| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2636168.5898 | 2572751.5116 | 63417.0782 | 1435344.0962 | 2212432.1855 | -777088.0893 |
| Total P&L (%) | 2636.1686 | 2572.7515 | 63.4171 | 1435.3441 | 2212.4322 | -777.0881 |
| Avg Daily Profit (%) | 1.2657 | 1.2352 | 0.0304 | 0.1312 | 0.1509 | 0 |
| Buy And Hold Return (%) | 290.9536 | 290.9536 | 290.9536 | 290.9536 | 290.9536 | 290.9536 |
| Max Trade Drawdown | -168394 | -124381 | -86815 | -15021556 | -9531541 | -6967547 |
| Profit Factor | 3.3714 | 4.7465 | 1.1492 | 1.0244 | 1.0608 | 0.9656 |
| Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
| Winning Trades | 128 | 54 | 74 | 128 | 54 | 74 |
| Losing Trades | 123 | 71 | 52 | 123 | 71 | 52 |
| Profitability (%) | 50.996 | 43.2 | 58.7302 | 50.996 | 43.2 | 58.7302 |
| Ratio Avg Win / Avg Loss | 3.2397 | 6.2407 | 0.8076 | 0.9843 | 1.3948 | 0.6785 |
| Largest Winning Trade | 2415118 | 2415118 | 39406 | 6160744 | 6160744 | 1688626 |
| Largest Losing Trade | -39848 | -39848 | -35919 | -4117460 | -4117460 | -3247255 |
| Avg Bars in Trades | 97 | 138 | 57 | 97 | 138 | 57 |
| Avg Bars in Winners | 113 | 200 | 50 | 113 | 200 | 50 |
| Avg Bars in Losers | 81 | 91 | 67 | 81 | 91 | 67 |
| Bars Traded | 24516 | 17324 | 7192 | 24516 | 17324 | 7192 |
| 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 | 772536 | 658296 | -375104 | -212778 | -148863 | -579866 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24994,
"evaluation_days": 2082.83,
"actual_first_datapoint_time": 1579996800000,
"first_datapoint_time": 1581026400000,
"last_datapoint_time": 1760018400000,
"evaluation_time": 1760026098252,
"expiration_time": 1766496844800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 56,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 144,
"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": [
[
2636168.5898033064,
2572751.5115637993,
63417.07823951,
1435344.0962022976,
2212432.1855467637,
-777088.0893444597
],
[
2636.16859,
2572.751512,
63.417078,
1435.344096,
2212.432186,
-777.088089
],
[
1.265667,
1.235219,
0.030448,
0.131222,
0.150913,
0
],
[
290.953616,
290.953616,
290.953616,
290.953616,
290.953616,
290.953616
],
[
-168394,
-124381,
-86815,
-15021556,
-9531541,
-6967547
],
[
3.371414,
4.746481,
1.14924,
1.024357,
1.060829,
0.965553
],
[
251,
125,
126,
251,
125,
126
],
[
128,
54,
74,
128,
54,
74
],
[
123,
71,
52,
123,
71,
52
],
[
50.996016,
43.2,
58.730159,
50.996016,
43.2,
58.730159
],
[
3.239718,
6.240743,
0.807574,
0.984343,
1.394794,
0.678497
],
[
2415118,
2415118,
39406,
6160744,
6160744,
1688626
],
[
-39848,
-39848,
-35919,
-4117460,
-4117460,
-3247255
],
[
97,
138,
57,
97,
138,
57
],
[
113,
200,
50,
113,
200,
50
],
[
81,
91,
67,
81,
91,
67
],
[
24516,
17324,
7192,
24516,
17324,
7192
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
772536,
658296,
-375104,
-212778,
-148863,
-579866
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24994,
"evaluation_days": 2082.83,
"actual_first_datapoint_time": 1579996800000,
"first_datapoint_time": 1581026400000,
"last_datapoint_time": 1760018400000,
"evaluation_time": 1760026098252,
"expiration_time": 1766496844800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 56,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 144,
"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) |
|---|