| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2479436.5497 | 2446009.0682 | 33427.4815 | 2630212.2857 | 3721550.9473 | -1091338.6616 |
| Total P&L (%) | 2479.4366 | 2446.0091 | 33.4275 | 2630.2123 | 3721.5509 | -1091.3387 |
| Avg Daily Profit (%) | 1.115 | 1.1 | 0.015 | 0.1488 | 0.164 | 0 |
| Buy And Hold Return (%) | 571.3809 | 571.3809 | 571.3809 | 571.3809 | 571.3809 | 571.3809 |
| Max Trade Drawdown | -142931 | -92099 | -109945 | -6107020 | -4861489 | -3345687 |
| Profit Factor | 2.8212 | 4.6564 | 1.0483 | 1.0587 | 1.1651 | 0.9509 |
| Total Trades | 709 | 355 | 354 | 709 | 355 | 354 |
| Winning Trades | 212 | 114 | 98 | 212 | 114 | 98 |
| Losing Trades | 497 | 241 | 256 | 497 | 241 | 256 |
| Profitability (%) | 29.9013 | 32.1127 | 27.6836 | 29.9013 | 32.1127 | 27.6836 |
| Ratio Avg Win / Avg Loss | 6.614 | 9.8439 | 2.7384 | 2.482 | 2.463 | 2.484 |
| Largest Winning Trade | 2206156 | 2206156 | 53035 | 6599516 | 6599516 | 2045586 |
| Largest Losing Trade | -20374 | -20374 | -12638 | -1442655 | -1442655 | -560179 |
| Avg Bars in Trades | 18 | 16 | 20 | 18 | 16 | 20 |
| Avg Bars in Winners | 47 | 39 | 57 | 47 | 39 | 57 |
| Avg Bars in Losers | 6 | 5 | 6 | 6 | 5 | 6 |
| Bars Traded | 13149 | 5901 | 7249 | 13149 | 5901 | 7249 |
| Profit Streak | 7.1028 | 8.7695 | 0 | 7.1028 | 8.7695 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 480794 | 514383 | -521267 | -154001 | -35159 | -594414 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13342,
"evaluation_days": 2223.67,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1569024000000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759876083081,
"expiration_time": 1765630944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.53335,
"nb": 0.53206,
"nc": 0.78926
}
}
} {
"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": [
[
2479436.549685713,
2446009.0681928117,
33427.4814929021,
2630212.2857219838,
3721550.947288489,
-1091338.6615665
],
[
2479.43655,
2446.009068,
33.427481,
2630.212286,
3721.550947,
-1091.338662
],
[
1.11502,
1.099987,
0.015033,
0.148827,
0.163973,
0
],
[
571.380899,
571.380899,
571.380899,
571.380899,
571.380899,
571.380899
],
[
-142931,
-92099,
-109945,
-6107020,
-4861489,
-3345687
],
[
2.821243,
4.656432,
1.048275,
1.05873,
1.165054,
0.950923
],
[
709,
355,
354,
709,
355,
354
],
[
212,
114,
98,
212,
114,
98
],
[
497,
241,
256,
497,
241,
256
],
[
29.901269,
32.112676,
27.683616,
29.901269,
32.112676,
27.683616
],
[
6.613953,
9.843861,
2.738351,
2.482023,
2.462965,
2.484044
],
[
2206156,
2206156,
53035,
6599516,
6599516,
2045586
],
[
-20374,
-20374,
-12638,
-1442655,
-1442655,
-560179
],
[
18,
16,
20,
18,
16,
20
],
[
47,
39,
57,
47,
39,
57
],
[
6,
5,
6,
6,
5,
6
],
[
13149,
5901,
7249,
13149,
5901,
7249
],
[
7.102813,
8.76948,
0,
7.102813,
8.76948,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
480794,
514383,
-521267,
-154001,
-35159,
-594414
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13342,
"evaluation_days": 2223.67,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1569024000000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759876083081,
"expiration_time": 1765630944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.53335,
"nb": 0.53206,
"nc": 0.78926
}
}
}
| # | 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) |
|---|