| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1325862.725 | 1229708.3325 | 96154.3925 | 8742905.1722 | 4131102.958 | 4611802.2142 |
| Total P&L (%) | 1325.8627 | 1229.7083 | 96.1544 | 8742.9052 | 4131.103 | 4611.8022 |
| Avg Daily Profit (%) | 0.5974 | 0.5541 | 0.0433 | 0.2022 | 0.1689 | 0.1737 |
| Buy And Hold Return (%) | 609.249 | 609.249 | 609.249 | 609.249 | 609.249 | 609.249 |
| Max Trade Drawdown | -110486 | -76327 | -152426 | -5988115 | -4683990 | -5094210 |
| Profit Factor | 2.1715 | 3.1214 | 1.1742 | 1.1677 | 1.1524 | 1.1842 |
| Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
| Winning Trades | 146 | 68 | 78 | 146 | 68 | 78 |
| Losing Trades | 208 | 109 | 99 | 208 | 109 | 99 |
| Profitability (%) | 41.2429 | 38.4181 | 44.0678 | 41.2429 | 38.4181 | 44.0678 |
| Ratio Avg Win / Avg Loss | 3.0936 | 5.0034 | 1.4903 | 1.6636 | 1.8473 | 1.503 |
| Largest Winning Trade | 725522 | 725522 | 49348 | 3468325 | 3468325 | 1940717 |
| Largest Losing Trade | -52005 | -52005 | -36695 | -1269031 | -1190448 | -1269031 |
| Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
| Avg Bars in Winners | 30 | 34 | 27 | 30 | 34 | 27 |
| Avg Bars in Losers | 10 | 11 | 8 | 10 | 11 | 8 |
| Bars Traded | 6559 | 3587 | 2972 | 6559 | 3587 | 2972 |
| 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 | 308686 | 230666 | -331426 | -28181 | -47977 | -10631 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6658,
"evaluation_days": 2219.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1568966400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759481451311,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 44,
"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": [
[
1325862.7249710832,
1229708.3324991942,
96154.3924718895,
8742905.172243081,
4131102.9580373056,
4611802.21420578
],
[
1325.862725,
1229.708332,
96.154392,
8742.905172,
4131.102958,
4611.802214
],
[
0.597416,
0.55409,
0.043326,
0.202166,
0.168889,
0.173746
],
[
609.249012,
609.249012,
609.249012,
609.249012,
609.249012,
609.249012
],
[
-110486,
-76327,
-152426,
-5988115,
-4683990,
-5094210
],
[
2.171489,
3.121398,
1.174159,
1.167687,
1.152425,
1.184208
],
[
354,
177,
177,
354,
177,
177
],
[
146,
68,
78,
146,
68,
78
],
[
208,
109,
99,
208,
109,
99
],
[
41.242938,
38.418079,
44.067797,
41.242938,
38.418079,
44.067797
],
[
3.093627,
5.003418,
1.490279,
1.663554,
1.84727,
1.503034
],
[
725522,
725522,
49348,
3468325,
3468325,
1940717
],
[
-52005,
-52005,
-36695,
-1269031,
-1190448,
-1269031
],
[
18,
20,
16,
18,
20,
16
],
[
30,
34,
27,
30,
34,
27
],
[
10,
11,
8,
10,
11,
8
],
[
6559,
3587,
2972,
6559,
3587,
2972
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308686,
230666,
-331426,
-28181,
-47977,
-10631
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6658,
"evaluation_days": 2219.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1568966400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759481451311,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 44,
"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) |
|---|