| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2124899.0414 | 2171580.6371 | -46681.5957 | -30386.3375 | 170879.4238 | -201265.7613 |
| Total P&L (%) | 2124.899 | 2171.5806 | -46.6816 | -30.3863 | 170.8794 | -201.2658 |
| Avg Daily Profit (%) | 0.9612 | 0.9823 | -0.0211 | -0.0164 | 0.0451 | 0 |
| Buy And Hold Return (%) | 546.2736 | 546.2736 | 546.2736 | 546.2736 | 546.2736 | 546.2736 |
| Max Trade Drawdown | -168267 | -96470 | -122571 | -196304 | -71224 | -148338 |
| Profit Factor | 3.4284 | 6.5401 | 0.9034 | 0.9485 | 1.8382 | 0.4793 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Profitability (%) | 34.9057 | 35.8491 | 33.9623 | 34.9057 | 35.8491 | 33.9623 |
| Ratio Avg Win / Avg Loss | 6.3935 | 11.7033 | 1.7565 | 1.7689 | 3.2894 | 0.9319 |
| Largest Winning Trade | 2055994 | 2055994 | 48870 | 209050 | 209050 | 33562 |
| Largest Losing Trade | -91394 | -39572 | -91394 | -127200 | -36414 | -127200 |
| Avg Bars in Trades | 81 | 78 | 85 | 81 | 78 | 85 |
| Avg Bars in Winners | 161 | 157 | 166 | 161 | 157 | 166 |
| Avg Bars in Losers | 38 | 34 | 43 | 38 | 34 | 43 |
| Bars Traded | 8671 | 4151 | 4520 | 8671 | 4151 | 4520 |
| 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 | 430357 | -165950 | -764570 | -583588 | -480539 | -767348 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569024000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758937383872,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 213,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 55,
"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": [
[
2124899.0413810736,
2171580.637064685,
-46681.5956836113,
-30386.3374823928,
170879.4237785059,
-201265.7612608986
],
[
2124.899041,
2171.580637,
-46.681596,
-30.386337,
170.879424,
-201.265761
],
[
0.961167,
0.982282,
-0.021116,
-0.016383,
0.045086,
0
],
[
546.273637,
546.273637,
546.273637,
546.273637,
546.273637,
546.273637
],
[
-168267,
-96470,
-122571,
-196304,
-71224,
-148338
],
[
3.428399,
6.540055,
0.903359,
0.94853,
1.838188,
0.479263
],
[
106,
53,
53,
106,
53,
53
],
[
37,
19,
18,
37,
19,
18
],
[
69,
34,
35,
69,
34,
35
],
[
34.90566,
35.849057,
33.962264,
34.90566,
35.849057,
33.962264
],
[
6.3935,
11.703256,
1.756532,
1.76888,
3.289388,
0.931901
],
[
2055994,
2055994,
48870,
209050,
209050,
33562
],
[
-91394,
-39572,
-91394,
-127200,
-36414,
-127200
],
[
81,
78,
85,
81,
78,
85
],
[
161,
157,
166,
161,
157,
166
],
[
38,
34,
43,
38,
34,
43
],
[
8671,
4151,
4520,
8671,
4151,
4520
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
430357,
-165950,
-764570,
-583588,
-480539,
-767348
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569024000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758937383872,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 213,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 55,
"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) |
|---|