| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2938657.4559 | 2830500.2957 | 108157.1602 | 9311239.6399 | 32224528.5772 | -22913288.9373 |
| Total P&L (%) | 2938.6575 | 2830.5003 | 108.1572 | 9311.2396 | 32224.5286 | -22913.2889 |
| Avg Daily Profit (%) | 1.3289 | 1.28 | 0.0489 | 0.2057 | 0.2617 | 0 |
| Buy And Hold Return (%) | 677.909 | 677.909 | 677.909 | 677.909 | 677.909 | 677.909 |
| Max Trade Drawdown | -194804 | -98262 | -143339 | -49429382 | -26587600 | -32974437 |
| Profit Factor | 5.3413 | 9.8782 | 1.302 | 1.0715 | 1.5828 | 0.6943 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Profitability (%) | 44.7917 | 45.8333 | 43.75 | 44.7917 | 45.8333 | 43.75 |
| Ratio Avg Win / Avg Loss | 6.5834 | 11.6743 | 1.674 | 1.3207 | 1.8706 | 0.8927 |
| Largest Winning Trade | 2527465 | 2527465 | 48386 | 52517722 | 52517722 | 10083073 |
| Largest Losing Trade | -39338 | -38425 | -39338 | -16095499 | -14794006 | -16095499 |
| Avg Bars in Trades | 67 | 64 | 70 | 67 | 64 | 70 |
| Avg Bars in Winners | 110 | 110 | 111 | 110 | 110 | 111 |
| Avg Bars in Losers | 32 | 26 | 38 | 32 | 26 | 38 |
| Bars Traded | 6476 | 3104 | 3372 | 6476 | 3104 | 3372 |
| 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 | 647140 | 666464 | -294505 | -135574 | 358428 | -583119 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6634,
"evaluation_days": 2211.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570579200000,
"last_datapoint_time": 1758758400000,
"evaluation_time": 1758794168638,
"expiration_time": 1764490176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 154,
"offset": 0,
"std": 2.09854
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 92,
"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": [
[
2938657.4559126687,
2830500.295716662,
108157.160196008,
9311239.639910875,
32224528.577180885,
-22913288.937269997
],
[
2938.657456,
2830.500296,
108.15716,
9311.23964,
32224.528577,
-22913.288937
],
[
1.32891,
1.279999,
0.04891,
0.205721,
0.261651,
0
],
[
677.909037,
677.909037,
677.909037,
677.909037,
677.909037,
677.909037
],
[
-194804,
-98262,
-143339,
-49429382,
-26587600,
-32974437
],
[
5.341285,
9.878224,
1.302034,
1.071487,
1.582822,
0.694325
],
[
96,
48,
48,
96,
48,
48
],
[
43,
22,
21,
43,
22,
21
],
[
53,
26,
27,
53,
26,
27
],
[
44.791667,
45.833333,
43.75,
44.791667,
45.833333,
43.75
],
[
6.583445,
11.674265,
1.674044,
1.32067,
1.870608,
0.892704
],
[
2527465,
2527465,
48386,
52517722,
52517722,
10083073
],
[
-39338,
-38425,
-39338,
-16095499,
-14794006,
-16095499
],
[
67,
64,
70,
67,
64,
70
],
[
110,
110,
111,
110,
110,
111
],
[
32,
26,
38,
32,
26,
38
],
[
6476,
3104,
3372,
6476,
3104,
3372
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
647140,
666464,
-294505,
-135574,
358428,
-583119
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6634,
"evaluation_days": 2211.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570579200000,
"last_datapoint_time": 1758758400000,
"evaluation_time": 1758794168638,
"expiration_time": 1764490176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 154,
"offset": 0,
"std": 2.09854
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 92,
"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) |
|---|