| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1191335.585 | 1169901.4557 | 21434.1293 | 1229588.9182 | 1362595.7458 | -133006.8276 |
| Total P&L (%) | 1191.3356 | 1169.9015 | 21.4341 | 1229.5889 | 1362.5957 | -133.0068 |
| Avg Daily Profit (%) | 0.5354 | 0.5257 | 0.0096 | 0.1163 | 0.1206 | 0 |
| Buy And Hold Return (%) | 457.7027 | 457.7027 | 457.7027 | 457.7027 | 457.7027 | 457.7027 |
| Max Trade Drawdown | -97665 | -92346 | -171871 | -2334603 | -2583349 | -1279309 |
| Profit Factor | 1.7114 | 2.4205 | 1.0252 | 1.0499 | 1.1047 | 0.9886 |
| Total Trades | 501 | 251 | 250 | 501 | 251 | 250 |
| Winning Trades | 175 | 82 | 93 | 175 | 82 | 93 |
| Losing Trades | 326 | 169 | 157 | 326 | 169 | 157 |
| Profitability (%) | 34.9301 | 32.6693 | 37.2 | 34.9301 | 32.6693 | 37.2 |
| Ratio Avg Win / Avg Loss | 3.1881 | 4.9886 | 1.7307 | 1.9558 | 2.2767 | 1.6689 |
| Largest Winning Trade | 861352 | 861352 | 49883 | 2180009 | 2180009 | 698572 |
| Largest Losing Trade | -26710 | -20982 | -26710 | -649882 | -602827 | -649882 |
| Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
| Avg Bars in Winners | 32 | 37 | 28 | 32 | 37 | 28 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 8852 | 4619 | 4233 | 8852 | 4619 | 4233 |
| Profit Streak | 10.383 | 17.133 | 0 | 10.383 | 17.133 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301432 | 244566 | -541401 | -207490 | -144073 | -581947 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8901,
"evaluation_days": 2225.25,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1568181600000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759979494934,
"expiration_time": 1765735848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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": [
[
1191335.5850126492,
1169901.4557466777,
21434.1292659711,
1229588.9182186208,
1362595.7457970052,
-133006.827578385
],
[
1191.335585,
1169.901456,
21.434129,
1229.588918,
1362.595746,
-133.006828
],
[
0.535372,
0.525739,
0.009632,
0.116345,
0.120634,
0
],
[
457.702703,
457.702703,
457.702703,
457.702703,
457.702703,
457.702703
],
[
-97665,
-92346,
-171871,
-2334603,
-2583349,
-1279309
],
[
1.711389,
2.420499,
1.025185,
1.049899,
1.104684,
0.988559
],
[
501,
251,
250,
501,
251,
250
],
[
175,
82,
93,
175,
82,
93
],
[
326,
169,
157,
326,
169,
157
],
[
34.93014,
32.669323,
37.2,
34.93014,
32.669323,
37.2
],
[
3.188072,
4.988589,
1.730688,
1.955812,
2.276726,
1.668857
],
[
861352,
861352,
49883,
2180009,
2180009,
698572
],
[
-26710,
-20982,
-26710,
-649882,
-602827,
-649882
],
[
17,
18,
16,
17,
18,
16
],
[
32,
37,
28,
32,
37,
28
],
[
9,
9,
9,
9,
9,
9
],
[
8852,
4619,
4233,
8852,
4619,
4233
],
[
10.383043,
17.133043,
0,
10.383043,
17.133043,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301432,
244566,
-541401,
-207490,
-144073,
-581947
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8901,
"evaluation_days": 2225.25,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1568181600000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759979494934,
"expiration_time": 1765735848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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) |
|---|