| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2728029.6549 | 2732991.3236 | -4961.6686 | 582488.7082 | 918009.6171 | -335520.9089 |
| Total P&L (%) | 2728.0297 | 2732.9913 | -4.9617 | 582.4887 | 918.0096 | -335.5209 |
| Avg Daily Profit (%) | 1.225 | 1.2272 | -0.0022 | 0.0863 | 0.1043 | 0 |
| Buy And Hold Return (%) | 246.8103 | 246.8103 | 246.8103 | 246.8103 | 246.8103 | 246.8103 |
| Max Trade Drawdown | -167382 | -119217 | -76997 | -13281572 | -9825754 | -3588310 |
| Profit Factor | 6.5326 | 9.1177 | 0.9683 | 1.0302 | 1.0617 | 0.9243 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Profitability (%) | 44.7761 | 48.4848 | 41.1765 | 44.7761 | 48.4848 | 41.1765 |
| Ratio Avg Win / Avg Loss | 8.0569 | 9.6876 | 1.3833 | 1.2705 | 1.1281 | 1.3204 |
| Largest Winning Trade | 2698661 | 2698661 | 35892 | 5225817 | 5225817 | 1945185 |
| Largest Losing Trade | -60072 | -60072 | -19569 | -5836111 | -5836111 | -1284022 |
| Avg Bars in Trades | 58 | 92 | 24 | 58 | 92 | 24 |
| Avg Bars in Winners | 86 | 127 | 38 | 86 | 127 | 38 |
| Avg Bars in Losers | 35 | 60 | 15 | 35 | 60 | 15 |
| Bars Traded | 3906 | 3068 | 838 | 3906 | 3068 | 838 |
| 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 | -101245 | 772237 | -582282 | -392493 | -209134 | -582282 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4454,
"evaluation_days": 2227,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1574208000000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760109762989,
"expiration_time": 1765869984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 146,
"offset": 126,
"scalar": 2
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 204,
"offset": 0,
"multiplier": 2.89624
}
}
} {
"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": [
[
2728029.6549398163,
2732991.3235660843,
-4961.6686262674,
582488.7081855098,
918009.617132984,
-335520.908947474
],
[
2728.029655,
2732.991324,
-4.961669,
582.488708,
918.009617,
-335.520909
],
[
1.22498,
1.227208,
-0.002228,
0.086278,
0.10425,
0
],
[
246.810273,
246.810273,
246.810273,
246.810273,
246.810273,
246.810273
],
[
-167382,
-119217,
-76997,
-13281572,
-9825754,
-3588310
],
[
6.532583,
9.117724,
0.968279,
1.030167,
1.061698,
0.924255
],
[
67,
33,
34,
67,
33,
34
],
[
30,
16,
14,
30,
16,
14
],
[
37,
17,
20,
37,
17,
20
],
[
44.776119,
48.484848,
41.176471,
44.776119,
48.484848,
41.176471
],
[
8.056852,
9.687582,
1.383255,
1.27054,
1.128054,
1.320364
],
[
2698661,
2698661,
35892,
5225817,
5225817,
1945185
],
[
-60072,
-60072,
-19569,
-5836111,
-5836111,
-1284022
],
[
58,
92,
24,
58,
92,
24
],
[
86,
127,
38,
86,
127,
38
],
[
35,
60,
15,
35,
60,
15
],
[
3906,
3068,
838,
3906,
3068,
838
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-101245,
772237,
-582282,
-392493,
-209134,
-582282
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4454,
"evaluation_days": 2227,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1574208000000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760109762989,
"expiration_time": 1765869984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 146,
"offset": 126,
"scalar": 2
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 204,
"offset": 0,
"multiplier": 2.89624
}
}
}
| # | 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) |
|---|