| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2055731.5449 | 2164786.9539 | -109055.409 | -52795.7627 | 211597.561 | -264393.3237 |
| Total P&L (%) | 2055.7315 | 2164.787 | -109.0554 | -52.7958 | 211.5976 | -264.3933 |
| Avg Daily Profit (%) | 0.9301 | 0.9794 | -0.0493 | -0.034 | 0.0514 | 0 |
| Buy And Hold Return (%) | 704.3908 | 704.3908 | 704.3908 | 704.3908 | 704.3908 | 704.3908 |
| Max Trade Drawdown | -198120 | -137605 | -164628 | -663686 | -346858 | -434199 |
| Profit Factor | 3.0737 | 5.1964 | 0.7706 | 0.9687 | 1.26 | 0.697 |
| Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
| Winning Trades | 74 | 40 | 34 | 74 | 40 | 34 |
| Losing Trades | 82 | 38 | 44 | 82 | 38 | 44 |
| Profitability (%) | 47.4359 | 51.2821 | 43.5897 | 47.4359 | 51.2821 | 43.5897 |
| Ratio Avg Win / Avg Loss | 3.406 | 4.9365 | 0.9973 | 1.0734 | 1.197 | 0.902 |
| Largest Winning Trade | 2203092 | 2203092 | 32183 | 368631 | 368631 | 142121 |
| Largest Losing Trade | -55005 | -54948 | -55005 | -241808 | -156297 | -241808 |
| Avg Bars in Trades | 83 | 105 | 60 | 83 | 105 | 60 |
| Avg Bars in Winners | 92 | 114 | 66 | 92 | 114 | 66 |
| Avg Bars in Losers | 74 | 96 | 56 | 74 | 96 | 56 |
| Bars Traded | 12994 | 8263 | 4731 | 12994 | 8263 | 4731 |
| Profit Streak | 64.4423 | 95.7756 | 64.4423 | 64.4423 | 95.7756 | 64.4423 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 620235 | -14719 | -616756 | -577850 | -323100 | -616756 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570968000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758868614093,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 182,
"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": [
[
2055731.5448911013,
2164786.9539232776,
-109055.4090321778,
-52795.7627394946,
211597.560978539,
-264393.3237180334
],
[
2055.731545,
2164.786954,
-109.055409,
-52.795763,
211.597561,
-264.393324
],
[
0.930056,
0.979395,
-0.049339,
-0.033957,
0.051433,
0
],
[
704.390823,
704.390823,
704.390823,
704.390823,
704.390823,
704.390823
],
[
-198120,
-137605,
-164628,
-663686,
-346858,
-434199
],
[
3.073665,
5.19635,
0.77064,
0.968693,
1.260021,
0.697015
],
[
156,
78,
78,
156,
78,
78
],
[
74,
40,
34,
74,
40,
34
],
[
82,
38,
44,
82,
38,
44
],
[
47.435897,
51.282051,
43.589744,
47.435897,
51.282051,
43.589744
],
[
3.405954,
4.936532,
0.997299,
1.073417,
1.19702,
0.90202
],
[
2203092,
2203092,
32183,
368631,
368631,
142121
],
[
-55005,
-54948,
-55005,
-241808,
-156297,
-241808
],
[
83,
105,
60,
83,
105,
60
],
[
92,
114,
66,
92,
114,
66
],
[
74,
96,
56,
74,
96,
56
],
[
12994,
8263,
4731,
12994,
8263,
4731
],
[
64.442293,
95.775626,
64.442293,
64.442293,
95.775626,
64.442293
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
620235,
-14719,
-616756,
-577850,
-323100,
-616756
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570968000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758868614093,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 182,
"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) |
|---|