| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2360921.2571 | 2235645.0854 | 125276.1717 | 7552977.3644 | 11026959.201 | -3473981.8365 |
| Total P&L (%) | 2360.9213 | 2235.6451 | 125.2762 | 7552.9774 | 11026.9592 | -3473.9818 |
| Avg Daily Profit (%) | 1.0608 | 1.0045 | 0.0563 | 0.1951 | 0.2119 | 0 |
| Buy And Hold Return (%) | 356.1187 | 356.1187 | 356.1187 | 356.1187 | 356.1187 | 356.1187 |
| Max Trade Drawdown | -124735 | -69420 | -98496 | -12125804 | -5218667 | -11930095 |
| Profit Factor | 5.7848 | 12.6779 | 1.4149 | 1.1647 | 1.6692 | 0.8818 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Profitability (%) | 44.6154 | 46.875 | 42.4242 | 44.6154 | 46.875 | 42.4242 |
| Ratio Avg Win / Avg Loss | 7.1811 | 14.3683 | 1.9202 | 1.4458 | 1.8918 | 1.1967 |
| Largest Winning Trade | 2020793 | 2020793 | 53375 | 9326900 | 9326900 | 5297118 |
| Largest Losing Trade | -40134 | -36077 | -40134 | -5928220 | -2488427 | -5928220 |
| Avg Bars in Trades | 98 | 91 | 105 | 98 | 91 | 105 |
| Avg Bars in Winners | 168 | 145 | 193 | 168 | 145 | 193 |
| Avg Bars in Losers | 42 | 44 | 40 | 42 | 44 | 40 |
| Bars Traded | 6418 | 2932 | 3486 | 6418 | 2932 | 3486 |
| 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 | -116855 | 725134 | -284608 | -169721 | 361942 | -582082 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6677,
"evaluation_days": 2225.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571443200000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760026793841,
"expiration_time": 1765765728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 23,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
2360921.257123019,
2235645.085430933,
125276.1716920863,
7552977.364448773,
11026959.200965911,
-3473981.836517136
],
[
2360.921257,
2235.645085,
125.276172,
7552.977364,
11026.959201,
-3473.981837
],
[
1.060769,
1.004482,
0.056287,
0.195083,
0.211934,
0
],
[
356.118665,
356.118665,
356.118665,
356.118665,
356.118665,
356.118665
],
[
-124735,
-69420,
-98496,
-12125804,
-5218667,
-11930095
],
[
5.784799,
12.677873,
1.414852,
1.164711,
1.669207,
0.88175
],
[
65,
32,
33,
65,
32,
33
],
[
29,
15,
14,
29,
15,
14
],
[
36,
17,
19,
36,
17,
19
],
[
44.615385,
46.875,
42.424242,
44.615385,
46.875,
42.424242
],
[
7.18113,
14.368256,
1.920156,
1.445848,
1.891767,
1.19666
],
[
2020793,
2020793,
53375,
9326900,
9326900,
5297118
],
[
-40134,
-36077,
-40134,
-5928220,
-2488427,
-5928220
],
[
98,
91,
105,
98,
91,
105
],
[
168,
145,
193,
168,
145,
193
],
[
42,
44,
40,
42,
44,
40
],
[
6418,
2932,
3486,
6418,
2932,
3486
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-116855,
725134,
-284608,
-169721,
361942,
-582082
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6677,
"evaluation_days": 2225.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571443200000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760026793841,
"expiration_time": 1765765728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 23,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|