| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2287791.7571 | 2170427.0824 | 117364.6748 | 5811202.9881 | 15881278.4338 | -10070075.4457 |
| Total P&L (%) | 2287.7918 | 2170.4271 | 117.3647 | 5811.203 | 15881.2784 | -10070.0754 |
| Avg Daily Profit (%) | 1.0284 | 0.9756 | 0.0528 | 0.1835 | 0.2283 | 0 |
| Buy And Hold Return (%) | 299.9038 | 299.9038 | 299.9038 | 299.9038 | 299.9038 | 299.9038 |
| Max Trade Drawdown | -168212 | -95222 | -109514 | -24915022 | -11049121 | -13865901 |
| Profit Factor | 4.1588 | 7.3382 | 1.3074 | 1.0782 | 1.477 | 0.7545 |
| Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
| Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
| Profitability (%) | 50.9934 | 52 | 50 | 50.9934 | 52 | 50 |
| Ratio Avg Win / Avg Loss | 3.9967 | 6.7737 | 1.3074 | 1.0362 | 1.3634 | 0.7545 |
| Largest Winning Trade | 1949140 | 1949140 | 57352 | 16212230 | 16212230 | 4919334 |
| Largest Losing Trade | -43412 | -43412 | -36725 | -7420362 | -4936817 | -7420362 |
| Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
| Avg Bars in Winners | 59 | 53 | 64 | 59 | 53 | 64 |
| Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
| Bars Traded | 6417 | 2984 | 3433 | 6417 | 2984 | 3433 |
| Profit Streak | 0 | 23.8725 | 0 | 0 | 23.8725 | 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 | 772644 | -34307 | -337571 | -125689 | -46708 | -630236 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6674,
"evaluation_days": 2224.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571990400000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759928181266,
"expiration_time": 1765676736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 80,
"offset": 69
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 111,
"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": [
[
2287791.7571419687,
2170427.082385705,
117364.674756264,
5811202.988059969,
15881278.433764875,
-10070075.445704896
],
[
2287.791757,
2170.427082,
117.364675,
5811.202988,
15881.278434,
-10070.075446
],
[
1.028374,
0.975618,
0.052756,
0.183541,
0.228339,
0
],
[
299.903846,
299.903846,
299.903846,
299.903846,
299.903846,
299.903846
],
[
-168212,
-95222,
-109514,
-24915022,
-11049121,
-13865901
],
[
4.158751,
7.338216,
1.307369,
1.078201,
1.47699,
0.754485
],
[
151,
75,
76,
151,
75,
76
],
[
77,
39,
38,
77,
39,
38
],
[
74,
36,
38,
74,
36,
38
],
[
50.993377,
52,
50,
50.993377,
52,
50
],
[
3.996722,
6.773738,
1.307369,
1.036193,
1.363375,
0.754485
],
[
1949140,
1949140,
57352,
16212230,
16212230,
4919334
],
[
-43412,
-43412,
-36725,
-7420362,
-4936817,
-7420362
],
[
42,
39,
45,
42,
39,
45
],
[
59,
53,
64,
59,
53,
64
],
[
25,
24,
25,
25,
24,
25
],
[
6417,
2984,
3433,
6417,
2984,
3433
],
[
0,
23.872468,
0,
0,
23.872468,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
772644,
-34307,
-337571,
-125689,
-46708,
-630236
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6674,
"evaluation_days": 2224.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571990400000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759928181266,
"expiration_time": 1765676736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 80,
"offset": 69
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 111,
"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) |
|---|