| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 996478.4344 | 1108263.9565 | -111785.5221 | -80073.7362 | 1190170.1997 | -1270243.9359 |
| Total P&L (%) | 996.4784 | 1108.264 | -111.7855 | -80.0737 | 1190.1702 | -1270.2439 |
| Avg Daily Profit (%) | 0.4489 | 0.4993 | -0.0504 | -0.0726 | 0.1153 | 0 |
| Buy And Hold Return (%) | 303.2564 | 303.2564 | 303.2564 | 303.2564 | 303.2564 | 303.2564 |
| Max Trade Drawdown | -238905 | -157669 | -181839 | -1935814 | -748059 | -1326402 |
| Profit Factor | 2.1537 | 3.981 | 0.7728 | 0.9745 | 2.034 | 0.3617 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Profitability (%) | 39.3939 | 36.7347 | 42 | 39.3939 | 36.7347 | 42 |
| Ratio Avg Win / Avg Loss | 3.3135 | 6.8562 | 1.0671 | 1.4992 | 3.5031 | 0.4995 |
| Largest Winning Trade | 1092393 | 1092393 | 57078 | 1759299 | 1759299 | 398699 |
| Largest Losing Trade | -83174 | -30058 | -83174 | -879988 | -351413 | -879988 |
| Avg Bars in Trades | 64 | 49 | 79 | 64 | 49 | 79 |
| Avg Bars in Winners | 104 | 62 | 141 | 104 | 62 | 141 |
| Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
| Bars Traded | 6406 | 2427 | 3979 | 6406 | 2427 | 3979 |
| Profit Streak | 0 | 24.4118 | 0 | 0 | 24.4118 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 271599 | 381448 | -762277 | -582972 | -41624 | -763944 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6659,
"evaluation_days": 2219.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572393600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759485178426,
"expiration_time": 1765231776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 246,
"offset": 0,
"multiplier": 2.9797
}
}
} {
"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": [
[
996478.434366111,
1108263.9564925553,
-111785.5221264448,
-80073.7361861256,
1190170.1997475799,
-1270243.9359337057
],
[
996.478434,
1108.263956,
-111.785522,
-80.073736,
1190.1702,
-1270.243936
],
[
0.448931,
0.499292,
-0.050361,
-0.072648,
0.11528,
0
],
[
303.256445,
303.256445,
303.256445,
303.256445,
303.256445,
303.256445
],
[
-238905,
-157669,
-181839,
-1935814,
-748059,
-1326402
],
[
2.153744,
3.981035,
0.772756,
0.974508,
2.034045,
0.361718
],
[
99,
49,
50,
99,
49,
50
],
[
39,
18,
21,
39,
18,
21
],
[
60,
31,
29,
60,
31,
29
],
[
39.393939,
36.734694,
42,
39.393939,
36.734694,
42
],
[
3.313452,
6.856228,
1.06714,
1.499242,
3.503078,
0.499516
],
[
1092393,
1092393,
57078,
1759299,
1759299,
398699
],
[
-83174,
-30058,
-83174,
-879988,
-351413,
-879988
],
[
64,
49,
79,
64,
49,
79
],
[
104,
62,
141,
104,
62,
141
],
[
38,
42,
34,
38,
42,
34
],
[
6406,
2427,
3979,
6406,
2427,
3979
],
[
0,
24.411787,
0,
0,
24.411787,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
271599,
381448,
-762277,
-582972,
-41624,
-763944
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6659,
"evaluation_days": 2219.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572393600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759485178426,
"expiration_time": 1765231776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 246,
"offset": 0,
"multiplier": 2.9797
}
}
}
| # | 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) |
|---|