| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2695251.5668 | 2542186.0894 | 153065.4775 | 11565259.9896 | 4677547.3647 | 6887712.6249 |
| Total P&L (%) | 2695.2516 | 2542.1861 | 153.0655 | 11565.26 | 4677.5474 | 6887.7126 |
| Avg Daily Profit (%) | 1.2937 | 1.2203 | 0.0735 | 0.2287 | 0.1858 | 0.2041 |
| Buy And Hold Return (%) | 195.6276 | 195.6276 | 195.6276 | 195.6276 | 195.6276 | 195.6276 |
| Max Trade Drawdown | -83507 | -64675 | -79889 | -12123079 | -6490431 | -11492420 |
| Profit Factor | 6.0286 | 9.9107 | 1.6106 | 1.2637 | 1.2135 | 1.3139 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Profitability (%) | 47.6636 | 49.0566 | 46.2963 | 47.6636 | 49.0566 | 46.2963 |
| Ratio Avg Win / Avg Loss | 6.6196 | 10.2919 | 1.8683 | 1.3876 | 1.2601 | 1.5241 |
| Largest Winning Trade | 2320939 | 2320939 | 57594 | 7083660 | 5913985 | 7083660 |
| Largest Losing Trade | -53255 | -53255 | -33340 | -4999722 | -4514656 | -4999722 |
| Avg Bars in Trades | 228 | 209 | 248 | 228 | 209 | 248 |
| Avg Bars in Winners | 331 | 304 | 360 | 331 | 304 | 360 |
| Avg Bars in Losers | 135 | 117 | 151 | 135 | 117 | 151 |
| Bars Traded | 24495 | 11095 | 13400 | 24495 | 11095 | 13400 |
| 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 | 773955 | -158363 | -439068 | 270760 | -172951 | -172143 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580032800000,
"first_datapoint_time": 1581796800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760103457397,
"expiration_time": 1766577600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 96,
"offset": 3
}
}
} {
"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": [
[
2695251.5668227742,
2542186.089368525,
153065.4774542495,
11565259.989622263,
4677547.364726879,
6887712.624895386
],
[
2695.251567,
2542.186089,
153.065477,
11565.25999,
4677.547365,
6887.712625
],
[
1.293723,
1.220251,
0.073472,
0.228703,
0.185765,
0.204052
],
[
195.627645,
195.627645,
195.627645,
195.627645,
195.627645,
195.627645
],
[
-83507,
-64675,
-79889,
-12123079,
-6490431,
-11492420
],
[
6.028578,
9.910694,
1.610575,
1.26372,
1.213472,
1.313899
],
[
107,
53,
54,
107,
53,
54
],
[
51,
26,
25,
51,
26,
25
],
[
56,
27,
29,
56,
27,
29
],
[
47.663551,
49.056604,
46.296296,
47.663551,
49.056604,
46.296296
],
[
6.619616,
10.291874,
1.868267,
1.387615,
1.260144,
1.524122
],
[
2320939,
2320939,
57594,
7083660,
5913985,
7083660
],
[
-53255,
-53255,
-33340,
-4999722,
-4514656,
-4999722
],
[
228,
209,
248,
228,
209,
248
],
[
331,
304,
360,
331,
304,
360
],
[
135,
117,
151,
135,
117,
151
],
[
24495,
11095,
13400,
24495,
11095,
13400
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
773955,
-158363,
-439068,
270760,
-172951,
-172143
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580032800000,
"first_datapoint_time": 1581796800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760103457397,
"expiration_time": 1766577600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 96,
"offset": 3
}
}
}
| # | 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) |
|---|