| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3838543.2743 | 3786981.6339 | 51561.6404 | 1727170.6026 | 2129613.8904 | -402443.2879 |
| Total P&L (%) | 3838.5433 | 3786.9816 | 51.5616 | 1727.1706 | 2129.6139 | -402.4433 |
| Avg Daily Profit (%) | 1.7295 | 1.7062 | 0.0232 | 0.131 | 0.14 | 0 |
| Buy And Hold Return (%) | 914.123 | 914.123 | 914.123 | 914.123 | 914.123 | 914.123 |
| Max Trade Drawdown | -121485 | -79206 | -60145 | -6959227 | -3064606 | -4472916 |
| Profit Factor | 9.5172 | 18.9464 | 1.2151 | 1.141 | 1.4252 | 0.9444 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 37.7049 | 35.4839 | 40 | 37.7049 | 35.4839 | 40 |
| Ratio Avg Win / Avg Loss | 15.7241 | 34.4481 | 1.8227 | 1.8852 | 2.5913 | 1.4166 |
| Largest Winning Trade | 3759011 | 3759011 | 47326 | 2901175 | 2901175 | 1704355 |
| Largest Losing Trade | -50673 | -37790 | -50673 | -3753735 | -1299058 | -3753735 |
| Avg Bars in Trades | 142 | 122 | 162 | 142 | 122 | 162 |
| Avg Bars in Winners | 285 | 240 | 327 | 285 | 240 | 327 |
| Avg Bars in Losers | 55 | 58 | 52 | 55 | 58 | 52 |
| Bars Traded | 8677 | 3806 | 4871 | 8677 | 3806 | 4871 |
| 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 | -150603 | 529216 | -330869 | -260696 | -14181 | -583047 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8878,
"evaluation_days": 2219.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570276800000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759495261589,
"expiration_time": 1765224144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 19,
"offset": 0,
"a": 0.75308
}
}
} {
"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": [
[
3838543.2743415204,
3786981.633927693,
51561.6404138268,
1727170.6025893944,
2129613.890439443,
-402443.287850047
],
[
3838.543274,
3786.981634,
51.56164,
1727.170603,
2129.61389,
-402.443288
],
[
1.729463,
1.706232,
0.023231,
0.130987,
0.139968,
0
],
[
914.123007,
914.123007,
914.123007,
914.123007,
914.123007,
914.123007
],
[
-121485,
-79206,
-60145,
-6959227,
-3064606,
-4472916
],
[
9.517239,
18.94643,
1.215142,
1.141041,
1.425219,
0.944396
],
[
61,
31,
30,
61,
31,
30
],
[
23,
11,
12,
23,
11,
12
],
[
38,
20,
18,
38,
20,
18
],
[
37.704918,
35.483871,
40,
37.704918,
35.483871,
40
],
[
15.724134,
34.448054,
1.822713,
1.885198,
2.591308,
1.416593
],
[
3759011,
3759011,
47326,
2901175,
2901175,
1704355
],
[
-50673,
-37790,
-50673,
-3753735,
-1299058,
-3753735
],
[
142,
122,
162,
142,
122,
162
],
[
285,
240,
327,
285,
240,
327
],
[
55,
58,
52,
55,
58,
52
],
[
8677,
3806,
4871,
8677,
3806,
4871
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150603,
529216,
-330869,
-260696,
-14181,
-583047
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8878,
"evaluation_days": 2219.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570276800000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759495261589,
"expiration_time": 1765224144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 19,
"offset": 0,
"a": 0.75308
}
}
}
| # | 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) |
|---|