| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2666493.6031 | 2592322.9094 | 74170.6937 | 4910550.7061 | 15396710.733 | -10486160.0268 |
| Total P&L (%) | 2666.4936 | 2592.3229 | 74.1707 | 4910.5507 | 15396.7107 | -10486.16 |
| Avg Daily Profit (%) | 1.2064 | 1.1728 | 0.0336 | 0.1772 | 0.2284 | 0 |
| Buy And Hold Return (%) | 877.4093 | 877.4093 | 877.4093 | 877.4093 | 877.4093 | 877.4093 |
| Max Trade Drawdown | -118473 | -73580 | -106171 | -20955617 | -11119339 | -13220591 |
| Profit Factor | 4.7363 | 9.3361 | 1.1842 | 1.0929 | 1.6882 | 0.6561 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Profitability (%) | 38.9474 | 41.6667 | 36.1702 | 38.9474 | 41.6667 | 36.1702 |
| Ratio Avg Win / Avg Loss | 7.4245 | 13.0705 | 2.0897 | 1.7132 | 2.3634 | 1.1577 |
| Largest Winning Trade | 2299704 | 2299704 | 53261 | 22372029 | 22372029 | 2736233 |
| Largest Losing Trade | -38112 | -36077 | -38112 | -6485059 | -6082571 | -6485059 |
| Avg Bars in Trades | 137 | 134 | 139 | 137 | 134 | 139 |
| Avg Bars in Winners | 253 | 246 | 262 | 253 | 246 | 262 |
| Avg Bars in Losers | 62 | 55 | 69 | 62 | 55 | 69 |
| Bars Traded | 13033 | 6469 | 6564 | 13033 | 6469 | 6564 |
| 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 | 503960 | 565715 | -335948 | -114367 | 299776 | -584408 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1569744000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758868616328,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 244,
"offset": 0,
"std": 4.72199
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 99,
"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": [
[
2666493.6030756803,
2592322.909356328,
74170.6937193528,
4910550.706119092,
15396710.73295658,
-10486160.0268375
],
[
2666.493603,
2592.322909,
74.170694,
4910.550706,
15396.710733,
-10486.160027
],
[
1.206378,
1.172822,
0.033556,
0.17724,
0.228426,
0
],
[
877.409277,
877.409277,
877.409277,
877.409277,
877.409277,
877.409277
],
[
-118473,
-73580,
-106171,
-20955617,
-11119339,
-13220591
],
[
4.736341,
9.336058,
1.184189,
1.092896,
1.688178,
0.656052
],
[
95,
48,
47,
95,
48,
47
],
[
37,
20,
17,
37,
20,
17
],
[
58,
28,
30,
58,
28,
30
],
[
38.947368,
41.666667,
36.170213,
38.947368,
41.666667,
36.170213
],
[
7.424535,
13.070482,
2.089746,
1.713188,
2.363449,
1.157739
],
[
2299704,
2299704,
53261,
22372029,
22372029,
2736233
],
[
-38112,
-36077,
-38112,
-6485059,
-6082571,
-6485059
],
[
137,
134,
139,
137,
134,
139
],
[
253,
246,
262,
253,
246,
262
],
[
62,
55,
69,
62,
55,
69
],
[
13033,
6469,
6564,
13033,
6469,
6564
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
503960,
565715,
-335948,
-114367,
299776,
-584408
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1569744000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758868616328,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 244,
"offset": 0,
"std": 4.72199
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 99,
"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) |
|---|