| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2154310.7667 | 1974978.2139 | 179332.5528 | 16095704.8551 | -170410.1321 | 16266114.9872 |
| Total P&L (%) | 2154.3108 | 1974.9782 | 179.3326 | 16095.7049 | -170.4101 | 16266.115 |
| Avg Daily Profit (%) | 0.9745 | 0.8934 | 0.0811 | 0.2304 | 0 | 0.2309 |
| Buy And Hold Return (%) | 334.0448 | 334.0448 | 334.0448 | 334.0448 | 334.0448 | 334.0448 |
| Max Trade Drawdown | -110192 | -51142 | -85691 | -26693184 | -20581367 | -19629663 |
| Profit Factor | 5.974 | 11.3492 | 1.7402 | 1.2033 | 0.9962 | 1.4762 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 46.5517 | 41.3793 | 51.7241 | 46.5517 | 41.3793 | 51.7241 |
| Ratio Avg Win / Avg Loss | 6.859 | 16.0781 | 1.6242 | 1.3816 | 1.4113 | 1.3778 |
| Largest Winning Trade | 1708861 | 1708861 | 51490 | 13867614 | 13867614 | 11765838 |
| Largest Losing Trade | -42811 | -42811 | -42744 | -13318194 | -13318194 | -9140231 |
| Avg Bars in Trades | 147 | 173 | 121 | 147 | 173 | 121 |
| Avg Bars in Winners | 191 | 234 | 158 | 191 | 234 | 158 |
| Avg Bars in Losers | 108 | 130 | 82 | 108 | 130 | 82 |
| Bars Traded | 8545 | 5022 | 3523 | 8545 | 5022 | 3523 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -159381 | 635132 | -246959 | -173050 | -582518 | 346699 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571767200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759006250036,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 52,
"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": [
[
2154310.766671761,
1974978.2138555038,
179332.552816258,
16095704.855126506,
-170410.1320911327,
16266114.98721765
],
[
2154.310767,
1974.978214,
179.332553,
16095.704855,
-170.410132,
16266.114987
],
[
0.974471,
0.893352,
0.081118,
0.230383,
0,
0.230857
],
[
334.044824,
334.044824,
334.044824,
334.044824,
334.044824,
334.044824
],
[
-110192,
-51142,
-85691,
-26693184,
-20581367,
-19629663
],
[
5.973973,
11.349233,
1.740177,
1.2033,
0.996214,
1.476205
],
[
58,
29,
29,
58,
29,
29
],
[
27,
12,
15,
27,
12,
15
],
[
31,
17,
14,
31,
17,
14
],
[
46.551724,
41.37931,
51.724138,
46.551724,
41.37931,
51.724138
],
[
6.859006,
16.078081,
1.624165,
1.381567,
1.411304,
1.377791
],
[
1708861,
1708861,
51490,
13867614,
13867614,
11765838
],
[
-42811,
-42811,
-42744,
-13318194,
-13318194,
-9140231
],
[
147,
173,
121,
147,
173,
121
],
[
191,
234,
158,
191,
234,
158
],
[
108,
130,
82,
108,
130,
82
],
[
8545,
5022,
3523,
8545,
5022,
3523
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-159381,
635132,
-246959,
-173050,
-582518,
346699
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571767200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759006250036,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 52,
"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) |
|---|