| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2608059.3552 | 2534277.4944 | 73781.8608 | 3457515.7893 | 2683829.6938 | 773686.0955 |
| Total P&L (%) | 2608.0594 | 2534.2775 | 73.7819 | 3457.5158 | 2683.8297 | 773.6861 |
| Avg Daily Profit (%) | 1.1779 | 1.1446 | 0.0333 | 0.1614 | 0.1503 | 0.0979 |
| Buy And Hold Return (%) | 696.0865 | 696.0865 | 696.0865 | 696.0865 | 696.0865 | 696.0865 |
| Max Trade Drawdown | -123718 | -102682 | -74191 | -14486797 | -13402176 | -6953791 |
| Profit Factor | 4.4775 | 7.5008 | 1.2049 | 1.0635 | 1.0901 | 1.0313 |
| Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
| Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Losing Trades | 149 | 74 | 75 | 149 | 74 | 75 |
| Profitability (%) | 28.7081 | 29.5238 | 27.8846 | 28.7081 | 29.5238 | 27.8846 |
| Ratio Avg Win / Avg Loss | 11.1191 | 17.9052 | 3.116 | 2.6409 | 2.6022 | 2.6672 |
| Largest Winning Trade | 2370165 | 2370165 | 52570 | 13143665 | 13143665 | 3428300 |
| Largest Losing Trade | -26687 | -19560 | -26687 | -2806865 | -2806865 | -1843912 |
| Avg Bars in Trades | 62 | 61 | 63 | 62 | 61 | 63 |
| Avg Bars in Winners | 162 | 161 | 163 | 162 | 161 | 163 |
| Avg Bars in Losers | 22 | 19 | 24 | 22 | 19 | 24 |
| Bars Traded | 13016 | 6430 | 6586 | 13016 | 6430 | 6586 |
| Profit Streak | 0 | 0 | 11.8448 | 0 | 0 | 11.8448 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 218912 | 334825 | -330292 | -155632 | -125190 | -394594 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13285,
"evaluation_days": 2214.17,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570478400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759061789097,
"expiration_time": 1764785520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 169
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 12,
"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": [
[
2608059.355178504,
2534277.4944242584,
73781.8607542446,
3457515.7893034024,
2683829.6937721083,
773686.0955312959
],
[
2608.059355,
2534.277494,
73.781861,
3457.515789,
2683.829694,
773.686096
],
[
1.177895,
1.144572,
0.033323,
0.161439,
0.150346,
0.097942
],
[
696.086509,
696.086509,
696.086509,
696.086509,
696.086509,
696.086509
],
[
-123718,
-102682,
-74191,
-14486797,
-13402176,
-6953791
],
[
4.477474,
7.500832,
1.204865,
1.063469,
1.090104,
1.031336
],
[
209,
105,
104,
209,
105,
104
],
[
60,
31,
29,
60,
31,
29
],
[
149,
74,
75,
149,
74,
75
],
[
28.708134,
29.52381,
27.884615,
28.708134,
29.52381,
27.884615
],
[
11.119059,
17.905211,
3.116031,
2.640947,
2.602183,
2.667248
],
[
2370165,
2370165,
52570,
13143665,
13143665,
3428300
],
[
-26687,
-19560,
-26687,
-2806865,
-2806865,
-1843912
],
[
62,
61,
63,
62,
61,
63
],
[
162,
161,
163,
162,
161,
163
],
[
22,
19,
24,
22,
19,
24
],
[
13016,
6430,
6586,
13016,
6430,
6586
],
[
0,
0,
11.844781,
0,
0,
11.844781
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
218912,
334825,
-330292,
-155632,
-125190,
-394594
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13285,
"evaluation_days": 2214.17,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570478400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759061789097,
"expiration_time": 1764785520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 169
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 12,
"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) |
|---|