| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1309702.2866 | 1277637.6729 | 32064.6137 | 612634.8831 | 998267.8106 | -385632.9275 |
| Total P&L (%) | 1309.7023 | 1277.6377 | 32.0646 | 612.6349 | 998.2678 | -385.6329 |
| Avg Daily Profit (%) | 0.6287 | 0.6133 | 0.0154 | 0.0943 | 0.1151 | 0 |
| Buy And Hold Return (%) | 495.8333 | 495.8333 | 495.8333 | 495.8333 | 495.8333 | 495.8333 |
| Max Trade Drawdown | -119300 | -89213 | -132030 | -2051578 | -1487641 | -1572797 |
| Profit Factor | 2.0272 | 3.0683 | 1.0488 | 1.0487 | 1.1571 | 0.938 |
| Total Trades | 401 | 200 | 201 | 401 | 200 | 201 |
| Winning Trades | 144 | 70 | 74 | 144 | 70 | 74 |
| Losing Trades | 257 | 130 | 127 | 257 | 130 | 127 |
| Profitability (%) | 35.9102 | 35 | 36.8159 | 35.9102 | 35 | 36.8159 |
| Ratio Avg Win / Avg Loss | 3.6179 | 5.6983 | 1.7999 | 1.8717 | 2.1489 | 1.6098 |
| Largest Winning Trade | 1177076 | 1177076 | 44840 | 2178420 | 2178420 | 476335 |
| Largest Losing Trade | -26060 | -22738 | -26060 | -433440 | -433440 | -426734 |
| Avg Bars in Trades | 61 | 60 | 62 | 61 | 60 | 62 |
| Avg Bars in Winners | 105 | 103 | 107 | 105 | 103 | 107 |
| Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
| Bars Traded | 24607 | 12122 | 12485 | 24607 | 12122 | 12485 |
| 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 | 314684 | 309702 | -508452 | -328329 | -97677 | -582630 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 2083.25,
"actual_first_datapoint_time": 1579744800000,
"first_datapoint_time": 1580364000000,
"last_datapoint_time": 1759802400000,
"evaluation_time": 1759804473219,
"expiration_time": 1766282140800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 87,
"offset": 0,
"std": 3.65027
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 36,
"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": [
[
1309702.2866400364,
1277637.672902251,
32064.6137377862,
612634.8831059037,
998267.8105972905,
-385632.9274913889
],
[
1309.702287,
1277.637673,
32.064614,
612.634883,
998.267811,
-385.632927
],
[
0.628682,
0.613291,
0.015392,
0.094311,
0.115094,
0
],
[
495.833333,
495.833333,
495.833333,
495.833333,
495.833333,
495.833333
],
[
-119300,
-89213,
-132030,
-2051578,
-1487641,
-1572797
],
[
2.027155,
3.068303,
1.048778,
1.048729,
1.157101,
0.937981
],
[
401,
200,
201,
401,
200,
201
],
[
144,
70,
74,
144,
70,
74
],
[
257,
130,
127,
257,
130,
127
],
[
35.910224,
35,
36.81592,
35.910224,
35,
36.81592
],
[
3.617909,
5.698276,
1.79993,
1.87169,
2.148902,
1.609778
],
[
1177076,
1177076,
44840,
2178420,
2178420,
476335
],
[
-26060,
-22738,
-26060,
-433440,
-433440,
-426734
],
[
61,
60,
62,
61,
60,
62
],
[
105,
103,
107,
105,
103,
107
],
[
36,
37,
35,
36,
37,
35
],
[
24607,
12122,
12485,
24607,
12122,
12485
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314684,
309702,
-508452,
-328329,
-97677,
-582630
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 2083.25,
"actual_first_datapoint_time": 1579744800000,
"first_datapoint_time": 1580364000000,
"last_datapoint_time": 1759802400000,
"evaluation_time": 1759804473219,
"expiration_time": 1766282140800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 87,
"offset": 0,
"std": 3.65027
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 36,
"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) |
|---|