| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2178299.4474 | 1986949.3575 | 191350.09 | 49269421.8464 | 26160275.8645 | 23109145.9819 |
| Total P&L (%) | 2178.2994 | 1986.9494 | 191.3501 | 49269.4218 | 26160.2759 | 23109.146 |
| Avg Daily Profit (%) | 0.9778 | 0.8919 | 0.0859 | 0.2788 | 0.2504 | 0.2448 |
| Buy And Hold Return (%) | 419.9428 | 419.9428 | 419.9428 | 419.9428 | 419.9428 | 419.9428 |
| Max Trade Drawdown | -137510 | -59143 | -113179 | -166863176 | -83679034 | -141912761 |
| Profit Factor | 6.3453 | 13.4808 | 1.7706 | 1.1335 | 1.1628 | 1.111 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Profitability (%) | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 |
| Ratio Avg Win / Avg Loss | 7.8383 | 16.6527 | 2.1872 | 1.4003 | 1.4364 | 1.3724 |
| Largest Winning Trade | 1612177 | 1612177 | 52477 | 70888106 | 70888106 | 42440615 |
| Largest Losing Trade | -37865 | -32699 | -37865 | -56375332 | -29091834 | -56375332 |
| Avg Bars in Trades | 114 | 108 | 120 | 114 | 108 | 120 |
| Avg Bars in Winners | 203 | 190 | 216 | 203 | 190 | 216 |
| Avg Bars in Losers | 42 | 41 | 43 | 42 | 41 | 43 |
| Bars Traded | 8709 | 4116 | 4593 | 8709 | 4116 | 4593 |
| 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 | -35184 | 654056 | -242734 | -120737 | -35055 | -92044 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8911,
"evaluation_days": 2227.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571227200000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760210829661,
"expiration_time": 1765958328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 137,
"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": [
[
2178299.4474106147,
1986949.357457975,
191350.0899526397,
49269421.846382506,
26160275.86450111,
23109145.981881402
],
[
2178.299447,
1986.949357,
191.35009,
49269.421846,
26160.275865,
23109.145982
],
[
0.977802,
0.891909,
0.085894,
0.278782,
0.25037,
0.244812
],
[
419.942794,
419.942794,
419.942794,
419.942794,
419.942794,
419.942794
],
[
-137510,
-59143,
-113179,
-166863176,
-83679034,
-141912761
],
[
6.345299,
13.480777,
1.770591,
1.133548,
1.162761,
1.110996
],
[
76,
38,
38,
76,
38,
38
],
[
34,
17,
17,
34,
17,
17
],
[
42,
21,
21,
42,
21,
21
],
[
44.736842,
44.736842,
44.736842,
44.736842,
44.736842,
44.736842
],
[
7.838311,
16.652725,
2.187201,
1.400265,
1.436352,
1.372407
],
[
1612177,
1612177,
52477,
70888106,
70888106,
42440615
],
[
-37865,
-32699,
-37865,
-56375332,
-29091834,
-56375332
],
[
114,
108,
120,
114,
108,
120
],
[
203,
190,
216,
203,
190,
216
],
[
42,
41,
43,
42,
41,
43
],
[
8709,
4116,
4593,
8709,
4116,
4593
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-35184,
654056,
-242734,
-120737,
-35055,
-92044
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8911,
"evaluation_days": 2227.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571227200000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760210829661,
"expiration_time": 1765958328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 137,
"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) |
|---|