| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3822384.0904 | 3696658.4018 | 125725.6887 | 6478915.6734 | 2589971.2262 | 3888944.4471 |
| Total P&L (%) | 3822.3841 | 3696.6584 | 125.7257 | 6478.9157 | 2589.9712 | 3888.9444 |
| Avg Daily Profit (%) | 1.7221 | 1.6654 | 0.0566 | 0.1888 | 0.1484 | 0.1662 |
| Buy And Hold Return (%) | 763.7861 | 763.7861 | 763.7861 | 763.7861 | 763.7861 | 763.7861 |
| Max Trade Drawdown | -126946 | -78804 | -78173 | -23789290 | -17789206 | -10495015 |
| Profit Factor | 8.5523 | 16.4761 | 1.4704 | 1.1216 | 1.0943 | 1.1507 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 52.5641 | 51.2821 | 53.8462 | 52.5641 | 51.2821 | 53.8462 |
| Ratio Avg Win / Avg Loss | 7.718 | 15.6523 | 1.2604 | 1.0121 | 1.0395 | 0.9863 |
| Largest Winning Trade | 3546424 | 3546424 | 58508 | 7561503 | 7561503 | 4784739 |
| Largest Losing Trade | -51499 | -49496 | -51499 | -14275383 | -14275383 | -5681268 |
| Avg Bars in Trades | 82 | 77 | 88 | 82 | 77 | 88 |
| Avg Bars in Winners | 96 | 79 | 113 | 96 | 79 | 113 |
| Avg Bars in Losers | 67 | 75 | 59 | 67 | 75 | 59 |
| Bars Traded | 6469 | 3015 | 3454 | 6469 | 3015 | 3454 |
| 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 | -17280 | 761638 | -281416 | -117303 | -113915 | -49481 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6659,
"evaluation_days": 2219.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571040000000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759485170125,
"expiration_time": 1765231776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 71,
"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": [
[
3822384.090446128,
3696658.4017615234,
125725.688684605,
6478915.6733641485,
2589971.2262209384,
3888944.4471432175
],
[
3822.38409,
3696.658402,
125.725689,
6478.915673,
2589.971226,
3888.944447
],
[
1.722051,
1.665409,
0.056642,
0.188785,
0.148426,
0.166204
],
[
763.786088,
763.786088,
763.786088,
763.786088,
763.786088,
763.786088
],
[
-126946,
-78804,
-78173,
-23789290,
-17789206,
-10495015
],
[
8.552348,
16.476067,
1.470432,
1.12157,
1.094252,
1.150651
],
[
78,
39,
39,
78,
39,
39
],
[
41,
20,
21,
41,
20,
21
],
[
37,
19,
18,
37,
19,
18
],
[
52.564103,
51.282051,
53.846154,
52.564103,
51.282051,
53.846154
],
[
7.717972,
15.652264,
1.26037,
1.012149,
1.039539,
0.986272
],
[
3546424,
3546424,
58508,
7561503,
7561503,
4784739
],
[
-51499,
-49496,
-51499,
-14275383,
-14275383,
-5681268
],
[
82,
77,
88,
82,
77,
88
],
[
96,
79,
113,
96,
79,
113
],
[
67,
75,
59,
67,
75,
59
],
[
6469,
3015,
3454,
6469,
3015,
3454
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-17280,
761638,
-281416,
-117303,
-113915,
-49481
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6659,
"evaluation_days": 2219.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571040000000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759485170125,
"expiration_time": 1765231776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 71,
"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) |
|---|