| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2483708.1893 | 2294475.2315 | 189232.9578 | 33287410.4938 | 67795463.4532 | -34508052.9594 |
| Total P&L (%) | 2483.7082 | 2294.4752 | 189.233 | 33287.4105 | 67795.4635 | -34508.053 |
| Avg Daily Profit (%) | 1.1235 | 1.0379 | 0.0856 | 0.2632 | 0.2954 | 0 |
| Buy And Hold Return (%) | 709.5143 | 709.5143 | 709.5143 | 709.5143 | 709.5143 | 709.5143 |
| Max Trade Drawdown | -162264 | -88876 | -106429 | -199281270 | -82760020 | -135877322 |
| Profit Factor | 4.7084 | 8.8586 | 1.5009 | 1.0769 | 1.4034 | 0.8697 |
| Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
| Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
| Losing Trades | 80 | 39 | 41 | 80 | 39 | 41 |
| Profitability (%) | 50 | 51.25 | 48.75 | 50 | 51.25 | 48.75 |
| Ratio Avg Win / Avg Loss | 4.7084 | 8.4265 | 1.5779 | 1.0769 | 1.335 | 0.9143 |
| Largest Winning Trade | 1984904 | 1984904 | 50115 | 79067202 | 79067202 | 40225260 |
| Largest Losing Trade | -34189 | -32921 | -34189 | -75669264 | -30383020 | -75669264 |
| Avg Bars in Trades | 53 | 44 | 63 | 53 | 44 | 63 |
| Avg Bars in Winners | 73 | 58 | 90 | 73 | 58 | 90 |
| Avg Bars in Losers | 33 | 29 | 37 | 33 | 29 | 37 |
| Bars Traded | 8612 | 3544 | 5068 | 8612 | 3544 | 5068 |
| Profit Streak | 0 | 40.3624 | 0 | 0 | 40.3624 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 691199 | 8991 | -261976 | -126516 | -9178 | -600722 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570903200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758940910600,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 25,
"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": [
[
2483708.1893027867,
2294475.231513008,
189232.9577897804,
33287410.493782945,
67795463.45317587,
-34508052.95939285
],
[
2483.708189,
2294.475232,
189.232958,
33287.410494,
67795.463453,
-34508.052959
],
[
1.123469,
1.037872,
0.085597,
0.263187,
0.295383,
0
],
[
709.514331,
709.514331,
709.514331,
709.514331,
709.514331,
709.514331
],
[
-162264,
-88876,
-106429,
-199281270,
-82760020,
-135877322
],
[
4.708398,
8.858593,
1.500905,
1.076904,
1.403425,
0.869678
],
[
160,
80,
80,
160,
80,
80
],
[
80,
41,
39,
80,
41,
39
],
[
80,
39,
41,
80,
39,
41
],
[
50,
51.25,
48.75,
50,
51.25,
48.75
],
[
4.708398,
8.426466,
1.577875,
1.076904,
1.334965,
0.914277
],
[
1984904,
1984904,
50115,
79067202,
79067202,
40225260
],
[
-34189,
-32921,
-34189,
-75669264,
-30383020,
-75669264
],
[
53,
44,
63,
53,
44,
63
],
[
73,
58,
90,
73,
58,
90
],
[
33,
29,
37,
33,
29,
37
],
[
8612,
3544,
5068,
8612,
3544,
5068
],
[
0,
40.362391,
0,
0,
40.362391,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
691199,
8991,
-261976,
-126516,
-9178,
-600722
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570903200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758940910600,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 25,
"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) |
|---|