| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2299399.1159 | 2207056.1896 | 92342.9263 | 3669608.2217 | 7214165.6053 | -3544557.3836 |
| Total P&L (%) | 2299.3991 | 2207.0562 | 92.3429 | 3669.6082 | 7214.1656 | -3544.5574 |
| Avg Daily Profit (%) | 1.0358 | 0.9942 | 0.0416 | 0.1636 | 0.1935 | 0 |
| Buy And Hold Return (%) | 341.1395 | 341.1395 | 341.1395 | 341.1395 | 341.1395 | 341.1395 |
| Max Trade Drawdown | -133556 | -89018 | -76971 | -16261694 | -8440425 | -10446010 |
| Profit Factor | 4.5611 | 8.2715 | 1.2699 | 1.0691 | 1.2785 | 0.8696 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
| Profitability (%) | 33.6364 | 30.9091 | 36.3636 | 33.6364 | 30.9091 | 36.3636 |
| Ratio Avg Win / Avg Loss | 8.9989 | 18.4893 | 2.2223 | 2.1094 | 2.8579 | 1.5218 |
| Largest Winning Trade | 2048068 | 2048068 | 52922 | 11674907 | 11674907 | 4744330 |
| Largest Losing Trade | -29180 | -22058 | -29180 | -3057379 | -2965270 | -3057379 |
| Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
| Avg Bars in Winners | 88 | 90 | 87 | 88 | 90 | 87 |
| Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
| Bars Traded | 4334 | 2113 | 2221 | 4334 | 2113 | 2221 |
| 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 | 525575 | -166248 | -487748 | -141720 | -178711 | -763636 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4440,
"evaluation_days": 2220,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1567900800000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759536874318,
"expiration_time": 1765247040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 132,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 5,
"offset": 0,
"std": 1.9237
}
}
} {
"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": [
[
2299399.115899606,
2207056.1896139043,
92342.9262857019,
3669608.2216974953,
7214165.605279625,
-3544557.383582129
],
[
2299.399116,
2207.05619,
92.342926,
3669.608222,
7214.165605,
-3544.557384
],
[
1.035765,
0.994169,
0.041596,
0.163627,
0.193538,
0
],
[
341.139546,
341.139546,
341.139546,
341.139546,
341.139546,
341.139546
],
[
-133556,
-89018,
-76971,
-16261694,
-8440425,
-10446010
],
[
4.561078,
8.271537,
1.269864,
1.069127,
1.278547,
0.869617
],
[
110,
55,
55,
110,
55,
55
],
[
37,
17,
20,
37,
17,
20
],
[
73,
38,
35,
73,
38,
35
],
[
33.636364,
30.909091,
36.363636,
33.636364,
30.909091,
36.363636
],
[
8.998884,
18.489318,
2.222262,
2.109358,
2.857928,
1.52183
],
[
2048068,
2048068,
52922,
11674907,
11674907,
4744330
],
[
-29180,
-22058,
-29180,
-3057379,
-2965270,
-3057379
],
[
39,
38,
40,
39,
38,
40
],
[
88,
90,
87,
88,
90,
87
],
[
14,
15,
13,
14,
15,
13
],
[
4334,
2113,
2221,
4334,
2113,
2221
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
525575,
-166248,
-487748,
-141720,
-178711,
-763636
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4440,
"evaluation_days": 2220,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1567900800000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759536874318,
"expiration_time": 1765247040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 132,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 5,
"offset": 0,
"std": 1.9237
}
}
}
| # | 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) |
|---|