| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -115366.3903 | 453336.7381 | -568703.1284 | -55252203.7559 | 48157249.2293 | -103409452.9852 |
| Total P&L (%) | -115.3664 | 453.3367 | -568.7031 | -55252.2038 | 48157.2492 | -103409.453 |
| Avg Daily Profit (%) | -0.0521 | 0.2046 | -0.2566 | 0 | 0.2792 | 0 |
| Buy And Hold Return (%) | 299.1312 | 299.1312 | 299.1312 | 299.1312 | 299.1312 | 299.1312 |
| Max Trade Drawdown | -802494 | -59493 | -814976 | -140751908 | -53278710 | -122296738 |
| Profit Factor | 0.8976 | 3.3836 | 0.3926 | 0.8148 | 1.3396 | 0.3395 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 37 | 19 | 18 | 28 | 17 | 11 |
| Losing Trades | 20 | 10 | 10 | 29 | 12 | 17 |
| Profitability (%) | 64.9123 | 65.5172 | 64.2857 | 49.1228 | 58.6207 | 39.2857 |
| Ratio Avg Win / Avg Loss | 0.4852 | 1.7809 | 0.2181 | 0.8439 | 0.9456 | 0.5247 |
| Largest Winning Trade | 101451 | 101451 | 70310 | 65086619 | 65086619 | 14244063 |
| Largest Losing Trade | -802494 | -46711 | -802494 | -46504379 | -46504379 | -23953658 |
| Avg Bars in Trades | 74 | 88 | 58 | 74 | 88 | 58 |
| Avg Bars in Winners | 48 | 56 | 40 | 97 | 116 | 66 |
| Avg Bars in Losers | 121 | 150 | 91 | 51 | 49 | 53 |
| Bars Traded | 4218 | 2573 | 1645 | 4218 | 2573 | 1645 |
| Profit Streak | 0 | 0 | 0 | 61.5463 | 61.5463 | 108.5463 |
| Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -758344 | 214852 | -599981 | -759171 | 338820 | -605042 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4432,
"evaluation_days": 2216,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575720000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759151201281,
"expiration_time": 1764891072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 14,
"offset": 0,
"multiplier": 3.38021
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 186,
"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": [
[
-115366.3902811567,
453336.7380719295,
-568703.1283530863,
-55252203.755867384,
48157249.22929963,
-103409452.98516704
],
[
-115.36639,
453.336738,
-568.703128,
-55252.203756,
48157.249229,
-103409.452985
],
[
-0.052061,
0.204574,
-0.256635,
0,
0.279231,
0
],
[
299.131225,
299.131225,
299.131225,
299.131225,
299.131225,
299.131225
],
[
-802494,
-59493,
-814976,
-140751908,
-53278710,
-122296738
],
[
0.897588,
3.383615,
0.39261,
0.814822,
1.339588,
0.339503
],
[
57,
29,
28,
57,
29,
28
],
[
37,
19,
18,
28,
17,
11
],
[
20,
10,
10,
29,
12,
17
],
[
64.912281,
65.517241,
64.285714,
49.122807,
58.62069,
39.285714
],
[
0.485183,
1.78085,
0.218117,
0.843923,
0.945591,
0.524687
],
[
101451,
101451,
70310,
65086619,
65086619,
14244063
],
[
-802494,
-46711,
-802494,
-46504379,
-46504379,
-23953658
],
[
74,
88,
58,
74,
88,
58
],
[
48,
56,
40,
97,
116,
66
],
[
121,
150,
91,
51,
49,
53
],
[
4218,
2573,
1645,
4218,
2573,
1645
],
[
0,
0,
0,
61.546311,
61.546311,
108.546311
],
[
0,
0,
0,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-758344,
214852,
-599981,
-759171,
338820,
-605042
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4432,
"evaluation_days": 2216,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575720000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759151201281,
"expiration_time": 1764891072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 14,
"offset": 0,
"multiplier": 3.38021
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 186,
"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) |
|---|