| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2435087.7552 | 2359191.2223 | 75896.5329 | 2109015.5179 | 6302368.3607 | -4193352.8428 |
| Total P&L (%) | 2435.0878 | 2359.1912 | 75.8965 | 2109.0155 | 6302.3684 | -4193.3528 |
| Avg Daily Profit (%) | 1.0942 | 1.0601 | 0.0341 | 0.1392 | 0.1871 | 0 |
| Buy And Hold Return (%) | 279.0868 | 279.0868 | 279.0868 | 279.0868 | 279.0868 | 279.0868 |
| Max Trade Drawdown | -94040 | -73450 | -59929 | -9874109 | -3539845 | -8139311 |
| Profit Factor | 6.2982 | 12.513 | 1.298 | 1.0862 | 1.6882 | 0.7261 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 40.678 | 41.3793 | 40 | 40.678 | 41.3793 | 40 |
| Ratio Avg Win / Avg Loss | 9.1849 | 17.7268 | 1.947 | 1.5841 | 2.3917 | 1.0891 |
| Largest Winning Trade | 2267221 | 2267221 | 50617 | 7009448 | 7009448 | 3013637 |
| Largest Losing Trade | -51650 | -42390 | -51650 | -6240970 | -2476492 | -6240970 |
| Avg Bars in Trades | 72 | 61 | 83 | 72 | 61 | 83 |
| Avg Bars in Winners | 132 | 106 | 158 | 132 | 106 | 158 |
| Avg Bars in Losers | 31 | 29 | 32 | 31 | 29 | 32 |
| Bars Traded | 4271 | 1774 | 2497 | 4271 | 1774 | 2497 |
| 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 | -161453 | 666446 | -315867 | -314815 | 277854 | -583047 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4451,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572566400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759996880588,
"expiration_time": 1765736496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 16,
"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": [
[
2435087.755222845,
2359191.2223126967,
75896.5329101475,
2109015.5178991174,
6302368.360666376,
-4193352.842767261
],
[
2435.087755,
2359.191222,
75.896533,
2109.015518,
6302.368361,
-4193.352843
],
[
1.094176,
1.060072,
0.034103,
0.139173,
0.187065,
0
],
[
279.086758,
279.086758,
279.086758,
279.086758,
279.086758,
279.086758
],
[
-94040,
-73450,
-59929,
-9874109,
-3539845,
-8139311
],
[
6.298193,
12.513046,
1.297993,
1.086208,
1.688234,
0.72605
],
[
59,
29,
30,
59,
29,
30
],
[
24,
12,
12,
24,
12,
12
],
[
35,
17,
18,
35,
17,
18
],
[
40.677966,
41.37931,
40,
40.677966,
41.37931,
40
],
[
9.184864,
17.726816,
1.946989,
1.584053,
2.391665,
1.089074
],
[
2267221,
2267221,
50617,
7009448,
7009448,
3013637
],
[
-51650,
-42390,
-51650,
-6240970,
-2476492,
-6240970
],
[
72,
61,
83,
72,
61,
83
],
[
132,
106,
158,
132,
106,
158
],
[
31,
29,
32,
31,
29,
32
],
[
4271,
1774,
2497,
4271,
1774,
2497
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-161453,
666446,
-315867,
-314815,
277854,
-583047
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4451,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572566400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759996880588,
"expiration_time": 1765736496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 16,
"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) |
|---|