| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1126733.6065 | 224472.154 | -1351205.7605 | -3095230.6343 | 4366739.8231 | -7461970.4574 |
| Total P&L (%) | -1126.7336 | 224.4722 | -1351.2058 | -3095.2306 | 4366.7398 | -7461.9705 |
| Avg Daily Profit (%) | -0.5078 | 0.1012 | -0.609 | 0 | 0.1714 | 0 |
| Buy And Hold Return (%) | 286.2298 | 286.2298 | 286.2298 | 286.2298 | 286.2298 | 286.2298 |
| Max Trade Drawdown | -1501286 | -107892 | -1536892 | -4466212 | -1617418 | -7511887 |
| Profit Factor | 0.4105 | 1.7061 | 0.1521 | 0.7581 | 1.9672 | 0.0988 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 36 | 15 | 21 | 24 | 16 | 8 |
| Losing Trades | 25 | 15 | 10 | 37 | 14 | 23 |
| Profitability (%) | 59.0164 | 50 | 67.7419 | 39.3443 | 53.3333 | 25.8065 |
| Ratio Avg Win / Avg Loss | 0.2851 | 1.7061 | 0.0724 | 1.1687 | 1.7213 | 0.284 |
| Largest Winning Trade | 199842 | 199842 | 47260 | 1712312 | 1712312 | 567283 |
| Largest Losing Trade | -1475507 | -49352 | -1475507 | -3427412 | -1617418 | -3427412 |
| Avg Bars in Trades | 206 | 351 | 66 | 206 | 351 | 66 |
| Avg Bars in Winners | 120 | 186 | 73 | 355 | 494 | 77 |
| Avg Bars in Losers | 330 | 516 | 52 | 109 | 187 | 62 |
| Bars Traded | 12598 | 10534 | 2064 | 12598 | 10534 | 2064 |
| Profit Streak | 128.3843 | 128.3843 | 350.051 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -744257 | -219941 | -577154 | -749532 | 428927 | -607078 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13313,
"evaluation_days": 2218.83,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1572638400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759454006899,
"expiration_time": 1765200816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 230,
"offset": 111
}
}
} {
"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": [
[
-1126733.6064606204,
224472.1539903249,
-1351205.7604509455,
-3095230.6343111894,
4366739.823077397,
-7461970.457388587
],
[
-1126.733606,
224.472154,
-1351.20576,
-3095.230634,
4366.739823,
-7461.970457
],
[
-0.507805,
0.101167,
-0.608972,
0,
0.171374,
0
],
[
286.229844,
286.229844,
286.229844,
286.229844,
286.229844,
286.229844
],
[
-1501286,
-107892,
-1536892,
-4466212,
-1617418,
-7511887
],
[
0.410532,
1.706145,
0.152082,
0.758085,
1.967212,
0.098786
],
[
61,
30,
31,
61,
30,
31
],
[
36,
15,
21,
24,
16,
8
],
[
25,
15,
10,
37,
14,
23
],
[
59.016393,
50,
67.741935,
39.344262,
53.333333,
25.806452
],
[
0.285091,
1.706145,
0.07242,
1.168714,
1.721311,
0.284011
],
[
199842,
199842,
47260,
1712312,
1712312,
567283
],
[
-1475507,
-49352,
-1475507,
-3427412,
-1617418,
-3427412
],
[
206,
351,
66,
206,
351,
66
],
[
120,
186,
73,
355,
494,
77
],
[
330,
516,
52,
109,
187,
62
],
[
12598,
10534,
2064,
12598,
10534,
2064
],
[
128.384339,
128.384339,
350.051006,
0,
0,
0
],
[
3,
1,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-744257,
-219941,
-577154,
-749532,
428927,
-607078
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13313,
"evaluation_days": 2218.83,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1572638400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759454006899,
"expiration_time": 1765200816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 230,
"offset": 111
}
}
}
| # | 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) |
|---|