| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1011042.1684 | 973410.7406 | 37631.4278 | 769280.972 | 647243.1933 | 122037.7787 |
| Total P&L (%) | 1011.0422 | 973.4107 | 37.6314 | 769.281 | 647.2432 | 122.0378 |
| Avg Daily Profit (%) | 0.4853 | 0.4672 | 0.0181 | 0.1039 | 0.0966 | 0.0383 |
| Buy And Hold Return (%) | 338.7615 | 338.7615 | 338.7615 | 338.7615 | 338.7615 | 338.7615 |
| Max Trade Drawdown | -188511 | -92273 | -174967 | -1075847 | -847729 | -628387 |
| Profit Factor | 1.8261 | 2.555 | 1.0629 | 1.1208 | 1.1907 | 1.0411 |
| Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
| Winning Trades | 133 | 62 | 71 | 133 | 62 | 71 |
| Losing Trades | 164 | 86 | 78 | 164 | 86 | 78 |
| Profitability (%) | 44.7811 | 41.8919 | 47.651 | 44.7811 | 41.8919 | 47.651 |
| Ratio Avg Win / Avg Loss | 2.2518 | 3.544 | 1.1677 | 1.3821 | 1.6517 | 1.1437 |
| Largest Winning Trade | 689071 | 689071 | 45706 | 976861 | 976861 | 377695 |
| Largest Losing Trade | -41810 | -41810 | -33500 | -366334 | -332819 | -366334 |
| Avg Bars in Trades | 82 | 92 | 72 | 82 | 92 | 72 |
| Avg Bars in Winners | 113 | 130 | 99 | 113 | 130 | 99 |
| Avg Bars in Losers | 57 | 65 | 48 | 57 | 65 | 48 |
| Bars Traded | 24545 | 13712 | 10833 | 24545 | 13712 | 10833 |
| Profit Streak | 0 | 37.59 | 0 | 0 | 37.59 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 372234 | 331157 | -486856 | -147084 | -83479 | -483966 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579831200000,
"first_datapoint_time": 1581148800000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759903778437,
"expiration_time": 1766376000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 184,
"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": [
[
1011042.1683968846,
973410.7406328749,
37631.4277640094,
769280.9720216444,
647243.1933086959,
122037.7787129499
],
[
1011.042168,
973.410741,
37.631428,
769.280972,
647.243193,
122.037779
],
[
0.485301,
0.467238,
0.018063,
0.103854,
0.096585,
0.038296
],
[
338.761492,
338.761492,
338.761492,
338.761492,
338.761492,
338.761492
],
[
-188511,
-92273,
-174967,
-1075847,
-847729,
-628387
],
[
1.826149,
2.554987,
1.062949,
1.120836,
1.190729,
1.041052
],
[
297,
148,
149,
297,
148,
149
],
[
133,
62,
71,
133,
62,
71
],
[
164,
86,
78,
164,
86,
78
],
[
44.781145,
41.891892,
47.651007,
44.781145,
41.891892,
47.651007
],
[
2.251793,
3.544014,
1.167747,
1.382084,
1.651657,
1.143691
],
[
689071,
689071,
45706,
976861,
976861,
377695
],
[
-41810,
-41810,
-33500,
-366334,
-332819,
-366334
],
[
82,
92,
72,
82,
92,
72
],
[
113,
130,
99,
113,
130,
99
],
[
57,
65,
48,
57,
65,
48
],
[
24545,
13712,
10833,
24545,
13712,
10833
],
[
0,
37.590028,
0,
0,
37.590028,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
372234,
331157,
-486856,
-147084,
-83479,
-483966
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579831200000,
"first_datapoint_time": 1581148800000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759903778437,
"expiration_time": 1766376000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 184,
"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) |
|---|