| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1161981.5575 | 1160643.2935 | 1338.264 | 617996.8344 | 2250837.7417 | -1632840.9072 |
| Total P&L (%) | 1161.9816 | 1160.6433 | 1.3383 | 617.9968 | 2250.8377 | -1632.8409 |
| Avg Daily Profit (%) | 0.5239 | 0.5233 | 0.0006 | 0.0889 | 0.1425 | 0 |
| Buy And Hold Return (%) | 597.5956 | 597.5956 | 597.5956 | 597.5956 | 597.5956 | 597.5956 |
| Max Trade Drawdown | -206453 | -109966 | -245457 | -3996289 | -1985788 | -2272233 |
| Profit Factor | 1.838 | 2.8812 | 1.0017 | 1.0615 | 1.5018 | 0.7064 |
| Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
| Winning Trades | 157 | 71 | 86 | 157 | 71 | 86 |
| Losing Trades | 167 | 91 | 76 | 167 | 91 | 76 |
| Profitability (%) | 48.4568 | 43.8272 | 53.0864 | 48.4568 | 43.8272 | 53.0864 |
| Ratio Avg Win / Avg Loss | 1.955 | 3.6929 | 0.8853 | 1.1291 | 1.9249 | 0.6243 |
| Largest Winning Trade | 792387 | 792387 | 49418 | 3300578 | 3300578 | 496556 |
| Largest Losing Trade | -57751 | -37145 | -57751 | -1483406 | -930536 | -1483406 |
| Avg Bars in Trades | 20 | 17 | 22 | 20 | 17 | 22 |
| Avg Bars in Winners | 26 | 23 | 28 | 26 | 23 | 28 |
| Avg Bars in Losers | 14 | 12 | 17 | 14 | 12 | 17 |
| Bars Traded | 6579 | 2856 | 3723 | 6579 | 2856 | 3723 |
| Profit Streak | 22.0847 | 33.418 | 22.0847 | 22.0847 | 33.418 | 22.0847 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355412 | 311256 | -576541 | -379019 | -2835 | -579258 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6654,
"evaluation_days": 2218,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569081600000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759341715491,
"expiration_time": 1765083456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1161981.5575255482,
1160643.2934915998,
1338.264033948,
617996.8344126712,
2250837.7416531616,
-1632840.90724049
],
[
1161.981558,
1160.643293,
1.338264,
617.996834,
2250.837742,
-1632.840907
],
[
0.523887,
0.523284,
0.000603,
0.088917,
0.142453,
0
],
[
597.595611,
597.595611,
597.595611,
597.595611,
597.595611,
597.595611
],
[
-206453,
-109966,
-245457,
-3996289,
-1985788,
-2272233
],
[
1.837974,
2.881236,
1.001739,
1.061509,
1.501818,
0.706426
],
[
324,
162,
162,
324,
162,
162
],
[
157,
71,
86,
157,
71,
86
],
[
167,
91,
76,
167,
91,
76
],
[
48.45679,
43.82716,
53.08642,
48.45679,
43.82716,
53.08642
],
[
1.955043,
3.692852,
0.885257,
1.129121,
1.924865,
0.624284
],
[
792387,
792387,
49418,
3300578,
3300578,
496556
],
[
-57751,
-37145,
-57751,
-1483406,
-930536,
-1483406
],
[
20,
17,
22,
20,
17,
22
],
[
26,
23,
28,
26,
23,
28
],
[
14,
12,
17,
14,
12,
17
],
[
6579,
2856,
3723,
6579,
2856,
3723
],
[
22.08467,
33.418003,
22.08467,
22.08467,
33.418003,
22.08467
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355412,
311256,
-576541,
-379019,
-2835,
-579258
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6654,
"evaluation_days": 2218,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569081600000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759341715491,
"expiration_time": 1765083456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|