| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2813867.526 | 2790356.8556 | 23510.6704 | 754521.648 | 2761781.4842 | -2007259.8362 |
| Total P&L (%) | 2813.8675 | 2790.3569 | 23.5107 | 754.5216 | 2761.7815 | -2007.2598 |
| Avg Daily Profit (%) | 1.2626 | 1.252 | 0.0105 | 0.0963 | 0.1506 | 0 |
| Buy And Hold Return (%) | 238.0369 | 238.0369 | 238.0369 | 238.0369 | 238.0369 | 238.0369 |
| Max Trade Drawdown | -143764 | -91182 | -71837 | -4746947 | -2083351 | -3176925 |
| Profit Factor | 5.6794 | 11.1804 | 1.0718 | 1.0714 | 1.6632 | 0.6865 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
| Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
| Profitability (%) | 41.1765 | 33.3333 | 48.8372 | 41.1765 | 33.3333 | 48.8372 |
| Ratio Avg Win / Avg Loss | 8.1135 | 22.3608 | 1.1229 | 1.5306 | 3.3264 | 0.7192 |
| Largest Winning Trade | 2760379 | 2760379 | 41181 | 3866490 | 3866490 | 870095 |
| Largest Losing Trade | -43437 | -43437 | -41431 | -1920369 | -694867 | -1920369 |
| Avg Bars in Trades | 73 | 93 | 54 | 73 | 93 | 54 |
| Avg Bars in Winners | 99 | 156 | 61 | 99 | 156 | 61 |
| Avg Bars in Losers | 56 | 62 | 48 | 56 | 62 | 48 |
| Bars Traded | 6282 | 3943 | 2338 | 6282 | 3943 | 2338 |
| 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 | 671633 | 563344 | -486416 | -211010 | 155795 | -581179 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6686,
"evaluation_days": 2228.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571702400000,
"last_datapoint_time": 1760256000000,
"evaluation_time": 1760282144284,
"expiration_time": 1766032704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 139,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 34,
"offset": 0,
"std": 2.30896
}
}
} {
"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": [
[
2813867.5259954087,
2790356.8556158682,
23510.6703795414,
754521.6480380342,
2761781.4842337486,
-2007259.8361957122
],
[
2813.867526,
2790.356856,
23.51067,
754.521648,
2761.781484,
-2007.259836
],
[
1.262577,
1.252028,
0.010549,
0.096309,
0.150608,
0
],
[
238.036937,
238.036937,
238.036937,
238.036937,
238.036937,
238.036937
],
[
-143764,
-91182,
-71837,
-4746947,
-2083351,
-3176925
],
[
5.679429,
11.180389,
1.071846,
1.071407,
1.663188,
0.686465
],
[
85,
42,
43,
85,
42,
43
],
[
35,
14,
21,
35,
14,
21
],
[
50,
28,
22,
50,
28,
22
],
[
41.176471,
33.333333,
48.837209,
41.176471,
33.333333,
48.837209
],
[
8.113471,
22.360778,
1.122887,
1.530582,
3.326376,
0.719154
],
[
2760379,
2760379,
41181,
3866490,
3866490,
870095
],
[
-43437,
-43437,
-41431,
-1920369,
-694867,
-1920369
],
[
73,
93,
54,
73,
93,
54
],
[
99,
156,
61,
99,
156,
61
],
[
56,
62,
48,
56,
62,
48
],
[
6282,
3943,
2338,
6282,
3943,
2338
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
671633,
563344,
-486416,
-211010,
155795,
-581179
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6686,
"evaluation_days": 2228.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571702400000,
"last_datapoint_time": 1760256000000,
"evaluation_time": 1760282144284,
"expiration_time": 1766032704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 139,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 34,
"offset": 0,
"std": 2.30896
}
}
}
| # | 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) |
|---|