| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1345939.9094 | 1219657.6651 | 126282.2443 | 10514627.3225 | 4809430.2244 | 5705197.0981 |
| Total P&L (%) | 1345.9399 | 1219.6577 | 126.2822 | 10514.6273 | 4809.4302 | 5705.1971 |
| Avg Daily Profit (%) | 0.6463 | 0.5857 | 0.0606 | 0.2243 | 0.1871 | 0.1952 |
| Buy And Hold Return (%) | 468.0961 | 468.0961 | 468.0961 | 468.0961 | 468.0961 | 468.0961 |
| Max Trade Drawdown | -80106 | -76832 | -110368 | -4840521 | -5096634 | -4499734 |
| Profit Factor | 2.4521 | 3.8423 | 1.2537 | 1.2524 | 1.2324 | 1.2721 |
| Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
| Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
| Losing Trades | 136 | 67 | 69 | 136 | 67 | 69 |
| Profitability (%) | 42.3729 | 43.2203 | 41.5254 | 42.3729 | 43.2203 | 41.5254 |
| Ratio Avg Win / Avg Loss | 3.3349 | 5.0478 | 1.7654 | 1.7032 | 1.619 | 1.7913 |
| Largest Winning Trade | 831987 | 831987 | 52883 | 4448398 | 4448398 | 2265724 |
| Largest Losing Trade | -29308 | -23071 | -29308 | -2095248 | -1279894 | -2095248 |
| Avg Bars in Trades | 105 | 102 | 107 | 105 | 102 | 107 |
| Avg Bars in Winners | 165 | 155 | 175 | 165 | 155 | 175 |
| Avg Bars in Losers | 60 | 61 | 59 | 60 | 61 | 59 |
| Bars Traded | 24794 | 12094 | 12700 | 24794 | 12094 | 12700 |
| Profit Streak | 0 | 0 | 18.2504 | 0 | 0 | 18.2504 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 416595 | 429883 | -279791 | 267037 | 209969 | 217738 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579802400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758938431194,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 55,
"offset": 0,
"std": 1.8379
}
}
} {
"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": [
[
1345939.90941122,
1219657.6650819422,
126282.2443292784,
10514627.322520653,
4809430.224418338,
5705197.098102314
],
[
1345.939909,
1219.657665,
126.282244,
10514.627323,
4809.430224,
5705.197098
],
[
0.64631,
0.58567,
0.06064,
0.224252,
0.187149,
0.195213
],
[
468.096103,
468.096103,
468.096103,
468.096103,
468.096103,
468.096103
],
[
-80106,
-76832,
-110368,
-4840521,
-5096634,
-4499734
],
[
2.452146,
3.842345,
1.253701,
1.252357,
1.232382,
1.272072
],
[
236,
118,
118,
236,
118,
118
],
[
100,
51,
49,
100,
51,
49
],
[
136,
67,
69,
136,
67,
69
],
[
42.372881,
43.220339,
41.525424,
42.372881,
43.220339,
41.525424
],
[
3.334919,
5.047787,
1.765416,
1.703205,
1.619011,
1.791285
],
[
831987,
831987,
52883,
4448398,
4448398,
2265724
],
[
-29308,
-23071,
-29308,
-2095248,
-1279894,
-2095248
],
[
105,
102,
107,
105,
102,
107
],
[
165,
155,
175,
165,
155,
175
],
[
60,
61,
59,
60,
61,
59
],
[
24794,
12094,
12700,
24794,
12094,
12700
],
[
0,
0,
18.250361,
0,
0,
18.250361
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
416595,
429883,
-279791,
267037,
209969,
217738
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579802400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758938431194,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 55,
"offset": 0,
"std": 1.8379
}
}
}
| # | 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) |
|---|