| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1331716.2925 | 1284246.5905 | 47469.7021 | 663005.4409 | 1651401.8033 | -988396.3624 |
| Total P&L (%) | 1331.7163 | 1284.2466 | 47.4697 | 663.0054 | 1651.4018 | -988.3964 |
| Avg Daily Profit (%) | 0.6395 | 0.6167 | 0.0228 | 0.0976 | 0.1376 | 0 |
| Buy And Hold Return (%) | 450.4873 | 450.4873 | 450.4873 | 450.4873 | 450.4873 | 450.4873 |
| Max Trade Drawdown | -220651 | -149259 | -113068 | -6523915 | -4330023 | -3306803 |
| Profit Factor | 2.1855 | 2.945 | 1.1025 | 1.0356 | 1.1465 | 0.8652 |
| Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
| Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Losing Trades | 147 | 74 | 73 | 147 | 74 | 73 |
| Profitability (%) | 38.2353 | 37.8151 | 38.6555 | 38.2353 | 37.8151 | 38.6555 |
| Ratio Avg Win / Avg Loss | 3.5304 | 4.8429 | 1.7496 | 1.673 | 1.8854 | 1.3731 |
| Largest Winning Trade | 1053308 | 1053308 | 49314 | 4448575 | 4448575 | 1179531 |
| Largest Losing Trade | -56188 | -40590 | -56188 | -2632826 | -2632826 | -1431477 |
| Avg Bars in Trades | 102 | 130 | 75 | 102 | 130 | 75 |
| Avg Bars in Winners | 161 | 208 | 115 | 161 | 208 | 115 |
| Avg Bars in Losers | 66 | 82 | 50 | 66 | 82 | 50 |
| Bars Traded | 24497 | 15510 | 8987 | 24497 | 15510 | 8987 |
| 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 | 341001 | 324100 | -439503 | -264778 | -74693 | -583761 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580414400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758905444173,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 183,
"offset": 52
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 65,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
1331716.2925087314,
1284246.5904586173,
47469.7020501143,
663005.4409497578,
1651401.803305306,
-988396.3623555476
],
[
1331.716293,
1284.24659,
47.469702,
663.005441,
1651.401803,
-988.396362
],
[
0.63948,
0.616685,
0.022795,
0.097627,
0.137574,
0
],
[
450.487277,
450.487277,
450.487277,
450.487277,
450.487277,
450.487277
],
[
-220651,
-149259,
-113068,
-6523915,
-4330023,
-3306803
],
[
2.185459,
2.945027,
1.102503,
1.035635,
1.146524,
0.865244
],
[
238,
119,
119,
238,
119,
119
],
[
91,
45,
46,
91,
45,
46
],
[
147,
74,
73,
147,
74,
73
],
[
38.235294,
37.815126,
38.655462,
38.235294,
37.815126,
38.655462
],
[
3.530357,
4.842932,
1.749625,
1.67295,
1.885396,
1.373105
],
[
1053308,
1053308,
49314,
4448575,
4448575,
1179531
],
[
-56188,
-40590,
-56188,
-2632826,
-2632826,
-1431477
],
[
102,
130,
75,
102,
130,
75
],
[
161,
208,
115,
161,
208,
115
],
[
66,
82,
50,
66,
82,
50
],
[
24497,
15510,
8987,
24497,
15510,
8987
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341001,
324100,
-439503,
-264778,
-74693,
-583761
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580414400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758905444173,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 183,
"offset": 52
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 65,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|