| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1071186.2757 | 871205.2672 | 199981.0085 | 36977587.75 | 13430217.088 | 23547370.6619 |
| Total P&L (%) | 1071.1863 | 871.2053 | 199.981 | 36977.5878 | 13430.2171 | 23547.3707 |
| Avg Daily Profit (%) | 0.5142 | 0.4182 | 0.096 | 0.2844 | 0.2358 | 0.2627 |
| Buy And Hold Return (%) | 448.0412 | 448.0412 | 448.0412 | 448.0412 | 448.0412 | 448.0412 |
| Max Trade Drawdown | -132174 | -89953 | -101675 | -74309180 | -71018846 | -31150734 |
| Profit Factor | 1.7103 | 2.2687 | 1.2434 | 1.0996 | 1.0755 | 1.1216 |
| Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
| Winning Trades | 223 | 113 | 110 | 223 | 113 | 110 |
| Losing Trades | 243 | 120 | 123 | 243 | 120 | 123 |
| Profitability (%) | 47.8541 | 48.4979 | 47.2103 | 47.8541 | 48.4979 | 47.2103 |
| Ratio Avg Win / Avg Loss | 1.8636 | 2.4092 | 1.3904 | 1.1982 | 1.1422 | 1.2542 |
| Largest Winning Trade | 155768 | 155768 | 44557 | 18425387 | 18425387 | 12931766 |
| Largest Losing Trade | -46968 | -30870 | -46968 | -12703140 | -10365660 | -12703140 |
| Avg Bars in Trades | 53 | 49 | 56 | 53 | 49 | 56 |
| Avg Bars in Winners | 64 | 61 | 66 | 64 | 61 | 66 |
| Avg Bars in Losers | 43 | 39 | 47 | 43 | 39 | 47 |
| Bars Traded | 24807 | 11623 | 13184 | 24807 | 11623 | 13184 |
| Profit Streak | 0 | 0 | 10.6259 | 0 | 0 | 10.6259 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 406132 | 253504 | -230629 | -100633 | -129003 | -77913 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579068000000,
"first_datapoint_time": 1579780800000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759136481683,
"expiration_time": 1765612800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 51,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
1071186.2756854852,
871205.2671753524,
199981.0085101326,
36977587.74996531,
13430217.088043101,
23547370.66192227
],
[
1071.186276,
871.205267,
199.981009,
36977.58775,
13430.217088,
23547.370662
],
[
0.51417,
0.418179,
0.095991,
0.284353,
0.235839,
0.262705
],
[
448.041237,
448.041237,
448.041237,
448.041237,
448.041237,
448.041237
],
[
-132174,
-89953,
-101675,
-74309180,
-71018846,
-31150734
],
[
1.710258,
2.268689,
1.243444,
1.099577,
1.075546,
1.121647
],
[
466,
233,
233,
466,
233,
233
],
[
223,
113,
110,
223,
113,
110
],
[
243,
120,
123,
243,
120,
123
],
[
47.854077,
48.497854,
47.2103,
47.854077,
48.497854,
47.2103
],
[
1.863645,
2.409228,
1.390396,
1.198194,
1.142173,
1.254205
],
[
155768,
155768,
44557,
18425387,
18425387,
12931766
],
[
-46968,
-30870,
-46968,
-12703140,
-10365660,
-12703140
],
[
53,
49,
56,
53,
49,
56
],
[
64,
61,
66,
64,
61,
66
],
[
43,
39,
47,
43,
39,
47
],
[
24807,
11623,
13184,
24807,
11623,
13184
],
[
0,
0,
10.625945,
0,
0,
10.625945
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
406132,
253504,
-230629,
-100633,
-129003,
-77913
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579068000000,
"first_datapoint_time": 1579780800000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759136481683,
"expiration_time": 1765612800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 51,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|