| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 523291.1539 | 646389.4921 | -123098.3381 | -150655.5897 | 563191.5403 | -713847.13 |
| Total P&L (%) | 523.2912 | 646.3895 | -123.0983 | -150.6556 | 563.1915 | -713.8471 |
| Avg Daily Profit (%) | 0.2367 | 0.2924 | -0.0557 | 0 | 0.0856 | 0 |
| Buy And Hold Return (%) | 256.7544 | 256.7544 | 256.7544 | 256.7544 | 256.7544 | 256.7544 |
| Max Trade Drawdown | -230802 | -135297 | -268663 | -979084 | -231976 | -1159799 |
| Profit Factor | 1.6958 | 3.4874 | 0.7499 | 0.9216 | 2.0006 | 0.4742 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 33 | 13 | 20 | 27 | 16 | 11 |
| Losing Trades | 27 | 17 | 10 | 33 | 14 | 19 |
| Profitability (%) | 55 | 43.3333 | 66.6667 | 45 | 53.3333 | 36.6667 |
| Ratio Avg Win / Avg Loss | 1.3875 | 4.5605 | 0.3749 | 1.1263 | 1.7506 | 0.8192 |
| Largest Winning Trade | 500460 | 500460 | 48222 | 191946 | 191946 | 184923 |
| Largest Losing Trade | -154701 | -35040 | -154701 | -356277 | -220610 | -356277 |
| Avg Bars in Trades | 68 | 81 | 54 | 68 | 81 | 54 |
| Avg Bars in Winners | 74 | 95 | 61 | 66 | 86 | 36 |
| Avg Bars in Losers | 60 | 71 | 40 | 69 | 76 | 64 |
| Bars Traded | 4080 | 2451 | 1629 | 4080 | 2451 | 1629 |
| Profit Streak | 109.7558 | 109.7558 | 306.7558 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -167605 | 369923 | -577297 | -754555 | -79663 | -586010 |
{
"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": 1759039697187,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 37,
"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": [
[
523291.153924725,
646389.4920658225,
-123098.3381410975,
-150655.5897005638,
563191.5403406501,
-713847.1300412138
],
[
523.291154,
646.389492,
-123.098338,
-150.65559,
563.19154,
-713.84713
],
[
0.236676,
0.292352,
-0.055675,
0,
0.085604,
0
],
[
256.754386,
256.754386,
256.754386,
256.754386,
256.754386,
256.754386
],
[
-230802,
-135297,
-268663,
-979084,
-231976,
-1159799
],
[
1.695836,
3.487438,
0.749887,
0.921558,
2.000634,
0.474247
],
[
60,
30,
30,
60,
30,
30
],
[
33,
13,
20,
27,
16,
11
],
[
27,
17,
10,
33,
14,
19
],
[
55,
43.333333,
66.666667,
45,
53.333333,
36.666667
],
[
1.387502,
4.560495,
0.374944,
1.126348,
1.750555,
0.819153
],
[
500460,
500460,
48222,
191946,
191946,
184923
],
[
-154701,
-35040,
-154701,
-356277,
-220610,
-356277
],
[
68,
81,
54,
68,
81,
54
],
[
74,
95,
61,
66,
86,
36
],
[
60,
71,
40,
69,
76,
64
],
[
4080,
2451,
1629,
4080,
2451,
1629
],
[
109.755754,
109.755754,
306.755754,
0,
0,
0
],
[
5,
2,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167605,
369923,
-577297,
-754555,
-79663,
-586010
]
]
}
{
"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": 1759039697187,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 37,
"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) |
|---|