| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1242357.9866 | 1091815.5872 | 150542.3994 | 21726071.609 | 49302684.2393 | -27576612.6303 |
| Total P&L (%) | 1242.358 | 1091.8156 | 150.5424 | 21726.0716 | 49302.6842 | -27576.6126 |
| Avg Daily Profit (%) | 0.5598 | 0.492 | 0.0678 | 0.243 | 0.2799 | 0 |
| Buy And Hold Return (%) | 590.3663 | 590.3663 | 590.3663 | 590.3663 | 590.3663 | 590.3663 |
| Max Trade Drawdown | -143102 | -89099 | -79524 | -121513154 | -59360181 | -73720336 |
| Profit Factor | 2.9153 | 4.6486 | 1.4308 | 1.0823 | 1.4317 | 0.816 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Profitability (%) | 45.7447 | 44.6809 | 46.8085 | 45.7447 | 44.6809 | 46.8085 |
| Ratio Avg Win / Avg Loss | 3.4576 | 5.7554 | 1.626 | 1.2836 | 1.7726 | 0.9273 |
| Largest Winning Trade | 514175 | 514175 | 56290 | 61703987 | 61703987 | 28076905 |
| Largest Losing Trade | -43860 | -43860 | -27919 | -29668921 | -15106850 | -29668921 |
| Avg Bars in Trades | 69 | 54 | 84 | 69 | 54 | 84 |
| Avg Bars in Winners | 110 | 80 | 138 | 110 | 80 | 138 |
| Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
| Bars Traded | 6525 | 2540 | 3985 | 6525 | 2540 | 3985 |
| 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 | 326958 | 294839 | -267306 | -123024 | 314383 | -581938 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6658,
"evaluation_days": 2219.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571299200000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759482115377,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 125,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 40,
"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": [
[
1242357.9865962504,
1091815.5872411716,
150542.3993550796,
21726071.60899473,
49302684.23929601,
-27576612.630301304
],
[
1242.357987,
1091.815587,
150.542399,
21726.071609,
49302.684239,
-27576.61263
],
[
0.55979,
0.491957,
0.067832,
0.242967,
0.279871,
0
],
[
590.366267,
590.366267,
590.366267,
590.366267,
590.366267,
590.366267
],
[
-143102,
-89099,
-79524,
-121513154,
-59360181,
-73720336
],
[
2.915265,
4.648606,
1.430836,
1.082275,
1.431719,
0.81599
],
[
94,
47,
47,
94,
47,
47
],
[
43,
21,
22,
43,
21,
22
],
[
51,
26,
25,
51,
26,
25
],
[
45.744681,
44.680851,
46.808511,
45.744681,
44.680851,
46.808511
],
[
3.45764,
5.755417,
1.62595,
1.283629,
1.772605,
0.927261
],
[
514175,
514175,
56290,
61703987,
61703987,
28076905
],
[
-43860,
-43860,
-27919,
-29668921,
-15106850,
-29668921
],
[
69,
54,
84,
69,
54,
84
],
[
110,
80,
138,
110,
80,
138
],
[
34,
32,
37,
34,
32,
37
],
[
6525,
2540,
3985,
6525,
2540,
3985
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326958,
294839,
-267306,
-123024,
314383,
-581938
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6658,
"evaluation_days": 2219.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571299200000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759482115377,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 125,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 40,
"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) |
|---|