| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2310811.1862 | 2260838.8956 | 49972.2906 | 1164811.3497 | 3735764.3932 | -2570953.0435 |
| Total P&L (%) | 2310.8112 | 2260.8389 | 49.9723 | 1164.8114 | 3735.7644 | -2570.953 |
| Avg Daily Profit (%) | 1.0444 | 1.0218 | 0.0226 | 0.1147 | 0.165 | 0 |
| Buy And Hold Return (%) | 244.55 | 244.55 | 244.55 | 244.55 | 244.55 | 244.55 |
| Max Trade Drawdown | -108109 | -76137 | -63886 | -7491611 | -4717075 | -2966773 |
| Profit Factor | 5.0731 | 9.5015 | 1.1658 | 1.069 | 1.419 | 0.6776 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Profitability (%) | 43.4783 | 47.0588 | 40 | 43.4783 | 47.0588 | 40 |
| Ratio Avg Win / Avg Loss | 6.595 | 10.6892 | 1.7487 | 1.3897 | 1.5964 | 1.0164 |
| Largest Winning Trade | 2179228 | 2179228 | 45848 | 8186836 | 8186836 | 1140177 |
| Largest Losing Trade | -49841 | -38328 | -49841 | -2852628 | -2852628 | -2254802 |
| Avg Bars in Trades | 92 | 77 | 106 | 92 | 77 | 106 |
| Avg Bars in Winners | 147 | 105 | 196 | 147 | 105 | 196 |
| Avg Bars in Losers | 49 | 53 | 46 | 49 | 53 | 46 |
| Bars Traded | 6357 | 2637 | 3720 | 6357 | 2637 | 3720 |
| Profit Streak | 0 | 54.8121 | 0 | 0 | 54.8121 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -87587 | 766363 | -369406 | -294418 | 326221 | -583009 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6638,
"evaluation_days": 2212.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572393600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758886166065,
"expiration_time": 1764608832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 163,
"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": [
[
2310811.1862013633,
2260838.8956429213,
49972.2905584432,
1164811.3496536666,
3735764.3931980403,
-2570953.0435443753
],
[
2310.811186,
2260.838896,
49.972291,
1164.81135,
3735.764393,
-2570.953044
],
[
1.044354,
1.02177,
0.022585,
0.114747,
0.164957,
0
],
[
244.549977,
244.549977,
244.549977,
244.549977,
244.549977,
244.549977
],
[
-108109,
-76137,
-63886,
-7491611,
-4717075,
-2966773
],
[
5.073091,
9.501525,
1.165799,
1.068964,
1.419027,
0.677613
],
[
69,
34,
35,
69,
34,
35
],
[
30,
16,
14,
30,
16,
14
],
[
39,
18,
21,
39,
18,
21
],
[
43.478261,
47.058824,
40,
43.478261,
47.058824,
40
],
[
6.595018,
10.689216,
1.748699,
1.389654,
1.596406,
1.016419
],
[
2179228,
2179228,
45848,
8186836,
8186836,
1140177
],
[
-49841,
-38328,
-49841,
-2852628,
-2852628,
-2254802
],
[
92,
77,
106,
92,
77,
106
],
[
147,
105,
196,
147,
105,
196
],
[
49,
53,
46,
49,
53,
46
],
[
6357,
2637,
3720,
6357,
2637,
3720
],
[
0,
54.812107,
0,
0,
54.812107,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-87587,
766363,
-369406,
-294418,
326221,
-583009
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6638,
"evaluation_days": 2212.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572393600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758886166065,
"expiration_time": 1764608832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 163,
"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) |
|---|