| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1988889.597 | 1972223.1288 | 16666.4683 | 224644.8102 | 3602384.3483 | -3377739.5381 |
| Total P&L (%) | 1988.8896 | 1972.2231 | 16.6665 | 224.6448 | 3602.3843 | -3377.7395 |
| Avg Daily Profit (%) | 0.8981 | 0.8905 | 0.0075 | 0.0532 | 0.1632 | 0 |
| Buy And Hold Return (%) | 190.5612 | 190.5612 | 190.5612 | 190.5612 | 190.5612 | 190.5612 |
| Max Trade Drawdown | -126433 | -104335 | -92405 | -6236647 | -1243919 | -5157887 |
| Profit Factor | 4.308 | 9.6837 | 1.0446 | 1.0209 | 2.2555 | 0.5724 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
| Profitability (%) | 49.0196 | 49.0196 | 49.0196 | 49.0196 | 49.0196 | 49.0196 |
| Ratio Avg Win / Avg Loss | 4.4804 | 10.0711 | 1.0863 | 1.0617 | 2.3457 | 0.5953 |
| Largest Winning Trade | 1954741 | 1954741 | 50900 | 4531649 | 4531649 | 1324364 |
| Largest Losing Trade | -76617 | -34708 | -76617 | -4462039 | -737528 | -4462039 |
| Avg Bars in Trades | 62 | 48 | 76 | 62 | 48 | 76 |
| Avg Bars in Winners | 89 | 63 | 116 | 89 | 63 | 116 |
| Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
| Bars Traded | 6390 | 2491 | 3899 | 6390 | 2491 | 3899 |
| 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 | 735437 | -158663 | -700509 | -429715 | -168420 | -761214 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6644,
"evaluation_days": 2214.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573315200000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759071260666,
"expiration_time": 1764786816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1988889.5970254026,
1972223.1287749598,
16666.4682504421,
224644.8101833211,
3602384.3482815437,
-3377739.5380982226
],
[
1988.889597,
1972.223129,
16.666468,
224.64481,
3602.384348,
-3377.739538
],
[
0.898052,
0.890527,
0.007525,
0.053185,
0.163208,
0
],
[
190.561244,
190.561244,
190.561244,
190.561244,
190.561244,
190.561244
],
[
-126433,
-104335,
-92405,
-6236647,
-1243919,
-5157887
],
[
4.308046,
9.683717,
1.04455,
1.020861,
2.255466,
0.572394
],
[
102,
51,
51,
102,
51,
51
],
[
50,
25,
25,
50,
25,
25
],
[
52,
26,
26,
52,
26,
26
],
[
49.019608,
49.019608,
49.019608,
49.019608,
49.019608,
49.019608
],
[
4.480368,
10.071065,
1.086332,
1.061696,
2.345684,
0.59529
],
[
1954741,
1954741,
50900,
4531649,
4531649,
1324364
],
[
-76617,
-34708,
-76617,
-4462039,
-737528,
-4462039
],
[
62,
48,
76,
62,
48,
76
],
[
89,
63,
116,
89,
63,
116
],
[
36,
34,
38,
36,
34,
38
],
[
6390,
2491,
3899,
6390,
2491,
3899
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
735437,
-158663,
-700509,
-429715,
-168420,
-761214
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6644,
"evaluation_days": 2214.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573315200000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759071260666,
"expiration_time": 1764786816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|