| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2458523.0411 | 2381888.8891 | 76634.1521 | 1993286.2893 | 8049252.5722 | -6055966.283 |
| Total P&L (%) | 2458.523 | 2381.8889 | 76.6342 | 1993.2863 | 8049.2526 | -6055.9663 |
| Avg Daily Profit (%) | 1.1089 | 1.0744 | 0.0346 | 0.1373 | 0.1987 | 0 |
| Buy And Hold Return (%) | 303.8076 | 303.8076 | 303.8076 | 303.8076 | 303.8076 | 303.8076 |
| Max Trade Drawdown | -153927 | -96218 | -111164 | -11592629 | -5342559 | -7741058 |
| Profit Factor | 3.4127 | 5.6305 | 1.1519 | 1.0492 | 1.4192 | 0.7158 |
| Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
| Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
| Losing Trades | 134 | 65 | 69 | 134 | 65 | 69 |
| Profitability (%) | 30.9278 | 32.9897 | 28.866 | 30.9278 | 32.9897 | 28.866 |
| Ratio Avg Win / Avg Loss | 7.6216 | 11.4369 | 2.8385 | 2.3432 | 2.8828 | 1.764 |
| Largest Winning Trade | 2188125 | 2188125 | 52964 | 12886132 | 12886132 | 2019761 |
| Largest Losing Trade | -51462 | -33466 | -51462 | -6934551 | -2121214 | -6934551 |
| Avg Bars in Trades | 33 | 36 | 29 | 33 | 36 | 29 |
| Avg Bars in Winners | 67 | 66 | 69 | 67 | 66 | 69 |
| Avg Bars in Losers | 17 | 21 | 13 | 17 | 21 | 13 |
| Bars Traded | 6434 | 3555 | 2879 | 6434 | 3555 | 2879 |
| 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 | 488135 | 531032 | -377651 | -181341 | 109428 | -590793 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6651,
"evaluation_days": 2217,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571616000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759277019450,
"expiration_time": 1764994464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 31,
"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": [
[
2458523.041138685,
2381888.889053933,
76634.1520847516,
1993286.2892656703,
8049252.572239516,
-6055966.282973848
],
[
2458.523041,
2381.888889,
76.634152,
1993.286289,
8049.252572,
-6055.966283
],
[
1.108941,
1.074375,
0.034567,
0.137276,
0.198687,
0
],
[
303.807615,
303.807615,
303.807615,
303.807615,
303.807615,
303.807615
],
[
-153927,
-96218,
-111164,
-11592629,
-5342559,
-7741058
],
[
3.412651,
5.630462,
1.151866,
1.049203,
1.419241,
0.715843
],
[
194,
97,
97,
194,
97,
97
],
[
60,
32,
28,
60,
32,
28
],
[
134,
65,
69,
134,
65,
69
],
[
30.927835,
32.989691,
28.865979,
30.927835,
32.989691,
28.865979
],
[
7.621586,
11.436876,
2.838526,
2.34322,
2.882832,
1.764042
],
[
2188125,
2188125,
52964,
12886132,
12886132,
2019761
],
[
-51462,
-33466,
-51462,
-6934551,
-2121214,
-6934551
],
[
33,
36,
29,
33,
36,
29
],
[
67,
66,
69,
67,
66,
69
],
[
17,
21,
13,
17,
21,
13
],
[
6434,
3555,
2879,
6434,
3555,
2879
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
488135,
531032,
-377651,
-181341,
109428,
-590793
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6651,
"evaluation_days": 2217,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571616000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759277019450,
"expiration_time": 1764994464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 31,
"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) |
|---|