| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2396165.5934 | 2294085.9256 | 102079.6678 | 5425198.7996 | 20133314.9793 | -14708116.1798 |
| Total P&L (%) | 2396.1656 | 2294.0859 | 102.0797 | 5425.1988 | 20133.315 | -14708.1162 |
| Avg Daily Profit (%) | 1.0809 | 1.0349 | 0.046 | 0.1811 | 0.2398 | 0 |
| Buy And Hold Return (%) | 796.4808 | 796.4808 | 796.4808 | 796.4808 | 796.4808 | 796.4808 |
| Max Trade Drawdown | -158974 | -82193 | -122687 | -23100929 | -5688764 | -19230591 |
| Profit Factor | 3.8986 | 7.17 | 1.2244 | 1.086 | 1.9073 | 0.6401 |
| Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
| Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
| Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
| Profitability (%) | 48.0226 | 43.8202 | 52.2727 | 48.0226 | 43.8202 | 52.2727 |
| Ratio Avg Win / Avg Loss | 4.2197 | 9.1923 | 1.118 | 1.1755 | 2.4452 | 0.5844 |
| Largest Winning Trade | 1993578 | 1993578 | 45220 | 24268883 | 24268883 | 3590578 |
| Largest Losing Trade | -69791 | -48654 | -69791 | -17787125 | -3745973 | -17787125 |
| Avg Bars in Trades | 49 | 44 | 53 | 49 | 44 | 53 |
| Avg Bars in Winners | 69 | 70 | 67 | 69 | 70 | 67 |
| Avg Bars in Losers | 30 | 24 | 37 | 30 | 24 | 37 |
| Bars Traded | 8685 | 3990 | 4695 | 8685 | 3990 | 4695 |
| 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 | 628254 | 574598 | -297587 | -117978 | 334075 | -580802 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8867,
"evaluation_days": 2216.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570384800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759250899418,
"expiration_time": 1764979416000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
2396165.593394917,
2294085.925616299,
102079.6677786175,
5425198.799560561,
20133314.979341,
-14708116.179780446
],
[
2396.165593,
2294.085926,
102.079668,
5425.1988,
20133.314979,
-14708.11618
],
[
1.080936,
1.034887,
0.046049,
0.181145,
0.239823,
0
],
[
796.480804,
796.480804,
796.480804,
796.480804,
796.480804,
796.480804
],
[
-158974,
-82193,
-122687,
-23100929,
-5688764,
-19230591
],
[
3.898639,
7.169979,
1.224431,
1.086036,
1.907287,
0.640092
],
[
177,
89,
88,
177,
89,
88
],
[
85,
39,
46,
85,
39,
46
],
[
92,
50,
42,
92,
50,
42
],
[
48.022599,
43.820225,
52.272727,
48.022599,
43.820225,
52.272727
],
[
4.219703,
9.19228,
1.117959,
1.175475,
2.44524,
0.584432
],
[
1993578,
1993578,
45220,
24268883,
24268883,
3590578
],
[
-69791,
-48654,
-69791,
-17787125,
-3745973,
-17787125
],
[
49,
44,
53,
49,
44,
53
],
[
69,
70,
67,
69,
70,
67
],
[
30,
24,
37,
30,
24,
37
],
[
8685,
3990,
4695,
8685,
3990,
4695
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
628254,
574598,
-297587,
-117978,
334075,
-580802
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8867,
"evaluation_days": 2216.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570384800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759250899418,
"expiration_time": 1764979416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|