| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1365128.2537 | 1256580.0453 | 108548.2084 | 7759900.7493 | 7273505.3954 | 486395.3539 |
| Total P&L (%) | 1365.1283 | 1256.58 | 108.5482 | 7759.9007 | 7273.5054 | 486.3954 |
| Avg Daily Profit (%) | 0.6555 | 0.6034 | 0.0521 | 0.2098 | 0.2067 | 0.085 |
| Buy And Hold Return (%) | 497.0821 | 497.0821 | 497.0821 | 497.0821 | 497.0821 | 497.0821 |
| Max Trade Drawdown | -112097 | -68465 | -114847 | -6787712 | -5647784 | -6755289 |
| Profit Factor | 2.1822 | 3.3645 | 1.1741 | 1.1453 | 1.2843 | 1.0175 |
| Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
| Winning Trades | 145 | 70 | 75 | 145 | 70 | 75 |
| Losing Trades | 195 | 100 | 95 | 195 | 100 | 95 |
| Profitability (%) | 42.6471 | 41.1765 | 44.1176 | 42.6471 | 41.1765 | 44.1176 |
| Ratio Avg Win / Avg Loss | 2.9346 | 4.8064 | 1.4873 | 1.5403 | 1.8348 | 1.2888 |
| Largest Winning Trade | 824207 | 824207 | 48588 | 4142137 | 4142137 | 2054056 |
| Largest Losing Trade | -38663 | -26921 | -38663 | -2812230 | -1549129 | -2812230 |
| Avg Bars in Trades | 73 | 71 | 74 | 73 | 71 | 74 |
| Avg Bars in Winners | 107 | 105 | 109 | 107 | 105 | 109 |
| Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
| Bars Traded | 24837 | 12093 | 12744 | 24837 | 12093 | 12744 |
| Profit Streak | 0 | 15.1678 | 0 | 0 | 15.1678 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 419906 | 445084 | -320011 | -52516 | 258118 | -448540 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1579680000000,
"first_datapoint_time": 1580400000000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759694500318,
"expiration_time": 1766165126400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 15,
"offset": 86,
"a": 0.62781
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 35,
"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": [
[
1365128.2537278389,
1256580.0453063247,
108548.2084215146,
7759900.749273562,
7273505.395375687,
486395.353897884
],
[
1365.128254,
1256.580045,
108.548208,
7759.900749,
7273.505395,
486.395354
],
[
0.65547,
0.603351,
0.05212,
0.209776,
0.206702,
0.084967
],
[
497.082083,
497.082083,
497.082083,
497.082083,
497.082083,
497.082083
],
[
-112097,
-68465,
-114847,
-6787712,
-5647784,
-6755289
],
[
2.18217,
3.364468,
1.174145,
1.145327,
1.284349,
1.017486
],
[
340,
170,
170,
340,
170,
170
],
[
145,
70,
75,
145,
70,
75
],
[
195,
100,
95,
195,
100,
95
],
[
42.647059,
41.176471,
44.117647,
42.647059,
41.176471,
44.117647
],
[
2.934642,
4.806383,
1.48725,
1.540268,
1.834784,
1.288815
],
[
824207,
824207,
48588,
4142137,
4142137,
2054056
],
[
-38663,
-26921,
-38663,
-2812230,
-1549129,
-2812230
],
[
73,
71,
74,
73,
71,
74
],
[
107,
105,
109,
107,
105,
109
],
[
47,
47,
47,
47,
47,
47
],
[
24837,
12093,
12744,
24837,
12093,
12744
],
[
0,
15.167828,
0,
0,
15.167828,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
419906,
445084,
-320011,
-52516,
258118,
-448540
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1579680000000,
"first_datapoint_time": 1580400000000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759694500318,
"expiration_time": 1766165126400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 15,
"offset": 86,
"a": 0.62781
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 35,
"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) |
|---|