| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 4400135.0063 | 4516366.8959 | -116231.8896 | -75421.0962 | 22606.1101 | -98027.2063 |
| Total P&L (%) | 4400.135 | 4516.3669 | -116.2319 | -75.4211 | 22.6061 | -98.0272 |
| Avg Daily Profit (%) | 1.9901 | 2.0427 | -0.0526 | -0.0634 | 0.0092 | -0.1774 |
| Buy And Hold Return (%) | 256.7544 | 256.7544 | 256.7544 | 256.7544 | 256.7544 | 256.7544 |
| Max Trade Drawdown | -181536 | -117310 | -152327 | -242371 | -141544 | -128970 |
| Profit Factor | 6.6002 | 14.2776 | 0.7391 | 0.8825 | 1.0774 | 0.7195 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Profitability (%) | 47.1264 | 46.5116 | 47.7273 | 47.1264 | 46.5116 | 47.7273 |
| Ratio Avg Win / Avg Loss | 7.4051 | 16.4192 | 0.8095 | 0.9901 | 1.239 | 0.7881 |
| Largest Winning Trade | 4674023 | 4674023 | 45939 | 200699 | 200699 | 55836 |
| Largest Losing Trade | -82649 | -42828 | -82649 | -63543 | -63543 | -46276 |
| Avg Bars in Trades | 48 | 43 | 52 | 48 | 43 | 52 |
| Avg Bars in Winners | 63 | 48 | 77 | 63 | 48 | 77 |
| Avg Bars in Losers | 35 | 40 | 30 | 35 | 40 | 30 |
| Bars Traded | 4218 | 1891 | 2327 | 4218 | 1891 | 2327 |
| Profit Streak | 16.7557 | 36.7557 | 16.7557 | 16.7557 | 36.7557 | 16.7557 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 824775 | 808457 | -581030 | -580594 | -482011 | -581030 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575201600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759039696526,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
4400135.006298636,
4516366.895925096,
-116231.8896264578,
-75421.0962479572,
22606.1100873786,
-98027.2063353358
],
[
4400.135006,
4516.366896,
-116.23189,
-75.421096,
22.60611,
-98.027206
],
[
1.990111,
2.042681,
-0.05257,
-0.063448,
0.009218,
-0.177396
],
[
256.754386,
256.754386,
256.754386,
256.754386,
256.754386,
256.754386
],
[
-181536,
-117310,
-152327,
-242371,
-141544,
-128970
],
[
6.600221,
14.277599,
0.739132,
0.882458,
1.077386,
0.719544
],
[
87,
43,
44,
87,
43,
44
],
[
41,
20,
21,
41,
20,
21
],
[
46,
23,
23,
46,
23,
23
],
[
47.126437,
46.511628,
47.727273,
47.126437,
46.511628,
47.727273
],
[
7.405125,
16.419238,
0.809525,
0.990074,
1.238993,
0.788072
],
[
4674023,
4674023,
45939,
200699,
200699,
55836
],
[
-82649,
-42828,
-82649,
-63543,
-63543,
-46276
],
[
48,
43,
52,
48,
43,
52
],
[
63,
48,
77,
63,
48,
77
],
[
35,
40,
30,
35,
40,
30
],
[
4218,
1891,
2327,
4218,
1891,
2327
],
[
16.755747,
36.755747,
16.755747,
16.755747,
36.755747,
16.755747
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
824775,
808457,
-581030,
-580594,
-482011,
-581030
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575201600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759039696526,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|