| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2711738.3279 | 2560186.0377 | 151552.2902 | 23149877.1333 | 21317020.5865 | 1832856.5468 |
| Total P&L (%) | 2711.7383 | 2560.186 | 151.5523 | 23149.8771 | 21317.0206 | 1832.8565 |
| Avg Daily Profit (%) | 1.2223 | 1.154 | 0.0683 | 0.2459 | 0.2422 | 0.1336 |
| Buy And Hold Return (%) | 951.2117 | 951.2117 | 951.2117 | 951.2117 | 951.2117 | 951.2117 |
| Max Trade Drawdown | -97619 | -68334 | -93167 | -51488581 | -23002884 | -46263547 |
| Profit Factor | 5.4563 | 10.2021 | 1.4588 | 1.1302 | 1.2589 | 1.0192 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
| Profitability (%) | 42.7083 | 47.9167 | 37.5 | 42.7083 | 47.9167 | 37.5 |
| Ratio Avg Win / Avg Loss | 7.3194 | 11.0892 | 2.4314 | 1.5161 | 1.3683 | 1.6987 |
| Largest Winning Trade | 2220642 | 2220642 | 44414 | 33778264 | 33778264 | 16816346 |
| Largest Losing Trade | -34190 | -29821 | -34190 | -14719429 | -10564153 | -14719429 |
| Avg Bars in Trades | 136 | 140 | 131 | 136 | 140 | 131 |
| Avg Bars in Winners | 225 | 219 | 233 | 225 | 219 | 233 |
| Avg Bars in Losers | 69 | 68 | 70 | 69 | 68 | 70 |
| Bars Traded | 13067 | 6739 | 6328 | 13067 | 6739 | 6328 |
| 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 | 570189 | 644210 | -270106 | -70335 | 270342 | -224719 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13311,
"evaluation_days": 2218.5,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570377600000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759430138512,
"expiration_time": 1765171152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 81,
"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": [
[
2711738.327885159,
2560186.037700599,
151552.2901845601,
23149877.133297116,
21317020.58649943,
1832856.5467976541
],
[
2711.738328,
2560.186038,
151.55229,
23149.877133,
21317.020586,
1832.856547
],
[
1.22233,
1.154017,
0.068313,
0.245913,
0.242203,
0.133584
],
[
951.211706,
951.211706,
951.211706,
951.211706,
951.211706,
951.211706
],
[
-97619,
-68334,
-93167,
-51488581,
-23002884,
-46263547
],
[
5.456258,
10.202109,
1.458823,
1.130209,
1.258879,
1.019203
],
[
96,
48,
48,
96,
48,
48
],
[
41,
23,
18,
41,
23,
18
],
[
55,
25,
30,
55,
25,
30
],
[
42.708333,
47.916667,
37.5,
42.708333,
47.916667,
37.5
],
[
7.31937,
11.089248,
2.431372,
1.516134,
1.368347,
1.698672
],
[
2220642,
2220642,
44414,
33778264,
33778264,
16816346
],
[
-34190,
-29821,
-34190,
-14719429,
-10564153,
-14719429
],
[
136,
140,
131,
136,
140,
131
],
[
225,
219,
233,
225,
219,
233
],
[
69,
68,
70,
69,
68,
70
],
[
13067,
6739,
6328,
13067,
6739,
6328
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
570189,
644210,
-270106,
-70335,
270342,
-224719
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13311,
"evaluation_days": 2218.5,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570377600000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759430138512,
"expiration_time": 1765171152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 81,
"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) |
|---|