| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 606211.8987 | 603548.7777 | 2663.1209 | -279119.0751 | 4586497.8334 | -4865616.9084 |
| Total P&L (%) | 606.2119 | 603.5488 | 2.6631 | -279.1191 | 4586.4978 | -4865.6169 |
| Avg Daily Profit (%) | 0.2911 | 0.2898 | 0.0013 | 0 | 0.1849 | 0 |
| Buy And Hold Return (%) | 448.7048 | 448.7048 | 448.7048 | 448.7048 | 448.7048 | 448.7048 |
| Max Trade Drawdown | -190663 | -86989 | -265861 | -4152413 | -216576 | -5481293 |
| Profit Factor | 1.4076 | 2.0257 | 1.003 | 0.9657 | 4.5899 | 0.2907 |
| Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
| Winning Trades | 137 | 65 | 72 | 173 | 93 | 80 |
| Losing Trades | 162 | 84 | 78 | 126 | 56 | 70 |
| Profitability (%) | 45.8194 | 43.6242 | 48 | 57.8595 | 62.4161 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.6644 | 2.6178 | 1.0865 | 0.7033 | 2.7638 | 0.2544 |
| Largest Winning Trade | 147171 | 147171 | 49496 | 2219712 | 2219712 | 411819 |
| Largest Losing Trade | -108243 | -24215 | -108243 | -2981868 | -101604 | -2981868 |
| Avg Bars in Trades | 82 | 74 | 90 | 82 | 74 | 90 |
| Avg Bars in Winners | 99 | 89 | 109 | 74 | 70 | 78 |
| Avg Bars in Losers | 67 | 62 | 73 | 93 | 80 | 104 |
| Bars Traded | 24603 | 11027 | 13576 | 24603 | 11027 | 13576 |
| Profit Streak | 0 | 0 | 0 | 31.3252 | 46.1585 | 31.3252 |
| Trades During Streak | 0 | 0 | 0 | 8 | 4 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -45962 | -48400 | -574693 | -576557 | 660370 | -578614 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580378400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758793693992,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 230,
"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": [
[
606211.8986709731,
603548.7777496928,
2663.1209212814,
-279119.0750709672,
4586497.833368156,
-4865616.9084391175
],
[
606.211899,
603.548778,
2.663121,
-279.119075,
4586.497833,
-4865.616908
],
[
0.291098,
0.289819,
0.001279,
0,
0.184914,
0
],
[
448.704803,
448.704803,
448.704803,
448.704803,
448.704803,
448.704803
],
[
-190663,
-86989,
-265861,
-4152413,
-216576,
-5481293
],
[
1.407588,
2.025688,
1.002963,
0.965699,
4.589916,
0.290711
],
[
299,
149,
150,
299,
149,
150
],
[
137,
65,
72,
173,
93,
80
],
[
162,
84,
78,
126,
56,
70
],
[
45.819398,
43.624161,
48,
57.859532,
62.416107,
53.333333
],
[
1.664447,
2.617812,
1.086543,
0.703342,
2.76382,
0.254372
],
[
147171,
147171,
49496,
2219712,
2219712,
411819
],
[
-108243,
-24215,
-108243,
-2981868,
-101604,
-2981868
],
[
82,
74,
90,
82,
74,
90
],
[
99,
89,
109,
74,
70,
78
],
[
67,
62,
73,
93,
80,
104
],
[
24603,
11027,
13576,
24603,
11027,
13576
],
[
0,
0,
0,
31.325162,
46.158495,
31.325162
],
[
0,
0,
0,
8,
4,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-45962,
-48400,
-574693,
-576557,
660370,
-578614
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580378400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758793693992,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 230,
"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) |
|---|