| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1363584.1281 | 1382430.8251 | -18846.6969 | 66821.9509 | 513145.3417 | -446323.3908 |
| Total P&L (%) | 1363.5841 | 1382.4308 | -18.8467 | 66.822 | 513.1453 | -446.3234 |
| Avg Daily Profit (%) | 0.612 | 0.6205 | -0.0085 | 0.023 | 0.0814 | 0 |
| Buy And Hold Return (%) | 132.3032 | 132.3032 | 132.3032 | 132.3032 | 132.3032 | 132.3032 |
| Max Trade Drawdown | -178383 | -81026 | -192964 | -1157519 | -357471 | -995807 |
| Profit Factor | 2.8239 | 4.8754 | 0.9518 | 1.0207 | 1.3723 | 0.7585 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 54.2169 | 57.1429 | 51.2195 | 54.2169 | 57.1429 | 51.2195 |
| Ratio Avg Win / Avg Loss | 2.3846 | 3.6566 | 0.9065 | 0.8619 | 1.0292 | 0.7224 |
| Largest Winning Trade | 1170716 | 1170716 | 48673 | 398299 | 398299 | 213397 |
| Largest Losing Trade | -86612 | -48583 | -86612 | -558532 | -297224 | -558532 |
| Avg Bars in Trades | 50 | 60 | 41 | 50 | 60 | 41 |
| Avg Bars in Winners | 57 | 65 | 48 | 57 | 65 | 48 |
| Avg Bars in Losers | 42 | 52 | 33 | 42 | 52 | 33 |
| Bars Traded | 4210 | 2522 | 1688 | 4210 | 2522 | 1688 |
| Profit Streak | 29.5188 | 176.0188 | 0 | 29.5188 | 176.0188 | 0 |
| Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 603311 | 780759 | -580584 | -527558 | -83273 | -580584 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4456,
"evaluation_days": 2228,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573862400000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760228826991,
"expiration_time": 1765958976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 9,
"offset": 47
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 221,
"offset": 0,
"std": 4.01273
}
}
} {
"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": [
[
1363584.1281435979,
1382430.8250837815,
-18846.696940184,
66821.9508811863,
513145.3417182183,
-446323.3908370314
],
[
1363.584128,
1382.430825,
-18.846697,
66.821951,
513.145342,
-446.323391
],
[
0.612022,
0.620481,
-0.008459,
0.022972,
0.081426,
0
],
[
132.303164,
132.303164,
132.303164,
132.303164,
132.303164,
132.303164
],
[
-178383,
-81026,
-192964,
-1157519,
-357471,
-995807
],
[
2.823854,
4.875417,
0.951789,
1.02071,
1.37229,
0.758512
],
[
83,
42,
41,
83,
42,
41
],
[
45,
24,
21,
45,
24,
21
],
[
38,
18,
20,
38,
18,
20
],
[
54.216867,
57.142857,
51.219512,
54.216867,
57.142857,
51.219512
],
[
2.384588,
3.656563,
0.906466,
0.861933,
1.029218,
0.722392
],
[
1170716,
1170716,
48673,
398299,
398299,
213397
],
[
-86612,
-48583,
-86612,
-558532,
-297224,
-558532
],
[
50,
60,
41,
50,
60,
41
],
[
57,
65,
48,
57,
65,
48
],
[
42,
52,
33,
42,
52,
33
],
[
4210,
2522,
1688,
4210,
2522,
1688
],
[
29.518831,
176.018831,
0,
29.518831,
176.018831,
0
],
[
1,
4,
0,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
603311,
780759,
-580584,
-527558,
-83273,
-580584
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4456,
"evaluation_days": 2228,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573862400000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760228826991,
"expiration_time": 1765958976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 9,
"offset": 47
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 221,
"offset": 0,
"std": 4.01273
}
}
}
| # | 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) |
|---|