| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2461206.4243 | 2404355.7029 | 56850.7214 | 1059414.9552 | 4021707.6926 | -2962292.7375 |
| Total P&L (%) | 2461.2064 | 2404.3557 | 56.8507 | 1059.415 | 4021.7077 | -2962.2927 |
| Avg Daily Profit (%) | 1.1065 | 1.0809 | 0.0256 | 0.1102 | 0.1673 | 0 |
| Buy And Hold Return (%) | 187.0223 | 187.0223 | 187.0223 | 187.0223 | 187.0223 | 187.0223 |
| Max Trade Drawdown | -191861 | -93702 | -149536 | -5913964 | -2254992 | -4207227 |
| Profit Factor | 3.9979 | 6.0148 | 1.1665 | 1.088 | 1.6901 | 0.5234 |
| Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
| Winning Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Losing Trades | 70 | 32 | 38 | 70 | 32 | 38 |
| Profitability (%) | 43.0894 | 47.541 | 38.7097 | 43.0894 | 47.541 | 38.7097 |
| Ratio Avg Win / Avg Loss | 5.2802 | 6.637 | 1.8469 | 1.4369 | 1.8649 | 0.8288 |
| Largest Winning Trade | 2171612 | 2171612 | 60303 | 6044212 | 6044212 | 497404 |
| Largest Losing Trade | -65840 | -65840 | -59058 | -3734013 | -1704305 | -3734013 |
| Avg Bars in Trades | 52 | 77 | 27 | 52 | 77 | 27 |
| Avg Bars in Winners | 72 | 94 | 45 | 72 | 94 | 45 |
| Avg Bars in Losers | 37 | 62 | 16 | 37 | 62 | 16 |
| Bars Traded | 6449 | 4743 | 1706 | 6449 | 4743 | 1706 |
| 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 | 652713 | -140698 | -519387 | -172438 | -151676 | -739349 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6673,
"evaluation_days": 2224.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573142400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759913670772,
"expiration_time": 1765647072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 180,
"offset": 0,
"std": 2.32071
}
}
} {
"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": [
[
2461206.4243242224,
2404355.702933845,
56850.7213903789,
1059414.955161615,
4021707.6926126573,
-2962292.7374510434
],
[
2461.206424,
2404.355703,
56.850721,
1059.414955,
4021.707693,
-2962.292737
],
[
1.106493,
1.080935,
0.025559,
0.110229,
0.16733,
0
],
[
187.022265,
187.022265,
187.022265,
187.022265,
187.022265,
187.022265
],
[
-191861,
-93702,
-149536,
-5913964,
-2254992,
-4207227
],
[
3.997874,
6.014778,
1.166459,
1.087962,
1.690079,
0.523445
],
[
123,
61,
62,
123,
61,
62
],
[
53,
29,
24,
53,
29,
24
],
[
70,
32,
38,
70,
32,
38
],
[
43.089431,
47.540984,
38.709677,
43.089431,
47.540984,
38.709677
],
[
5.280212,
6.636997,
1.846893,
1.436931,
1.864914,
0.828788
],
[
2171612,
2171612,
60303,
6044212,
6044212,
497404
],
[
-65840,
-65840,
-59058,
-3734013,
-1704305,
-3734013
],
[
52,
77,
27,
52,
77,
27
],
[
72,
94,
45,
72,
94,
45
],
[
37,
62,
16,
37,
62,
16
],
[
6449,
4743,
1706,
6449,
4743,
1706
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
652713,
-140698,
-519387,
-172438,
-151676,
-739349
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6673,
"evaluation_days": 2224.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573142400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759913670772,
"expiration_time": 1765647072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 180,
"offset": 0,
"std": 2.32071
}
}
}
| # | 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) |
|---|