| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2560650.9382 | 2616511.684 | -55860.7458 | 215179.7919 | 71086.4196 | 144093.3723 |
| Total P&L (%) | 2560.6509 | 2616.5117 | -55.8607 | 215.1798 | 71.0864 | 144.0934 |
| Avg Daily Profit (%) | 1.1538 | 1.179 | -0.0252 | 0.0517 | 0.0242 | 0.0402 |
| Buy And Hold Return (%) | 963.5372 | 963.5372 | 963.5372 | 963.5372 | 963.5372 | 963.5372 |
| Max Trade Drawdown | -152820 | -118860 | -86471 | -2478356 | -2517416 | -704600 |
| Profit Factor | 3.9857 | 5.6998 | 0.8144 | 1.0274 | 1.0136 | 1.0546 |
| Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
| Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
| Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
| Profitability (%) | 43.3962 | 37.9747 | 48.75 | 43.3962 | 37.9747 | 48.75 |
| Ratio Avg Win / Avg Loss | 5.1987 | 9.3097 | 0.8561 | 1.3401 | 1.6556 | 1.1087 |
| Largest Winning Trade | 2507742 | 2507742 | 24116 | 1469264 | 1469264 | 368461 |
| Largest Losing Trade | -52080 | -52080 | -26965 | -842018 | -842018 | -704600 |
| Avg Bars in Trades | 40 | 71 | 9 | 40 | 71 | 9 |
| Avg Bars in Winners | 60 | 127 | 10 | 60 | 127 | 10 |
| Avg Bars in Losers | 24 | 37 | 9 | 24 | 37 | 9 |
| Bars Traded | 6414 | 5632 | 782 | 6414 | 5632 | 782 |
| Profit Streak | 0 | 109.7097 | 0 | 0 | 109.7097 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 553449 | -12237 | -600444 | -481717 | -561415 | -485072 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6658,
"evaluation_days": 2219.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569398400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759482119431,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 11,
"offset": 0,
"std": 4.25768
}
}
} {
"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": [
[
2560650.938217473,
2616511.684015398,
-55860.7457979261,
215179.7918950411,
71086.4195541497,
144093.3723408928
],
[
2560.650938,
2616.511684,
-55.860746,
215.179792,
71.08642,
144.093372
],
[
1.153795,
1.178965,
-0.02517,
0.051739,
0.024199,
0.040218
],
[
963.537221,
963.537221,
963.537221,
963.537221,
963.537221,
963.537221
],
[
-152820,
-118860,
-86471,
-2478356,
-2517416,
-704600
],
[
3.985652,
5.699813,
0.81437,
1.027403,
1.013633,
1.054619
],
[
159,
79,
80,
159,
79,
80
],
[
69,
30,
39,
69,
30,
39
],
[
90,
49,
41,
90,
49,
41
],
[
43.396226,
37.974684,
48.75,
43.396226,
37.974684,
48.75
],
[
5.198677,
9.309695,
0.856133,
1.340091,
1.655601,
1.108702
],
[
2507742,
2507742,
24116,
1469264,
1469264,
368461
],
[
-52080,
-52080,
-26965,
-842018,
-842018,
-704600
],
[
40,
71,
9,
40,
71,
9
],
[
60,
127,
10,
60,
127,
10
],
[
24,
37,
9,
24,
37,
9
],
[
6414,
5632,
782,
6414,
5632,
782
],
[
0,
109.709716,
0,
0,
109.709716,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
553449,
-12237,
-600444,
-481717,
-561415,
-485072
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6658,
"evaluation_days": 2219.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569398400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759482119431,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 11,
"offset": 0,
"std": 4.25768
}
}
}
| # | 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) |
|---|