| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1398535.9214 | 1278083.2863 | 120452.6352 | 3844231.2884 | 883403.3387 | 2960827.9498 |
| Total P&L (%) | 1398.5359 | 1278.0833 | 120.4526 | 3844.2313 | 883.4033 | 2960.828 |
| Avg Daily Profit (%) | 0.6715 | 0.6137 | 0.0578 | 0.1766 | 0.1098 | 0.1644 |
| Buy And Hold Return (%) | 508.448 | 508.448 | 508.448 | 508.448 | 508.448 | 508.448 |
| Max Trade Drawdown | -95212 | -69438 | -155577 | -3359583 | -4491629 | -1993208 |
| Profit Factor | 2.1576 | 3.1796 | 1.1937 | 1.1911 | 1.0788 | 1.3323 |
| Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
| Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
| Losing Trades | 213 | 107 | 106 | 213 | 107 | 106 |
| Profitability (%) | 36.7953 | 36.3095 | 37.2781 | 36.7953 | 36.3095 | 37.2781 |
| Ratio Avg Win / Avg Loss | 3.7063 | 5.5773 | 2.0085 | 2.046 | 1.8923 | 2.2417 |
| Largest Winning Trade | 1041986 | 1041986 | 45416 | 2706612 | 2706612 | 995604 |
| Largest Losing Trade | -35425 | -17335 | -35425 | -954994 | -954994 | -575260 |
| Avg Bars in Trades | 73 | 70 | 75 | 73 | 70 | 75 |
| Avg Bars in Winners | 125 | 124 | 126 | 125 | 124 | 126 |
| Avg Bars in Losers | 42 | 39 | 45 | 42 | 39 | 45 |
| Bars Traded | 24603 | 11847 | 12756 | 24603 | 11847 | 12756 |
| Profit Streak | 13.7513 | 0 | 17.4179 | 13.7513 | 0 | 17.4179 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 362364 | 327855 | -291818 | -4160 | -192330 | 154514 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1579680000000,
"first_datapoint_time": 1580342400000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759694509133,
"expiration_time": 1766165126400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 217,
"offset": 0,
"std": 3.19409
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 38,
"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": [
[
1398535.9214120512,
1278083.2862602316,
120452.6351518186,
3844231.2884262023,
883403.338675652,
2960827.9497505506
],
[
1398.535921,
1278.083286,
120.452635,
3844.231288,
883.403339,
2960.82795
],
[
0.671511,
0.613675,
0.057836,
0.176604,
0.109816,
0.164408
],
[
508.447964,
508.447964,
508.447964,
508.447964,
508.447964,
508.447964
],
[
-95212,
-69438,
-155577,
-3359583,
-4491629,
-1993208
],
[
2.15763,
3.179599,
1.193742,
1.191083,
1.078812,
1.332336
],
[
337,
168,
169,
337,
168,
169
],
[
124,
61,
63,
124,
61,
63
],
[
213,
107,
106,
213,
107,
106
],
[
36.795252,
36.309524,
37.278107,
36.795252,
36.309524,
37.278107
],
[
3.706251,
5.577329,
2.008517,
2.045973,
1.892343,
2.241708
],
[
1041986,
1041986,
45416,
2706612,
2706612,
995604
],
[
-35425,
-17335,
-35425,
-954994,
-954994,
-575260
],
[
73,
70,
75,
73,
70,
75
],
[
125,
124,
126,
125,
124,
126
],
[
42,
39,
45,
42,
39,
45
],
[
24603,
11847,
12756,
24603,
11847,
12756
],
[
13.751263,
0,
17.41793,
13.751263,
0,
17.41793
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
362364,
327855,
-291818,
-4160,
-192330,
154514
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1579680000000,
"first_datapoint_time": 1580342400000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759694509133,
"expiration_time": 1766165126400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 217,
"offset": 0,
"std": 3.19409
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 38,
"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) |
|---|