| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 511520.6403 | 682876.2161 | -171355.5758 | -91765.1965 | 523265.7261 | -615030.9226 |
| Total P&L (%) | 511.5206 | 682.8762 | -171.3556 | -91.7652 | 523.2657 | -615.0309 |
| Avg Daily Profit (%) | 0.2296 | 0.3066 | -0.0769 | -0.112 | 0.0822 | 0 |
| Buy And Hold Return (%) | 203.5914 | 203.5914 | 203.5914 | 203.5914 | 203.5914 | 203.5914 |
| Max Trade Drawdown | -321251 | -186649 | -260928 | -1093713 | -289425 | -810502 |
| Profit Factor | 1.602 | 2.746 | 0.6264 | 0.9534 | 1.8321 | 0.5417 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Profitability (%) | 45.6522 | 45.6522 | 45.6522 | 45.6522 | 45.6522 | 45.6522 |
| Ratio Avg Win / Avg Loss | 1.9071 | 3.2691 | 0.7457 | 1.135 | 2.1811 | 0.6448 |
| Largest Winning Trade | 636132 | 636132 | 45671 | 350285 | 350285 | 185130 |
| Largest Losing Trade | -64090 | -61276 | -64090 | -705820 | -192150 | -705820 |
| Avg Bars in Trades | 46 | 62 | 30 | 46 | 62 | 30 |
| Avg Bars in Winners | 49 | 60 | 38 | 49 | 60 | 38 |
| Avg Bars in Losers | 43 | 63 | 22 | 43 | 63 | 22 |
| Bars Traded | 4262 | 2873 | 1389 | 4262 | 2873 | 1389 |
| Profit Streak | 0 | 0 | 94.8024 | 0 | 0 | 94.8024 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 227997 | 351896 | -581835 | -580556 | -84450 | -581835 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4455,
"evaluation_days": 2227.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575417600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760166930313,
"expiration_time": 1765914480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 73,
"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": [
[
511520.6403008484,
682876.2161101288,
-171355.5758092804,
-91765.1965153088,
523265.7260668345,
-615030.9225821432
],
[
511.52064,
682.876216,
-171.355576,
-91.765197,
523.265726,
-615.030923
],
[
0.229639,
0.306566,
-0.076927,
-0.112027,
0.08218,
0
],
[
203.591366,
203.591366,
203.591366,
203.591366,
203.591366,
203.591366
],
[
-321251,
-186649,
-260928,
-1093713,
-289425,
-810502
],
[
1.601953,
2.746017,
0.626402,
0.953436,
1.832147,
0.541671
],
[
92,
46,
46,
92,
46,
46
],
[
42,
21,
21,
42,
21,
21
],
[
50,
25,
25,
50,
25,
25
],
[
45.652174,
45.652174,
45.652174,
45.652174,
45.652174,
45.652174
],
[
1.907087,
3.269067,
0.745717,
1.135042,
2.181127,
0.644846
],
[
636132,
636132,
45671,
350285,
350285,
185130
],
[
-64090,
-61276,
-64090,
-705820,
-192150,
-705820
],
[
46,
62,
30,
46,
62,
30
],
[
49,
60,
38,
49,
60,
38
],
[
43,
63,
22,
43,
63,
22
],
[
4262,
2873,
1389,
4262,
2873,
1389
],
[
0,
0,
94.802434,
0,
0,
94.802434
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
227997,
351896,
-581835,
-580556,
-84450,
-581835
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4455,
"evaluation_days": 2227.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575417600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760166930313,
"expiration_time": 1765914480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 73,
"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) |
|---|