| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1503470.6634 | 1562368.4061 | -58897.7428 | 8556.1657 | 153454.3553 | -144898.1896 |
| Total P&L (%) | 1503.4707 | 1562.3684 | -58.8977 | 8.5562 | 153.4544 | -144.8982 |
| Avg Daily Profit (%) | 0.6788 | 0.7054 | -0.0266 | 0.0037 | 0.042 | 0 |
| Buy And Hold Return (%) | 404.6631 | 404.6631 | 404.6631 | 404.6631 | 404.6631 | 404.6631 |
| Max Trade Drawdown | -195806 | -95861 | -209603 | -264209 | -109824 | -208383 |
| Profit Factor | 3.3273 | 6.1543 | 0.8282 | 1.0174 | 1.7084 | 0.4732 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
| Profitability (%) | 50.9615 | 53.8462 | 48.0769 | 50.9615 | 53.8462 | 48.0769 |
| Ratio Avg Win / Avg Loss | 3.2017 | 5.2752 | 0.8945 | 0.979 | 1.4643 | 0.5111 |
| Largest Winning Trade | 1631764 | 1631764 | 43023 | 274461 | 274461 | 24240 |
| Largest Losing Trade | -54963 | -39598 | -54963 | -89013 | -59935 | -89013 |
| Avg Bars in Trades | 39 | 32 | 46 | 39 | 32 | 46 |
| Avg Bars in Winners | 56 | 38 | 76 | 56 | 38 | 76 |
| Avg Bars in Losers | 21 | 24 | 19 | 21 | 24 | 19 |
| Bars Traded | 4108 | 1672 | 2435 | 4108 | 1672 | 2435 |
| Profit Streak | 10.6265 | 0 | 14.6265 | 10.6265 | 0 | 14.6265 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 614401 | -161017 | -760991 | -555642 | -480019 | -760991 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4430,
"evaluation_days": 2215,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1578312000000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759071728406,
"expiration_time": 1764802080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 246,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1503470.6633693199,
1562368.4061290903,
-58897.7427597707,
8556.1657132313,
153454.3552982303,
-144898.1895849989
],
[
1503.470663,
1562.368406,
-58.897743,
8.556166,
153.454355,
-144.89819
],
[
0.678768,
0.705358,
-0.02659,
0.003707,
0.041996,
0
],
[
404.663076,
404.663076,
404.663076,
404.663076,
404.663076,
404.663076
],
[
-195806,
-95861,
-209603,
-264209,
-109824,
-208383
],
[
3.3273,
6.154344,
0.828235,
1.017402,
1.708404,
0.473224
],
[
104,
52,
52,
104,
52,
52
],
[
53,
28,
25,
53,
28,
25
],
[
51,
24,
27,
51,
24,
27
],
[
50.961538,
53.846154,
48.076923,
50.961538,
53.846154,
48.076923
],
[
3.201741,
5.275152,
0.894494,
0.979009,
1.464346,
0.511082
],
[
1631764,
1631764,
43023,
274461,
274461,
24240
],
[
-54963,
-39598,
-54963,
-89013,
-59935,
-89013
],
[
39,
32,
46,
39,
32,
46
],
[
56,
38,
76,
56,
38,
76
],
[
21,
24,
19,
21,
24,
19
],
[
4108,
1672,
2435,
4108,
1672,
2435
],
[
10.626486,
0,
14.626486,
10.626486,
0,
14.626486
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
614401,
-161017,
-760991,
-555642,
-480019,
-760991
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4430,
"evaluation_days": 2215,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1578312000000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759071728406,
"expiration_time": 1764802080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 246,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|