| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2588989.0251 | 2442847.0509 | 146141.9742 | 6479954.5432 | 894899.5562 | 5585054.987 |
| Total P&L (%) | 2588.989 | 2442.8471 | 146.142 | 6479.9545 | 894.8996 | 5585.055 |
| Avg Daily Profit (%) | 1.1695 | 1.1035 | 0.066 | 0.1893 | 0.1038 | 0.1827 |
| Buy And Hold Return (%) | 701.8036 | 701.8036 | 701.8036 | 701.8036 | 701.8036 | 701.8036 |
| Max Trade Drawdown | -173449 | -80206 | -93482 | -11478539 | -6351263 | -5474554 |
| Profit Factor | 3.7409 | 5.8211 | 1.3338 | 1.1612 | 1.0394 | 1.3191 |
| Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
| Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
| Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
| Profitability (%) | 47.2222 | 42.2222 | 52.2222 | 47.2222 | 42.2222 | 52.2222 |
| Ratio Avg Win / Avg Loss | 4.181 | 7.9657 | 1.2202 | 1.2978 | 1.4224 | 1.2068 |
| Largest Winning Trade | 2190873 | 2190873 | 43617 | 3600438 | 3600438 | 2475394 |
| Largest Losing Trade | -59915 | -59915 | -48583 | -3213533 | -3213533 | -1901933 |
| Avg Bars in Trades | 35 | 43 | 27 | 35 | 43 | 27 |
| Avg Bars in Winners | 47 | 66 | 32 | 47 | 66 | 32 |
| Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
| Bars Traded | 6410 | 3926 | 2484 | 6410 | 3926 | 2484 |
| Profit Streak | 43.7875 | 93.7875 | 43.7875 | 43.7875 | 93.7875 | 43.7875 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 689159 | 617887 | -269464 | -33982 | -313245 | 320249 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6641,
"evaluation_days": 2213.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570608000000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758970442252,
"expiration_time": 1764697824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 85,
"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": [
[
2588989.025138182,
2442847.0509266425,
146141.9742115401,
6479954.543193231,
894899.5562227882,
5585054.986970441
],
[
2588.989025,
2442.847051,
146.141974,
6479.954543,
894.899556,
5585.054987
],
[
1.169546,
1.103528,
0.066018,
0.189304,
0.10384,
0.182688
],
[
701.803648,
701.803648,
701.803648,
701.803648,
701.803648,
701.803648
],
[
-173449,
-80206,
-93482,
-11478539,
-6351263,
-5474554
],
[
3.740892,
5.821071,
1.333751,
1.161195,
1.039432,
1.319064
],
[
180,
90,
90,
180,
90,
90
],
[
85,
38,
47,
85,
38,
47
],
[
95,
52,
43,
95,
52,
43
],
[
47.222222,
42.222222,
52.222222,
47.222222,
42.222222,
52.222222
],
[
4.180997,
7.965675,
1.220241,
1.297806,
1.42238,
1.206804
],
[
2190873,
2190873,
43617,
3600438,
3600438,
2475394
],
[
-59915,
-59915,
-48583,
-3213533,
-3213533,
-1901933
],
[
35,
43,
27,
35,
43,
27
],
[
47,
66,
32,
47,
66,
32
],
[
25,
27,
22,
25,
27,
22
],
[
6410,
3926,
2484,
6410,
3926,
2484
],
[
43.787526,
93.787526,
43.787526,
43.787526,
93.787526,
43.787526
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
689159,
617887,
-269464,
-33982,
-313245,
320249
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6641,
"evaluation_days": 2213.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570608000000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758970442252,
"expiration_time": 1764697824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 85,
"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) |
|---|