| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2721069.3914 | 2522963.4575 | 198105.9339 | 28558363.6137 | 13200296.1044 | 15358067.5093 |
| Total P&L (%) | 2721.0694 | 2522.9635 | 198.1059 | 28558.3636 | 13200.2961 | 15358.0675 |
| Avg Daily Profit (%) | 1.2298 | 1.1402 | 0.0895 | 0.256 | 0.2213 | 0.2281 |
| Buy And Hold Return (%) | 378.0371 | 378.0371 | 378.0371 | 378.0371 | 378.0371 | 378.0371 |
| Max Trade Drawdown | -73098 | -67168 | -60490 | -18146966 | -12311362 | -9930638 |
| Profit Factor | 9.6282 | 17.1821 | 2.2424 | 1.6206 | 1.6497 | 1.5976 |
| Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
| Profitability (%) | 49.1228 | 42.8571 | 55.1724 | 49.1228 | 42.8571 | 55.1724 |
| Ratio Avg Win / Avg Loss | 9.9721 | 22.9094 | 1.8219 | 1.6785 | 2.1996 | 1.2981 |
| Largest Winning Trade | 2294695 | 2294695 | 52973 | 12019055 | 12019055 | 11772404 |
| Largest Losing Trade | -43412 | -31818 | -43412 | -7462929 | -6339570 | -7462929 |
| Avg Bars in Trades | 111 | 108 | 114 | 111 | 108 | 114 |
| Avg Bars in Winners | 176 | 178 | 174 | 176 | 178 | 174 |
| Avg Bars in Losers | 48 | 56 | 39 | 48 | 56 | 39 |
| Bars Traded | 6342 | 3033 | 3309 | 6342 | 3033 | 3309 |
| 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 | -157773 | -2061 | -234323 | -168256 | -12489 | 388643 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6638,
"evaluation_days": 2212.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571385600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758886163152,
"expiration_time": 1764608832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 33,
"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": [
[
2721069.391406653,
2522963.4575466216,
198105.9338600315,
28558363.613745023,
13200296.104415717,
15358067.509329302
],
[
2721.069391,
2522.963458,
198.105934,
28558.363614,
13200.296104,
15358.067509
],
[
1.229767,
1.140235,
0.089533,
0.256038,
0.221261,
0.228071
],
[
378.037149,
378.037149,
378.037149,
378.037149,
378.037149,
378.037149
],
[
-73098,
-67168,
-60490,
-18146966,
-12311362,
-9930638
],
[
9.628191,
17.182063,
2.242367,
1.6206,
1.64968,
1.597609
],
[
57,
28,
29,
57,
28,
29
],
[
28,
12,
16,
28,
12,
16
],
[
29,
16,
13,
29,
16,
13
],
[
49.122807,
42.857143,
55.172414,
49.122807,
42.857143,
55.172414
],
[
9.972055,
22.909417,
1.821923,
1.678479,
2.199573,
1.298058
],
[
2294695,
2294695,
52973,
12019055,
12019055,
11772404
],
[
-43412,
-31818,
-43412,
-7462929,
-6339570,
-7462929
],
[
111,
108,
114,
111,
108,
114
],
[
176,
178,
174,
176,
178,
174
],
[
48,
56,
39,
48,
56,
39
],
[
6342,
3033,
3309,
6342,
3033,
3309
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-157773,
-2061,
-234323,
-168256,
-12489,
388643
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6638,
"evaluation_days": 2212.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571385600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758886163152,
"expiration_time": 1764608832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 33,
"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) |
|---|