| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2302171.8464 | 2178247.7365 | 123924.1098 | 6540509.4612 | 8328252.0618 | -1787742.6005 |
| Total P&L (%) | 2302.1718 | 2178.2477 | 123.9241 | 6540.5095 | 8328.2521 | -1787.7426 |
| Avg Daily Profit (%) | 1.0405 | 0.9844 | 0.056 | 0.1898 | 0.2006 | 0 |
| Buy And Hold Return (%) | 378.0371 | 378.0371 | 378.0371 | 378.0371 | 378.0371 | 378.0371 |
| Max Trade Drawdown | -128041 | -49640 | -104205 | -10741692 | -5641024 | -9572805 |
| Profit Factor | 5.6893 | 12.557 | 1.4097 | 1.1731 | 1.5647 | 0.9224 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Profitability (%) | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 |
| Ratio Avg Win / Avg Loss | 7.4399 | 16.4207 | 1.8435 | 1.5341 | 2.0462 | 1.2062 |
| Largest Winning Trade | 1977261 | 1977261 | 52351 | 7780610 | 7780610 | 3648978 |
| Largest Losing Trade | -36936 | -36152 | -36936 | -4281305 | -2135068 | -4281305 |
| Avg Bars in Trades | 106 | 98 | 114 | 106 | 98 | 114 |
| Avg Bars in Winners | 179 | 152 | 206 | 179 | 152 | 206 |
| Avg Bars in Losers | 51 | 57 | 44 | 51 | 57 | 44 |
| Bars Traded | 6397 | 2964 | 3433 | 6397 | 2964 | 3433 |
| 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 | -155024 | 662001 | -284682 | -197112 | 295760 | -581751 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6638,
"evaluation_days": 2212.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571385600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758885388727,
"expiration_time": 1764608832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 74,
"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": [
[
2302171.8463537977,
2178247.736530477,
123924.1098233207,
6540509.461228342,
8328252.061771141,
-1787742.6005428021
],
[
2302.171846,
2178.247737,
123.92411,
6540.509461,
8328.252062,
-1787.742601
],
[
1.04045,
0.984443,
0.056007,
0.189805,
0.2006,
0
],
[
378.037149,
378.037149,
378.037149,
378.037149,
378.037149,
378.037149
],
[
-128041,
-49640,
-104205,
-10741692,
-5641024,
-9572805
],
[
5.689341,
12.556983,
1.409723,
1.173132,
1.564736,
0.922375
],
[
60,
30,
30,
60,
30,
30
],
[
26,
13,
13,
26,
13,
13
],
[
34,
17,
17,
34,
17,
17
],
[
43.333333,
43.333333,
43.333333,
43.333333,
43.333333,
43.333333
],
[
7.439907,
16.420671,
1.843484,
1.534095,
2.046193,
1.206183
],
[
1977261,
1977261,
52351,
7780610,
7780610,
3648978
],
[
-36936,
-36152,
-36936,
-4281305,
-2135068,
-4281305
],
[
106,
98,
114,
106,
98,
114
],
[
179,
152,
206,
179,
152,
206
],
[
51,
57,
44,
51,
57,
44
],
[
6397,
2964,
3433,
6397,
2964,
3433
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-155024,
662001,
-284682,
-197112,
295760,
-581751
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6638,
"evaluation_days": 2212.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571385600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758885388727,
"expiration_time": 1764608832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 74,
"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) |
|---|