| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2851359.0455 | 2765658.2149 | 85700.8306 | 3137443.4768 | 2811598.5337 | 325844.9431 |
| Total P&L (%) | 2851.359 | 2765.6582 | 85.7008 | 3137.4435 | 2811.5985 | 325.8449 |
| Avg Daily Profit (%) | 1.3687 | 1.3275 | 0.0411 | 0.1671 | 0.162 | 0.0696 |
| Buy And Hold Return (%) | 337.7221 | 337.7221 | 337.7221 | 337.7221 | 337.7221 | 337.7221 |
| Max Trade Drawdown | -121068 | -83587 | -74072 | -4960405 | -3611211 | -3211261 |
| Profit Factor | 4.778 | 8.5154 | 1.2216 | 1.127 | 1.2287 | 1.0263 |
| Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
| Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
| Profitability (%) | 41.3793 | 38.8889 | 43.8356 | 41.3793 | 38.8889 | 43.8356 |
| Ratio Avg Win / Avg Loss | 6.7689 | 13.3814 | 1.5652 | 1.5966 | 1.9308 | 1.3149 |
| Largest Winning Trade | 2643089 | 2643089 | 53889 | 5761478 | 5761478 | 1721938 |
| Largest Losing Trade | -28986 | -28986 | -27857 | -1367200 | -1119361 | -1367200 |
| Avg Bars in Trades | 168 | 191 | 146 | 168 | 191 | 146 |
| Avg Bars in Winners | 291 | 336 | 251 | 291 | 336 | 251 |
| Avg Bars in Losers | 82 | 98 | 65 | 82 | 98 | 65 |
| Bars Traded | 24491 | 13775 | 10716 | 24491 | 13775 | 10716 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 659626 | -61626 | -377375 | -74888 | -75307 | -531807 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579543200000,
"first_datapoint_time": 1581249600000,
"last_datapoint_time": 1759608000000,
"evaluation_time": 1759613089938,
"expiration_time": 1766088000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 174,
"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": [
[
2851359.0455215317,
2765658.2149187163,
85700.8306028151,
3137443.4768161047,
2811598.53367008,
325844.9431460227
],
[
2851.359046,
2765.658215,
85.700831,
3137.443477,
2811.598534,
325.844943
],
[
1.368655,
1.327518,
0.041136,
0.167053,
0.161953,
0.069572
],
[
337.722069,
337.722069,
337.722069,
337.722069,
337.722069,
337.722069
],
[
-121068,
-83587,
-74072,
-4960405,
-3611211,
-3211261
],
[
4.778036,
8.515441,
1.221608,
1.127037,
1.228708,
1.02627
],
[
145,
72,
73,
145,
72,
73
],
[
60,
28,
32,
60,
28,
32
],
[
85,
44,
41,
85,
44,
41
],
[
41.37931,
38.888889,
43.835616,
41.37931,
38.888889,
43.835616
],
[
6.768885,
13.381408,
1.565185,
1.596636,
1.930828,
1.314908
],
[
2643089,
2643089,
53889,
5761478,
5761478,
1721938
],
[
-28986,
-28986,
-27857,
-1367200,
-1119361,
-1367200
],
[
168,
191,
146,
168,
191,
146
],
[
291,
336,
251,
291,
336,
251
],
[
82,
98,
65,
82,
98,
65
],
[
24491,
13775,
10716,
24491,
13775,
10716
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
659626,
-61626,
-377375,
-74888,
-75307,
-531807
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579543200000,
"first_datapoint_time": 1581249600000,
"last_datapoint_time": 1759608000000,
"evaluation_time": 1759613089938,
"expiration_time": 1766088000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 174,
"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) |
|---|