| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2228717.1661 | 2037016.2129 | 191700.9532 | 23093347.7294 | 10395984.9757 | 12697362.7537 |
| Total P&L (%) | 2228.7172 | 2037.0162 | 191.701 | 23093.3477 | 10395.985 | 12697.3628 |
| Avg Daily Profit (%) | 1.0042 | 0.9179 | 0.0864 | 0.2457 | 0.2099 | 0.2189 |
| Buy And Hold Return (%) | 230.7528 | 230.7528 | 230.7528 | 230.7528 | 230.7528 | 230.7528 |
| Max Trade Drawdown | -117778 | -58602 | -78558 | -97207189 | -44062519 | -63453466 |
| Profit Factor | 6.1181 | 11.2785 | 1.8079 | 1.1096 | 1.1058 | 1.1129 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Profitability (%) | 55.9322 | 55.1724 | 56.6667 | 55.9322 | 55.1724 | 56.6667 |
| Ratio Avg Win / Avg Loss | 4.8204 | 9.1638 | 1.3825 | 0.8742 | 0.8985 | 0.8511 |
| Largest Winning Trade | 1775730 | 1775730 | 46307 | 24637581 | 24637581 | 21903946 |
| Largest Losing Trade | -43854 | -43854 | -35269 | -33346252 | -17245523 | -33346252 |
| Avg Bars in Trades | 108 | 126 | 91 | 108 | 126 | 91 |
| Avg Bars in Winners | 143 | 164 | 124 | 143 | 164 | 124 |
| Avg Bars in Losers | 64 | 80 | 49 | 64 | 80 | 49 |
| Bars Traded | 6427 | 3678 | 2749 | 6427 | 3678 | 2749 |
| 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 | -156859 | 806830 | -240278 | -271941 | -97087 | -88965 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6658,
"evaluation_days": 2219.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573862400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759482114894,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 67,
"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": [
[
2228717.1660588915,
2037016.2128624832,
191700.9531964067,
23093347.72939998,
10395984.97573124,
12697362.753668722
],
[
2228.717166,
2037.016213,
191.700953,
23093.347729,
10395.984976,
12697.362754
],
[
1.00423,
0.917852,
0.086378,
0.245711,
0.209904,
0.218856
],
[
230.752783,
230.752783,
230.752783,
230.752783,
230.752783,
230.752783
],
[
-117778,
-58602,
-78558,
-97207189,
-44062519,
-63453466
],
[
6.118141,
11.278507,
1.807936,
1.109595,
1.10579,
1.112921
],
[
59,
29,
30,
59,
29,
30
],
[
33,
16,
17,
33,
16,
17
],
[
26,
13,
13,
26,
13,
13
],
[
55.932203,
55.172414,
56.666667,
55.932203,
55.172414,
56.666667
],
[
4.820353,
9.163787,
1.38254,
0.874226,
0.898454,
0.851057
],
[
1775730,
1775730,
46307,
24637581,
24637581,
21903946
],
[
-43854,
-43854,
-35269,
-33346252,
-17245523,
-33346252
],
[
108,
126,
91,
108,
126,
91
],
[
143,
164,
124,
143,
164,
124
],
[
64,
80,
49,
64,
80,
49
],
[
6427,
3678,
2749,
6427,
3678,
2749
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-156859,
806830,
-240278,
-271941,
-97087,
-88965
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6658,
"evaluation_days": 2219.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573862400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759482114894,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 67,
"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) |
|---|