| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2172676.8845 | 2122523.4885 | 50153.396 | 920237.3638 | 6687473.7689 | -5767236.4051 |
| Total P&L (%) | 2172.6769 | 2122.5235 | 50.1534 | 920.2374 | 6687.4738 | -5767.2364 |
| Avg Daily Profit (%) | 0.9746 | 0.9521 | 0.0225 | 0.1042 | 0.1894 | 0 |
| Buy And Hold Return (%) | 341.0141 | 341.0141 | 341.0141 | 341.0141 | 341.0141 | 341.0141 |
| Max Trade Drawdown | -174549 | -92111 | -124979 | -7431158 | -3423872 | -6245824 |
| Profit Factor | 4.4898 | 9.0102 | 1.1403 | 1.0432 | 1.9075 | 0.5857 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 44.1176 | 47.0588 | 41.1765 | 44.1176 | 47.0588 | 41.1765 |
| Ratio Avg Win / Avg Loss | 5.6871 | 10.1364 | 1.6289 | 1.3214 | 2.1459 | 0.8367 |
| Largest Winning Trade | 1968676 | 1968676 | 56476 | 7709969 | 7709969 | 1799987 |
| Largest Losing Trade | -66827 | -48967 | -66827 | -5414060 | -1316024 | -5414060 |
| Avg Bars in Trades | 94 | 86 | 103 | 94 | 86 | 103 |
| Avg Bars in Winners | 159 | 135 | 186 | 159 | 135 | 186 |
| Avg Bars in Losers | 43 | 42 | 44 | 43 | 42 | 44 |
| Bars Traded | 6444 | 2942 | 3502 | 6444 | 2942 | 3502 |
| 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 | -95746 | 725329 | -397177 | -345826 | 374673 | -584226 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6688,
"evaluation_days": 2229.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571385600000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760323967286,
"expiration_time": 1766092032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 28,
"offset": 0,
"std": 4.83388
}
}
} {
"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": [
[
2172676.8845447847,
2122523.4885008344,
50153.3960439505,
920237.3637904362,
6687473.768924594,
-5767236.405134157
],
[
2172.676885,
2122.523489,
50.153396,
920.237364,
6687.473769,
-5767.236405
],
[
0.974587,
0.95209,
0.022497,
0.104239,
0.189369,
0
],
[
341.014056,
341.014056,
341.014056,
341.014056,
341.014056,
341.014056
],
[
-174549,
-92111,
-124979,
-7431158,
-3423872,
-6245824
],
[
4.489801,
9.01016,
1.14025,
1.043227,
1.907493,
0.585672
],
[
68,
34,
34,
68,
34,
34
],
[
30,
16,
14,
30,
16,
14
],
[
38,
18,
20,
38,
18,
20
],
[
44.117647,
47.058824,
41.176471,
44.117647,
47.058824,
41.176471
],
[
5.687082,
10.13643,
1.628929,
1.32142,
2.145929,
0.836675
],
[
1968676,
1968676,
56476,
7709969,
7709969,
1799987
],
[
-66827,
-48967,
-66827,
-5414060,
-1316024,
-5414060
],
[
94,
86,
103,
94,
86,
103
],
[
159,
135,
186,
159,
135,
186
],
[
43,
42,
44,
43,
42,
44
],
[
6444,
2942,
3502,
6444,
2942,
3502
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-95746,
725329,
-397177,
-345826,
374673,
-584226
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6688,
"evaluation_days": 2229.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571385600000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760323967286,
"expiration_time": 1766092032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 28,
"offset": 0,
"std": 4.83388
}
}
}
| # | 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) |
|---|