 |
| Bars Traded | 8564 | 5757 | 2807 | 8564 | 5757 | 2807 |
| Profit Streak | 30.7999 | 36.2999 | 0 | 30.7999 | 36.2999 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 653651 | -159980 | -762638 | -575821 | -376290 | -762638 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8911,
"evaluation_days": 2227.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572458400000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760209911178,
"expiration_time": 1765958328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 210,
"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": [
[
2202994.141238185,
2260610.542851724,
-57616.4016135402,
8139.4812172162,
859152.46691346,
-851012.9856962437
],
[
2202.994141,
2260.610543,
-57.616402,
8.139481,
859.152467,
-851.012986
],
[
0.988888,
1.014751,
-0.025863,
0.003513,
0.101539,
0
],
[
204.060961,
204.060961,
204.060961,
204.060961,
204.060961,
204.060961
],
[
-288501,
-185060,
-137066,
-7705019,
-5944652,
-2058215
],
[
3.598279,
5.637477,
0.840133,
1.000496,
1.077156,
0.838357
],
[
112,
56,
56,
112,
56,
56
],
[
48,
25,
23,
48,
25,
23
],
[
64,
31,
33,
64,
31,
33
],
[
42.857143,
44.642857,
41.071429,
42.857143,
44.642857,
41.071429
],
[
4.797705,
6.990471,
1.205408,
1.333995,
1.335674,
1.202861
],
[
2259939,
2259939,
42003,
6575126,
6575126,
1251304
],
[
-43714,
-43714,
-41848,
-3406895,
-3406895,
-1194748
],
[
76,
102,
50,
76,
102,
50
],
[
110,
141,
77,
110,
141,
77
],
[
50,
71,
30,
50,
71,
30
],
[
8564,
5757,
2807,
8564,
5757,
2807
],
[
30.799898,
36.299898,
0,
30.799898,
36.299898,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
653651,
-159980,
-762638,
-575821,
-376290,
-762638
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8911,
"evaluation_days": 2227.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572458400000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760209911178,
"expiration_time": 1765958328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 210,
"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) |
|---|