| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2396780.8415 | 2347605.2195 | 49175.6221 | 1432424.4673 | 5023145.0469 | -3590720.5796 |
| Total P&L (%) | 2396.7808 | 2347.6052 | 49.1756 | 1432.4245 | 5023.145 | -3590.7206 |
| Avg Daily Profit (%) | 1.1505 | 1.1269 | 0.0236 | 0.1311 | 0.1891 | 0 |
| Buy And Hold Return (%) | 209.7236 | 209.7236 | 209.7236 | 209.7236 | 209.7236 | 209.7236 |
| Max Trade Drawdown | -107481 | -83396 | -82232 | -9289080 | -5805635 | -5695414 |
| Profit Factor | 3.5587 | 6.2293 | 1.1008 | 1.0324 | 1.2289 | 0.8385 |
| Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
| Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
| Losing Trades | 149 | 76 | 73 | 149 | 76 | 73 |
| Profitability (%) | 42.2481 | 41.0853 | 43.4109 | 42.2481 | 41.0853 | 43.4109 |
| Ratio Avg Win / Avg Loss | 4.8647 | 8.9326 | 1.435 | 1.4113 | 1.7622 | 1.093 |
| Largest Winning Trade | 2228022 | 2228022 | 49095 | 9255131 | 9255131 | 2488860 |
| Largest Losing Trade | -27491 | -25988 | -27491 | -2365812 | -2365812 | -2226553 |
| Avg Bars in Trades | 95 | 85 | 105 | 95 | 85 | 105 |
| Avg Bars in Winners | 165 | 146 | 183 | 165 | 146 | 183 |
| Avg Bars in Losers | 44 | 42 | 45 | 44 | 42 | 45 |
| Bars Traded | 24622 | 11003 | 13619 | 24622 | 11003 | 13619 |
| Profit Streak | 3.6251 | 3.6251 | 10.5418 | 3.6251 | 3.6251 | 10.5418 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 663623 | 638380 | -438865 | -204333 | 160565 | -581234 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580227200000,
"first_datapoint_time": 1581458400000,
"last_datapoint_time": 1760292000000,
"evaluation_time": 1760295608674,
"expiration_time": 1766772000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 19,
"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": [
[
2396780.841525159,
2347605.21946846,
49175.6220566999,
1432424.4672614916,
5023145.046909244,
-3590720.5796477506
],
[
2396.780842,
2347.605219,
49.175622,
1432.424467,
5023.145047,
-3590.72058
],
[
1.150457,
1.126852,
0.023604,
0.131099,
0.189124,
0
],
[
209.723571,
209.723571,
209.723571,
209.723571,
209.723571,
209.723571
],
[
-107481,
-83396,
-82232,
-9289080,
-5805635,
-5695414
],
[
3.558726,
6.229318,
1.100816,
1.032429,
1.228913,
0.83846
],
[
258,
129,
129,
258,
129,
129
],
[
109,
53,
56,
109,
53,
56
],
[
149,
76,
73,
149,
76,
73
],
[
42.248062,
41.085271,
43.410853,
42.248062,
41.085271,
43.410853
],
[
4.864681,
8.932607,
1.434992,
1.411302,
1.762215,
1.092992
],
[
2228022,
2228022,
49095,
9255131,
9255131,
2488860
],
[
-27491,
-25988,
-27491,
-2365812,
-2365812,
-2226553
],
[
95,
85,
105,
95,
85,
105
],
[
165,
146,
183,
165,
146,
183
],
[
44,
42,
45,
44,
42,
45
],
[
24622,
11003,
13619,
24622,
11003,
13619
],
[
3.6251,
3.6251,
10.541767,
3.6251,
3.6251,
10.541767
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
663623,
638380,
-438865,
-204333,
160565,
-581234
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580227200000,
"first_datapoint_time": 1581458400000,
"last_datapoint_time": 1760292000000,
"evaluation_time": 1760295608674,
"expiration_time": 1766772000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 19,
"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) |
|---|