| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3054352.6845 | 2977683.4586 | 76669.2259 | 1531460.2568 | -7377219.84 | 8908680.0968 |
| Total P&L (%) | 3054.3527 | 2977.6835 | 76.6692 | 1531.4603 | -7377.2198 | 8908.6801 |
| Avg Daily Profit (%) | 1.4661 | 1.4293 | 0.0368 | 0.1341 | 0 | 0.2163 |
| Buy And Hold Return (%) | 432.0357 | 432.0357 | 432.0357 | 432.0357 | 432.0357 | 432.0357 |
| Max Trade Drawdown | -181577 | -131529 | -84805 | -26822372 | -26442391 | -5902238 |
| Profit Factor | 4.5001 | 5.6663 | 1.3269 | 1.0239 | 0.8544 | 1.662 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
| Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
| Profitability (%) | 43.2099 | 38.2716 | 48.1481 | 43.2099 | 38.2716 | 48.1481 |
| Ratio Avg Win / Avg Loss | 5.9144 | 9.1392 | 1.429 | 1.3457 | 1.3781 | 1.7899 |
| Largest Winning Trade | 2851891 | 2851891 | 37132 | 10858607 | 10858607 | 4434361 |
| Largest Losing Trade | -45027 | -45027 | -18231 | -8820551 | -8820551 | -1867397 |
| Avg Bars in Trades | 151 | 264 | 37 | 151 | 264 | 37 |
| Avg Bars in Winners | 203 | 408 | 40 | 203 | 408 | 40 |
| Avg Bars in Losers | 111 | 175 | 35 | 111 | 175 | 35 |
| Bars Traded | 24512 | 21441 | 3071 | 24512 | 21441 | 3071 |
| Profit Streak | 35.7034 | 35.7867 | 0 | 35.7034 | 35.7867 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 717246 | 214119 | -321946 | -211709 | -595087 | -1353 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579132800000,
"first_datapoint_time": 1580263200000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759200770893,
"expiration_time": 1765677600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 171,
"offset": 0,
"std": 1.4005
}
}
} {
"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": [
[
3054352.6844870117,
2977683.4585613324,
76669.2259256791,
1531460.2567673223,
-7377219.840022384,
8908680.096789705
],
[
3054.352684,
2977.683459,
76.669226,
1531.460257,
-7377.21984,
8908.680097
],
[
1.466092,
1.42929,
0.036801,
0.134109,
0,
0.216271
],
[
432.035685,
432.035685,
432.035685,
432.035685,
432.035685,
432.035685
],
[
-181577,
-131529,
-84805,
-26822372,
-26442391,
-5902238
],
[
4.500053,
5.666329,
1.326895,
1.023883,
0.854397,
1.662016
],
[
162,
81,
81,
162,
81,
81
],
[
70,
31,
39,
70,
31,
39
],
[
92,
50,
42,
92,
50,
42
],
[
43.209877,
38.271605,
48.148148,
43.209877,
38.271605,
48.148148
],
[
5.914356,
9.13924,
1.428964,
1.345675,
1.37806,
1.789863
],
[
2851891,
2851891,
37132,
10858607,
10858607,
4434361
],
[
-45027,
-45027,
-18231,
-8820551,
-8820551,
-1867397
],
[
151,
264,
37,
151,
264,
37
],
[
203,
408,
40,
203,
408,
40
],
[
111,
175,
35,
111,
175,
35
],
[
24512,
21441,
3071,
24512,
21441,
3071
],
[
35.703367,
35.7867,
0,
35.703367,
35.7867,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
717246,
214119,
-321946,
-211709,
-595087,
-1353
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579132800000,
"first_datapoint_time": 1580263200000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759200770893,
"expiration_time": 1765677600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 171,
"offset": 0,
"std": 1.4005
}
}
}
| # | 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) |
|---|