| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1534707.0346 | 1404969.9204 | 129737.1142 | 11601029.9266 | 9571467.716 | 2029562.2106 |
| Total P&L (%) | 1534.707 | 1404.9699 | 129.7371 | 11601.0299 | 9571.4677 | 2029.5622 |
| Avg Daily Profit (%) | 0.6896 | 0.6313 | 0.0583 | 0.2142 | 0.2056 | 0.1375 |
| Buy And Hold Return (%) | 559.842 | 559.842 | 559.842 | 559.842 | 559.842 | 559.842 |
| Max Trade Drawdown | -165275 | -87726 | -144403 | -11450470 | -8823108 | -6925617 |
| Profit Factor | 2.3094 | 3.4361 | 1.2179 | 1.1392 | 1.2335 | 1.0479 |
| Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
| Winning Trades | 127 | 62 | 65 | 127 | 62 | 65 |
| Losing Trades | 203 | 103 | 100 | 203 | 103 | 100 |
| Profitability (%) | 38.4848 | 37.5758 | 39.3939 | 38.4848 | 37.5758 | 39.3939 |
| Ratio Avg Win / Avg Loss | 3.6914 | 5.7084 | 1.8737 | 1.821 | 2.0491 | 1.6122 |
| Largest Winning Trade | 881466 | 881466 | 47630 | 11207372 | 11207372 | 3211709 |
| Largest Losing Trade | -27842 | -27842 | -26059 | -3160718 | -3160718 | -2250104 |
| Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
| Avg Bars in Winners | 69 | 68 | 70 | 69 | 68 | 70 |
| Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
| Bars Traded | 13295 | 6518 | 6777 | 13295 | 6518 | 6777 |
| Profit Streak | 19.4501 | 19.4501 | 21.4501 | 19.4501 | 19.4501 | 21.4501 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 417284 | 388214 | -283427 | -59797 | 176732 | -181516 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13353,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1568505600000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760035684510,
"expiration_time": 1765794096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 22,
"offset": 32
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 9,
"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": [
[
1534707.0346313824,
1404969.9204257147,
129737.114205668,
11601029.926550778,
9571467.71595663,
2029562.210594139
],
[
1534.707035,
1404.96992,
129.737114,
11601.029927,
9571.467716,
2029.562211
],
[
0.689601,
0.631305,
0.058296,
0.214215,
0.205638,
0.137524
],
[
559.842012,
559.842012,
559.842012,
559.842012,
559.842012,
559.842012
],
[
-165275,
-87726,
-144403,
-11450470,
-8823108,
-6925617
],
[
2.309414,
3.43611,
1.217925,
1.139224,
1.233458,
1.047949
],
[
330,
165,
165,
330,
165,
165
],
[
127,
62,
65,
127,
62,
65
],
[
203,
103,
100,
203,
103,
100
],
[
38.484848,
37.575758,
39.393939,
38.484848,
37.575758,
39.393939
],
[
3.691425,
5.708377,
1.87373,
1.820965,
2.049131,
1.61223
],
[
881466,
881466,
47630,
11207372,
11207372,
3211709
],
[
-27842,
-27842,
-26059,
-3160718,
-3160718,
-2250104
],
[
40,
39,
41,
40,
39,
41
],
[
69,
68,
70,
69,
68,
70
],
[
21,
22,
21,
21,
22,
21
],
[
13295,
6518,
6777,
13295,
6518,
6777
],
[
19.450052,
19.450052,
21.450052,
19.450052,
19.450052,
21.450052
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
417284,
388214,
-283427,
-59797,
176732,
-181516
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13353,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1568505600000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760035684510,
"expiration_time": 1765794096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 22,
"offset": 32
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 9,
"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) |
|---|