| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2043968.8544 | 1946464.8703 | 97503.9841 | 5320088.7858 | 3455705.7202 | 1864383.0656 |
| Total P&L (%) | 2043.9689 | 1946.4649 | 97.504 | 5320.0888 | 3455.7057 | 1864.3831 |
| Avg Daily Profit (%) | 0.9184 | 0.8746 | 0.0438 | 0.1796 | 0.1606 | 0.1339 |
| Buy And Hold Return (%) | 493.8484 | 493.8484 | 493.8484 | 493.8484 | 493.8484 | 493.8484 |
| Max Trade Drawdown | -70092 | -74828 | -83609 | -6167928 | -7391251 | -4336761 |
| Profit Factor | 5.0767 | 8.5847 | 1.3984 | 1.1545 | 1.184 | 1.1191 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
| Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Profitability (%) | 38.5417 | 43.75 | 33.3333 | 38.5417 | 43.75 | 33.3333 |
| Ratio Avg Win / Avg Loss | 8.0953 | 11.0374 | 2.7968 | 1.841 | 1.5223 | 2.2382 |
| Largest Winning Trade | 1773453 | 1773453 | 47561 | 6861378 | 6861378 | 2978543 |
| Largest Losing Trade | -42509 | -32346 | -42509 | -3081210 | -2228496 | -3081210 |
| Avg Bars in Trades | 43 | 57 | 29 | 43 | 57 | 29 |
| Avg Bars in Winners | 78 | 88 | 64 | 78 | 88 | 64 |
| Avg Bars in Losers | 21 | 33 | 11 | 21 | 33 | 11 |
| Bars Traded | 4173 | 2769 | 1404 | 4173 | 2769 | 1404 |
| 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 | 533555 | 617144 | -304486 | -45791 | -11607 | -110823 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4451,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1578744000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759996887892,
"expiration_time": 1765736496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 5,
"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": [
[
2043968.854395003,
1946464.870283371,
97503.9841116332,
5320088.7858109465,
3455705.720179593,
1864383.0656313552
],
[
2043.968854,
1946.46487,
97.503984,
5320.088786,
3455.70572,
1864.383066
],
[
0.918431,
0.874619,
0.043812,
0.179568,
0.160593,
0.133892
],
[
493.848355,
493.848355,
493.848355,
493.848355,
493.848355,
493.848355
],
[
-70092,
-74828,
-83609,
-6167928,
-7391251,
-4336761
],
[
5.076722,
8.584674,
1.398391,
1.154511,
1.184047,
1.119088
],
[
96,
48,
48,
96,
48,
48
],
[
37,
21,
16,
37,
21,
16
],
[
59,
27,
32,
59,
27,
32
],
[
38.541667,
43.75,
33.333333,
38.541667,
43.75,
33.333333
],
[
8.095314,
11.037438,
2.796783,
1.840977,
1.522346,
2.238175
],
[
1773453,
1773453,
47561,
6861378,
6861378,
2978543
],
[
-42509,
-32346,
-42509,
-3081210,
-2228496,
-3081210
],
[
43,
57,
29,
43,
57,
29
],
[
78,
88,
64,
78,
88,
64
],
[
21,
33,
11,
21,
33,
11
],
[
4173,
2769,
1404,
4173,
2769,
1404
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
533555,
617144,
-304486,
-45791,
-11607,
-110823
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4451,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1578744000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759996887892,
"expiration_time": 1765736496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 5,
"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) |
|---|