| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1352367.8797 | 1234710.3161 | 117657.5636 | 9405271.9135 | 11077515.7882 | -1672243.8747 |
| Total P&L (%) | 1352.3679 | 1234.7103 | 117.6576 | 9405.2719 | 11077.5158 | -1672.2439 |
| Avg Daily Profit (%) | 0.6104 | 0.5573 | 0.0531 | 0.2058 | 0.2131 | 0 |
| Buy And Hold Return (%) | 476.0504 | 476.0504 | 476.0504 | 476.0504 | 476.0504 | 476.0504 |
| Max Trade Drawdown | -150573 | -100339 | -94653 | -43341212 | -26389209 | -32598748 |
| Profit Factor | 2.1569 | 3.153 | 1.1976 | 1.0466 | 1.1133 | 0.9839 |
| Total Trades | 345 | 173 | 172 | 345 | 173 | 172 |
| Winning Trades | 163 | 76 | 87 | 163 | 76 | 87 |
| Losing Trades | 182 | 97 | 85 | 182 | 97 | 85 |
| Profitability (%) | 47.2464 | 43.9306 | 50.5814 | 47.2464 | 43.9306 | 50.5814 |
| Ratio Avg Win / Avg Loss | 2.4083 | 4.0242 | 1.1701 | 1.1686 | 1.4209 | 0.9613 |
| Largest Winning Trade | 623783 | 623783 | 45217 | 14395127 | 14395127 | 13636811 |
| Largest Losing Trade | -36950 | -35935 | -36950 | -17390468 | -8420823 | -17390468 |
| Avg Bars in Trades | 38 | 37 | 38 | 38 | 37 | 38 |
| Avg Bars in Winners | 51 | 50 | 52 | 51 | 50 | 52 |
| Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
| Bars Traded | 13145 | 6544 | 6600 | 13145 | 6544 | 6600 |
| 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 | 472642 | 418854 | -290525 | -160426 | -89739 | -580357 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13293,
"evaluation_days": 2215.5,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1568736000000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759170198138,
"expiration_time": 1764904176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 48
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1352367.8797144713,
1234710.3161165237,
117657.5635979481,
9405271.913451683,
11077515.788161635,
-1672243.8747099491
],
[
1352.36788,
1234.710316,
117.657564,
9405.271913,
11077.515788,
-1672.243875
],
[
0.610412,
0.557305,
0.053107,
0.205783,
0.213113,
0
],
[
476.050359,
476.050359,
476.050359,
476.050359,
476.050359,
476.050359
],
[
-150573,
-100339,
-94653,
-43341212,
-26389209,
-32598748
],
[
2.156916,
3.152954,
1.197596,
1.046619,
1.113316,
0.983919
],
[
345,
173,
172,
345,
173,
172
],
[
163,
76,
87,
163,
76,
87
],
[
182,
97,
85,
182,
97,
85
],
[
47.246377,
43.930636,
50.581395,
47.246377,
43.930636,
50.581395
],
[
2.408336,
4.024164,
1.170065,
1.168618,
1.420943,
0.9613
],
[
623783,
623783,
45217,
14395127,
14395127,
13636811
],
[
-36950,
-35935,
-36950,
-17390468,
-8420823,
-17390468
],
[
38,
37,
38,
38,
37,
38
],
[
51,
50,
52,
51,
50,
52
],
[
26,
28,
24,
26,
28,
24
],
[
13145,
6544,
6600,
13145,
6544,
6600
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
472642,
418854,
-290525,
-160426,
-89739,
-580357
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13293,
"evaluation_days": 2215.5,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1568736000000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759170198138,
"expiration_time": 1764904176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 48
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|