| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 545434.0858 | 829524.1416 | -284090.0558 | -102465.6229 | -304719.6013 | 202253.9783 |
| Total P&L (%) | 545.4341 | 829.5241 | -284.0901 | -102.4656 | -304.7196 | 202.254 |
| Avg Daily Profit (%) | 0.2456 | 0.3736 | -0.1279 | 0 | 0 | 0.0498 |
| Buy And Hold Return (%) | 359.8743 | 359.8743 | 359.8743 | 359.8743 | 359.8743 | 359.8743 |
| Max Trade Drawdown | -237432 | -94151 | -348084 | -1041766 | -520537 | -530057 |
| Profit Factor | 1.5989 | 3.6765 | 0.5272 | 0.9355 | 0.6092 | 1.2497 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 28 | 13 | 15 | 29 | 17 | 12 |
| Losing Trades | 29 | 16 | 13 | 28 | 12 | 16 |
| Profitability (%) | 49.1228 | 44.8276 | 53.5714 | 50.8772 | 58.6207 | 42.8571 |
| Ratio Avg Win / Avg Loss | 1.656 | 4.5249 | 0.4569 | 0.9033 | 0.43 | 1.6662 |
| Largest Winning Trade | 784312 | 784312 | 54939 | 503759 | 95323 | 503759 |
| Largest Losing Trade | -191696 | -41164 | -191696 | -520537 | -520537 | -286660 |
| Avg Bars in Trades | 142 | 127 | 157 | 142 | 127 | 157 |
| Avg Bars in Winners | 157 | 145 | 167 | 131 | 126 | 140 |
| Avg Bars in Losers | 127 | 112 | 145 | 153 | 130 | 170 |
| Bars Traded | 8113 | 3703 | 4410 | 8113 | 3703 | 4410 |
| Profit Streak | 186.7082 | 186.7082 | 298.4582 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -177537 | 360401 | -600402 | -760164 | -579715 | -315096 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8882,
"evaluation_days": 2220.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575806400000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759575585992,
"expiration_time": 1765313136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 241,
"offset": 134
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 209,
"offset": 0,
"a": 0.68686
}
}
} {
"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": [
[
545434.0857835512,
829524.1415577851,
-284090.0557742341,
-102465.6229155606,
-304719.6012528514,
202253.9783372909
],
[
545.434086,
829.524142,
-284.090056,
-102.465623,
-304.719601,
202.253978
],
[
0.245636,
0.373575,
-0.12794,
0,
0,
0.049825
],
[
359.874318,
359.874318,
359.874318,
359.874318,
359.874318,
359.874318
],
[
-237432,
-94151,
-348084,
-1041766,
-520537,
-530057
],
[
1.598857,
3.676452,
0.527192,
0.935544,
0.609164,
1.249686
],
[
57,
29,
28,
57,
29,
28
],
[
28,
13,
15,
29,
17,
12
],
[
29,
16,
13,
28,
12,
16
],
[
49.122807,
44.827586,
53.571429,
50.877193,
58.62069,
42.857143
],
[
1.655959,
4.524864,
0.4569,
0.903284,
0.429998,
1.666248
],
[
784312,
784312,
54939,
503759,
95323,
503759
],
[
-191696,
-41164,
-191696,
-520537,
-520537,
-286660
],
[
142,
127,
157,
142,
127,
157
],
[
157,
145,
167,
131,
126,
140
],
[
127,
112,
145,
153,
130,
170
],
[
8113,
3703,
4410,
8113,
3703,
4410
],
[
186.708171,
186.708171,
298.458171,
0,
0,
0
],
[
2,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-177537,
360401,
-600402,
-760164,
-579715,
-315096
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8882,
"evaluation_days": 2220.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575806400000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759575585992,
"expiration_time": 1765313136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 241,
"offset": 134
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 209,
"offset": 0,
"a": 0.68686
}
}
}
| # | 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) |
|---|