| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2522256.926 | 2454176.3851 | 68080.5409 | 2121142.1816 | 6422353.3943 | -4301211.2127 |
| Total P&L (%) | 2522.2569 | 2454.1764 | 68.0805 | 2121.1422 | 6422.3534 | -4301.2112 |
| Avg Daily Profit (%) | 1.2109 | 1.1782 | 0.0327 | 0.149 | 0.2008 | 0 |
| Buy And Hold Return (%) | 180.5707 | 180.5707 | 180.5707 | 180.5707 | 180.5707 | 180.5707 |
| Max Trade Drawdown | -164239 | -94073 | -94504 | -9094765 | -4201993 | -5484057 |
| Profit Factor | 4.5975 | 8.5598 | 1.1808 | 1.099 | 1.7069 | 0.6513 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Profitability (%) | 44.4444 | 44.898 | 44 | 44.4444 | 44.898 | 44 |
| Ratio Avg Win / Avg Loss | 5.7468 | 10.5051 | 1.5029 | 1.3738 | 2.0949 | 0.8289 |
| Largest Winning Trade | 2300955 | 2300955 | 48631 | 9780687 | 9780687 | 1056963 |
| Largest Losing Trade | -43292 | -40435 | -43292 | -4418352 | -2340183 | -4418352 |
| Avg Bars in Trades | 247 | 250 | 244 | 247 | 250 | 244 |
| Avg Bars in Winners | 397 | 384 | 409 | 397 | 384 | 409 |
| Avg Bars in Losers | 128 | 141 | 115 | 128 | 141 | 115 |
| Bars Traded | 24527 | 12280 | 12247 | 24527 | 12280 | 12247 |
| 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 | 688519 | 724848 | -517893 | -107267 | 338078 | -763166 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24996,
"evaluation_days": 2083,
"actual_first_datapoint_time": 1579996800000,
"first_datapoint_time": 1581746400000,
"last_datapoint_time": 1760032800000,
"evaluation_time": 1760036304484,
"expiration_time": 1766511763200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 157,
"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": [
[
2522256.9260222823,
2454176.385104553,
68080.5409177313,
2121142.181588291,
6422353.394289101,
-4301211.212700807
],
[
2522.256926,
2454.176385,
68.080541,
2121.142182,
6422.353394,
-4301.211213
],
[
1.210877,
1.178193,
0.032684,
0.148964,
0.200769,
0
],
[
180.570652,
180.570652,
180.570652,
180.570652,
180.570652,
180.570652
],
[
-164239,
-94073,
-94504,
-9094765,
-4201993,
-5484057
],
[
4.597471,
8.559751,
1.180833,
1.099025,
1.70692,
0.651306
],
[
99,
49,
50,
99,
49,
50
],
[
44,
22,
22,
44,
22,
22
],
[
55,
27,
28,
55,
27,
28
],
[
44.444444,
44.897959,
44,
44.444444,
44.897959,
44
],
[
5.746839,
10.505149,
1.502879,
1.373782,
2.094856,
0.828935
],
[
2300955,
2300955,
48631,
9780687,
9780687,
1056963
],
[
-43292,
-40435,
-43292,
-4418352,
-2340183,
-4418352
],
[
247,
250,
244,
247,
250,
244
],
[
397,
384,
409,
397,
384,
409
],
[
128,
141,
115,
128,
141,
115
],
[
24527,
12280,
12247,
24527,
12280,
12247
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
688519,
724848,
-517893,
-107267,
338078,
-763166
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24996,
"evaluation_days": 2083,
"actual_first_datapoint_time": 1579996800000,
"first_datapoint_time": 1581746400000,
"last_datapoint_time": 1760032800000,
"evaluation_time": 1760036304484,
"expiration_time": 1766511763200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 157,
"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) |
|---|