| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2393225.3421 | 2255363.4464 | 137861.8957 | 17964379.883 | 18639221.3426 | -674841.4597 |
| Total P&L (%) | 2393.2253 | 2255.3634 | 137.8619 | 17964.3799 | 18639.2213 | -674.8415 |
| Avg Daily Profit (%) | 1.0751 | 1.0132 | 0.0619 | 0.2337 | 0.2354 | 0 |
| Buy And Hold Return (%) | 743.0484 | 743.0484 | 743.0484 | 743.0484 | 743.0484 | 743.0484 |
| Max Trade Drawdown | -102569 | -72189 | -74160 | -47821982 | -22626259 | -30146590 |
| Profit Factor | 5.0558 | 9.0589 | 1.4444 | 1.1268 | 1.2726 | 0.9908 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
| Profitability (%) | 43.0233 | 46.5116 | 39.5349 | 43.0233 | 46.5116 | 39.5349 |
| Ratio Avg Win / Avg Loss | 6.6955 | 10.4177 | 2.2091 | 1.4923 | 1.4634 | 1.5153 |
| Largest Winning Trade | 1922594 | 1922594 | 55265 | 28129097 | 28129097 | 11759641 |
| Largest Losing Trade | -34706 | -34706 | -29476 | -18017668 | -8656399 | -18017668 |
| Avg Bars in Trades | 50 | 51 | 49 | 50 | 51 | 49 |
| Avg Bars in Winners | 84 | 81 | 88 | 84 | 81 | 88 |
| Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
| Bars Traded | 4355 | 2209 | 2146 | 4355 | 2209 | 2146 |
| 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 | 570325 | 629778 | -277948 | -75194 | 250217 | -582019 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4452,
"evaluation_days": 2226,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570449600000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760037357393,
"expiration_time": 1765780992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 64,
"offset": 0,
"a": 0.77804
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
2393225.3421293204,
2255363.446449211,
137861.8956801109,
17964379.882977527,
18639221.342637256,
-674841.4596597268
],
[
2393.225342,
2255.363446,
137.861896,
17964.379883,
18639.221343,
-674.84146
],
[
1.075124,
1.013191,
0.061933,
0.23372,
0.235371,
0
],
[
743.048404,
743.048404,
743.048404,
743.048404,
743.048404,
743.048404
],
[
-102569,
-72189,
-74160,
-47821982,
-22626259,
-30146590
],
[
5.055765,
9.058868,
1.444402,
1.126809,
1.272553,
0.990791
],
[
86,
43,
43,
86,
43,
43
],
[
37,
20,
17,
37,
20,
17
],
[
49,
23,
26,
49,
23,
26
],
[
43.023256,
46.511628,
39.534884,
43.023256,
46.511628,
39.534884
],
[
6.695473,
10.417699,
2.209086,
1.492261,
1.463436,
1.515327
],
[
1922594,
1922594,
55265,
28129097,
28129097,
11759641
],
[
-34706,
-34706,
-29476,
-18017668,
-8656399,
-18017668
],
[
50,
51,
49,
50,
51,
49
],
[
84,
81,
88,
84,
81,
88
],
[
24,
25,
24,
24,
25,
24
],
[
4355,
2209,
2146,
4355,
2209,
2146
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
570325,
629778,
-277948,
-75194,
250217,
-582019
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4452,
"evaluation_days": 2226,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570449600000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760037357393,
"expiration_time": 1765780992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 64,
"offset": 0,
"a": 0.77804
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|