| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1168875.4256 | 1166564.5515 | 2310.874 | 375720.6598 | 767286.9936 | -391566.3338 |
| Total P&L (%) | 1168.8754 | 1166.5646 | 2.3109 | 375.7207 | 767.287 | -391.5663 |
| Avg Daily Profit (%) | 0.5611 | 0.56 | 0.0011 | 0.0749 | 0.1037 | 0 |
| Buy And Hold Return (%) | 378.2414 | 378.2414 | 378.2414 | 378.2414 | 378.2414 | 378.2414 |
| Max Trade Drawdown | -191586 | -112543 | -189285 | -1770743 | -1174372 | -928580 |
| Profit Factor | 1.9714 | 3.084 | 1.0036 | 1.0654 | 1.2633 | 0.8618 |
| Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
| Winning Trades | 96 | 49 | 47 | 96 | 49 | 47 |
| Losing Trades | 188 | 93 | 95 | 188 | 93 | 95 |
| Profitability (%) | 33.8028 | 34.507 | 33.0986 | 33.8028 | 34.507 | 33.0986 |
| Ratio Avg Win / Avg Loss | 3.8606 | 5.8534 | 2.0285 | 2.0864 | 2.3978 | 1.742 |
| Largest Winning Trade | 999698 | 999698 | 52972 | 1748373 | 1748373 | 505545 |
| Largest Losing Trade | -31222 | -18229 | -31222 | -387344 | -279055 | -387344 |
| Avg Bars in Trades | 86 | 83 | 90 | 86 | 83 | 90 |
| Avg Bars in Winners | 164 | 155 | 174 | 164 | 155 | 174 |
| Avg Bars in Losers | 47 | 45 | 48 | 47 | 45 | 48 |
| Bars Traded | 24676 | 11853 | 12823 | 24676 | 11853 | 12823 |
| Profit Streak | 16.94 | 16.94 | 20.3566 | 16.94 | 16.94 | 20.3566 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 291325 | 300182 | -578768 | -409978 | -65423 | -584196 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579896000000,
"first_datapoint_time": 1580832000000,
"last_datapoint_time": 1759960800000,
"evaluation_time": 1759962813757,
"expiration_time": 1766440800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "dema",
"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": [
[
1168875.4255938982,
1166564.5515441985,
2310.8740496996,
375720.659817177,
767286.9936288466,
-391566.3338116694
],
[
1168.875426,
1166.564552,
2.310874,
375.72066,
767.286994,
-391.566334
],
[
0.561061,
0.559952,
0.001109,
0.074892,
0.103744,
0
],
[
378.241414,
378.241414,
378.241414,
378.241414,
378.241414,
378.241414
],
[
-191586,
-112543,
-189285,
-1770743,
-1174372,
-928580
],
[
1.971378,
3.084045,
1.003591,
1.065374,
1.263332,
0.861808
],
[
284,
142,
142,
284,
142,
142
],
[
96,
49,
47,
96,
49,
47
],
[
188,
93,
95,
188,
93,
95
],
[
33.802817,
34.507042,
33.098592,
33.802817,
34.507042,
33.098592
],
[
3.860614,
5.853391,
2.028535,
2.086357,
2.397753,
1.741953
],
[
999698,
999698,
52972,
1748373,
1748373,
505545
],
[
-31222,
-18229,
-31222,
-387344,
-279055,
-387344
],
[
86,
83,
90,
86,
83,
90
],
[
164,
155,
174,
164,
155,
174
],
[
47,
45,
48,
47,
45,
48
],
[
24676,
11853,
12823,
24676,
11853,
12823
],
[
16.939974,
16.939974,
20.356641,
16.939974,
16.939974,
20.356641
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
291325,
300182,
-578768,
-409978,
-65423,
-584196
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579896000000,
"first_datapoint_time": 1580832000000,
"last_datapoint_time": 1759960800000,
"evaluation_time": 1759962813757,
"expiration_time": 1766440800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "dema",
"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) |
|---|