| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2519829.2995 | 2555411.1818 | -35581.8822 | 723600.1446 | 3118282.3783 | -2394682.2337 |
| Total P&L (%) | 2519.8293 | 2555.4112 | -35.5819 | 723.6001 | 3118.2824 | -2394.6822 |
| Avg Daily Profit (%) | 1.1337 | 1.1497 | -0.016 | 0.0949 | 0.1563 | 0 |
| Buy And Hold Return (%) | 274.7356 | 274.7356 | 274.7356 | 274.7356 | 274.7356 | 274.7356 |
| Max Trade Drawdown | -167249 | -101852 | -183657 | -4691376 | -2523380 | -3089018 |
| Profit Factor | 2.8235 | 4.9095 | 0.9511 | 1.0334 | 1.3015 | 0.7884 |
| Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
| Winning Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Losing Trades | 280 | 140 | 140 | 280 | 140 | 140 |
| Profitability (%) | 31.7073 | 31.7073 | 31.7073 | 31.7073 | 31.7073 | 31.7073 |
| Ratio Avg Win / Avg Loss | 6.0815 | 10.5743 | 2.0486 | 2.2258 | 2.8033 | 1.6981 |
| Largest Winning Trade | 2355102 | 2355102 | 51450 | 5184111 | 5184111 | 824719 |
| Largest Losing Trade | -23323 | -22881 | -23323 | -1157913 | -505090 | -1157913 |
| Avg Bars in Trades | 21 | 20 | 21 | 21 | 20 | 21 |
| Avg Bars in Winners | 47 | 45 | 48 | 47 | 45 | 48 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 8780 | 4271 | 4509 | 8780 | 4271 | 4509 |
| 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 | 509477 | 535665 | -584318 | -256643 | 91806 | -584318 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8891,
"evaluation_days": 2222.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1567728000000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759763038783,
"expiration_time": 1765513368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 117,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.71769,
"nc": 0.1
}
}
} {
"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": [
[
2519829.299548025,
2555411.1817741576,
-35581.8822261336,
723600.1446253523,
3118282.378296108,
-2394682.233670757
],
[
2519.8293,
2555.411182,
-35.581882,
723.600145,
3118.282378,
-2394.682234
],
[
1.133654,
1.149662,
-0.016008,
0.094906,
0.156299,
0
],
[
274.735595,
274.735595,
274.735595,
274.735595,
274.735595,
274.735595
],
[
-167249,
-101852,
-183657,
-4691376,
-2523380,
-3089018
],
[
2.823548,
4.909476,
0.951136,
1.03341,
1.301544,
0.788404
],
[
410,
205,
205,
410,
205,
205
],
[
130,
65,
65,
130,
65,
65
],
[
280,
140,
140,
280,
140,
140
],
[
31.707317,
31.707317,
31.707317,
31.707317,
31.707317,
31.707317
],
[
6.081489,
10.574255,
2.048601,
2.225806,
2.803326,
1.698102
],
[
2355102,
2355102,
51450,
5184111,
5184111,
824719
],
[
-23323,
-22881,
-23323,
-1157913,
-505090,
-1157913
],
[
21,
20,
21,
21,
20,
21
],
[
47,
45,
48,
47,
45,
48
],
[
9,
9,
9,
9,
9,
9
],
[
8780,
4271,
4509,
8780,
4271,
4509
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
509477,
535665,
-584318,
-256643,
91806,
-584318
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8891,
"evaluation_days": 2222.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1567728000000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759763038783,
"expiration_time": 1765513368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 117,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.71769,
"nc": 0.1
}
}
}
| # | 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) |
|---|