| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1190443.5251 | 1391932.558 | -201489.0329 | -96726.7393 | 695579.4765 | -792306.2158 |
| Total P&L (%) | 1190.4435 | 1391.9326 | -201.489 | -96.7267 | 695.5795 | -792.3062 |
| Avg Daily Profit (%) | 0.5366 | 0.6274 | -0.0908 | -0.154 | 0.0935 | 0 |
| Buy And Hold Return (%) | 213.2122 | 213.2122 | 213.2122 | 213.2122 | 213.2122 | 213.2122 |
| Max Trade Drawdown | -460114 | -262666 | -310743 | -1555191 | -799769 | -975353 |
| Profit Factor | 2.0606 | 3.6419 | 0.6617 | 0.9744 | 1.4345 | 0.6356 |
| Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
| Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Losing Trades | 92 | 43 | 49 | 92 | 43 | 49 |
| Profitability (%) | 39.0728 | 42.6667 | 35.5263 | 39.0728 | 42.6667 | 35.5263 |
| Ratio Avg Win / Avg Loss | 3.2132 | 4.8938 | 1.2008 | 1.5194 | 1.9276 | 1.1535 |
| Largest Winning Trade | 1483025 | 1483025 | 37978 | 1136448 | 1136448 | 298960 |
| Largest Losing Trade | -74508 | -49467 | -74508 | -432550 | -432550 | -301612 |
| Avg Bars in Trades | 42 | 51 | 33 | 42 | 51 | 33 |
| Avg Bars in Winners | 54 | 60 | 47 | 54 | 60 | 47 |
| Avg Bars in Losers | 34 | 45 | 25 | 34 | 45 | 25 |
| Bars Traded | 6425 | 3891 | 2534 | 6425 | 3891 | 2534 |
| Profit Streak | 0 | 102.7282 | 0 | 0 | 102.7282 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 375443 | -40240 | -634198 | -581458 | -126974 | -634198 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6656,
"evaluation_days": 2218.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573660800000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759397312408,
"expiration_time": 1765142784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 161,
"offset": 0,
"multiplier": 3.36537
}
}
} {
"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": [
[
1190443.525097551,
1391932.5580018698,
-201489.0329043192,
-96726.7392640781,
695579.476490625,
-792306.2157547026
],
[
1190.443525,
1391.932558,
-201.489033,
-96.726739,
695.579476,
-792.306216
],
[
0.536557,
0.627373,
-0.090815,
-0.154,
0.093519,
0
],
[
213.212238,
213.212238,
213.212238,
213.212238,
213.212238,
213.212238
],
[
-460114,
-262666,
-310743,
-1555191,
-799769,
-975353
],
[
2.060624,
3.64189,
0.661664,
0.97438,
1.434459,
0.635619
],
[
151,
75,
76,
151,
75,
76
],
[
59,
32,
27,
59,
32,
27
],
[
92,
43,
49,
92,
43,
49
],
[
39.072848,
42.666667,
35.526316,
39.072848,
42.666667,
35.526316
],
[
3.213177,
4.89379,
1.200797,
1.519372,
1.927555,
1.153532
],
[
1483025,
1483025,
37978,
1136448,
1136448,
298960
],
[
-74508,
-49467,
-74508,
-432550,
-432550,
-301612
],
[
42,
51,
33,
42,
51,
33
],
[
54,
60,
47,
54,
60,
47
],
[
34,
45,
25,
34,
45,
25
],
[
6425,
3891,
2534,
6425,
3891,
2534
],
[
0,
102.728153,
0,
0,
102.728153,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
375443,
-40240,
-634198,
-581458,
-126974,
-634198
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6656,
"evaluation_days": 2218.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573660800000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759397312408,
"expiration_time": 1765142784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 161,
"offset": 0,
"multiplier": 3.36537
}
}
}
| # | 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) |
|---|