| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1174740.0318 | 1033895.498 | 140844.5338 | 21089280.6269 | 39545908.7198 | -18456628.0929 |
| Total P&L (%) | 1174.74 | 1033.8955 | 140.8445 | 21089.2806 | 39545.9087 | -18456.6281 |
| Avg Daily Profit (%) | 0.5273 | 0.4641 | 0.0632 | 0.2407 | 0.2689 | 0 |
| Buy And Hold Return (%) | 586.6737 | 586.6737 | 586.6737 | 586.6737 | 586.6737 | 586.6737 |
| Max Trade Drawdown | -210579 | -74389 | -154029 | -226551449 | -56372754 | -192365447 |
| Profit Factor | 2.3131 | 3.584 | 1.2848 | 1.0381 | 1.1663 | 0.9414 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
| Losing Trades | 82 | 39 | 43 | 82 | 39 | 43 |
| Profitability (%) | 49.3827 | 51.8519 | 46.9136 | 49.3827 | 51.8519 | 46.9136 |
| Ratio Avg Win / Avg Loss | 2.3709 | 3.328 | 1.4539 | 1.0641 | 1.083 | 1.0653 |
| Largest Winning Trade | 478336 | 478336 | 48162 | 59253553 | 32284982 | 59253553 |
| Largest Losing Trade | -33552 | -33552 | -25729 | -53525169 | -27998722 | -53525169 |
| Avg Bars in Trades | 53 | 41 | 66 | 53 | 41 | 66 |
| Avg Bars in Winners | 65 | 47 | 85 | 65 | 47 | 85 |
| Avg Bars in Losers | 42 | 35 | 48 | 42 | 35 | 48 |
| Bars Traded | 8733 | 3387 | 5346 | 8733 | 3387 | 5346 |
| 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 | 323116 | -3140 | -287454 | -169573 | -40634 | -592269 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8911,
"evaluation_days": 2227.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570773600000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760209916446,
"expiration_time": 1765958328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 65,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 132,
"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": [
[
1174740.0318306338,
1033895.4980385473,
140844.5337920872,
21089280.626879707,
39545908.719794646,
-18456628.092914846
],
[
1174.740032,
1033.895498,
140.844534,
21089.280627,
39545.90872,
-18456.628093
],
[
0.527321,
0.464099,
0.063223,
0.240715,
0.268909,
0
],
[
586.673662,
586.673662,
586.673662,
586.673662,
586.673662,
586.673662
],
[
-210579,
-74389,
-154029,
-226551449,
-56372754,
-192365447
],
[
2.313106,
3.583952,
1.284819,
1.038145,
1.166349,
0.941433
],
[
162,
81,
81,
162,
81,
81
],
[
80,
42,
38,
80,
42,
38
],
[
82,
39,
43,
82,
39,
43
],
[
49.382716,
51.851852,
46.91358,
49.382716,
51.851852,
46.91358
],
[
2.370934,
3.327956,
1.453874,
1.064099,
1.083038,
1.065305
],
[
478336,
478336,
48162,
59253553,
32284982,
59253553
],
[
-33552,
-33552,
-25729,
-53525169,
-27998722,
-53525169
],
[
53,
41,
66,
53,
41,
66
],
[
65,
47,
85,
65,
47,
85
],
[
42,
35,
48,
42,
35,
48
],
[
8733,
3387,
5346,
8733,
3387,
5346
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323116,
-3140,
-287454,
-169573,
-40634,
-592269
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8911,
"evaluation_days": 2227.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570773600000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760209916446,
"expiration_time": 1765958328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 65,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 132,
"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) |
|---|