| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2537905.6738 | 2389468.0125 | 148437.6613 | 6864172.7521 | 210763.3002 | 6653409.4519 |
| Total P&L (%) | 2537.9057 | 2389.468 | 148.4377 | 6864.1728 | 210.7633 | 6653.4095 |
| Avg Daily Profit (%) | 1.1466 | 1.0796 | 0.0671 | 0.1919 | 0.0512 | 0.1905 |
| Buy And Hold Return (%) | 301.0173 | 301.0173 | 301.0173 | 301.0173 | 301.0173 | 301.0173 |
| Max Trade Drawdown | -116685 | -94373 | -64727 | -32686166 | -24758356 | -16718753 |
| Profit Factor | 3.3553 | 5.1494 | 1.2959 | 1.0485 | 1.0026 | 1.11 |
| Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
| Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
| Losing Trades | 182 | 96 | 86 | 182 | 96 | 86 |
| Profitability (%) | 41.2903 | 38.0645 | 44.5161 | 41.2903 | 38.0645 | 44.5161 |
| Ratio Avg Win / Avg Loss | 4.7708 | 8.3787 | 1.6151 | 1.4909 | 1.6314 | 1.3835 |
| Largest Winning Trade | 2165980 | 2165980 | 40131 | 10192559 | 10192559 | 5970257 |
| Largest Losing Trade | -38140 | -38140 | -24058 | -9759896 | -9759896 | -5708563 |
| Avg Bars in Trades | 20 | 28 | 12 | 20 | 28 | 12 |
| Avg Bars in Winners | 30 | 46 | 16 | 30 | 46 | 16 |
| Avg Bars in Losers | 14 | 17 | 9 | 14 | 17 | 9 |
| Bars Traded | 6439 | 4440 | 1999 | 6439 | 4440 | 1999 |
| Profit Streak | 0 | 0 | 24.7063 | 0 | 0 | 24.7063 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 662197 | 619416 | -269048 | -160679 | -510922 | -92622 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6640,
"evaluation_days": 2213.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572220800000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758963427127,
"expiration_time": 1764668160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 4,
"offset": 0,
"std": 3.26634
}
}
} {
"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": [
[
2537905.6738361693,
2389468.012511391,
148437.6613247767,
6864172.752062658,
210763.3001561103,
6653409.451906537
],
[
2537.905674,
2389.468013,
148.437661,
6864.172752,
210.7633,
6653.409452
],
[
1.146646,
1.079581,
0.067065,
0.191902,
0.051242,
0.190511
],
[
301.017294,
301.017294,
301.017294,
301.017294,
301.017294,
301.017294
],
[
-116685,
-94373,
-64727,
-32686166,
-24758356,
-16718753
],
[
3.355256,
5.149396,
1.295875,
1.048516,
1.002602,
1.110002
],
[
310,
155,
155,
310,
155,
155
],
[
128,
59,
69,
128,
59,
69
],
[
182,
96,
86,
182,
96,
86
],
[
41.290323,
38.064516,
44.516129,
41.290323,
38.064516,
44.516129
],
[
4.770755,
8.378679,
1.615148,
1.490858,
1.631352,
1.383481
],
[
2165980,
2165980,
40131,
10192559,
10192559,
5970257
],
[
-38140,
-38140,
-24058,
-9759896,
-9759896,
-5708563
],
[
20,
28,
12,
20,
28,
12
],
[
30,
46,
16,
30,
46,
16
],
[
14,
17,
9,
14,
17,
9
],
[
6439,
4440,
1999,
6439,
4440,
1999
],
[
0,
0,
24.706332,
0,
0,
24.706332
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
662197,
619416,
-269048,
-160679,
-510922,
-92622
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6640,
"evaluation_days": 2213.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572220800000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758963427127,
"expiration_time": 1764668160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 4,
"offset": 0,
"std": 3.26634
}
}
}
| # | 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) |
|---|