| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2559528.4877 | 2329544.6522 | 229983.8355 | 40741747.2053 | 4976965.873 | 35764781.3322 |
| Total P&L (%) | 2559.5285 | 2329.5447 | 229.9838 | 40741.7472 | 4976.9659 | 35764.7813 |
| Avg Daily Profit (%) | 1.1533 | 1.0497 | 0.1036 | 0.2713 | 0.1771 | 0.2654 |
| Buy And Hold Return (%) | 345.9049 | 345.9049 | 345.9049 | 345.9049 | 345.9049 | 345.9049 |
| Max Trade Drawdown | -84472 | -72705 | -62844 | -52926194 | -48752333 | -16887370 |
| Profit Factor | 5.612 | 9.1659 | 1.8527 | 1.2604 | 1.0484 | 1.6674 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 53.0864 | 55 | 51.2195 | 53.0864 | 55 | 51.2195 |
| Ratio Avg Win / Avg Loss | 4.9594 | 7.4994 | 1.7645 | 1.1139 | 0.8578 | 1.588 |
| Largest Winning Trade | 2008815 | 2008815 | 51298 | 30155703 | 30155703 | 17406410 |
| Largest Losing Trade | -41672 | -41672 | -40004 | -25794614 | -25794614 | -6705993 |
| Avg Bars in Trades | 79 | 97 | 62 | 79 | 97 | 62 |
| Avg Bars in Winners | 106 | 131 | 81 | 106 | 131 | 81 |
| Avg Bars in Losers | 48 | 55 | 42 | 48 | 55 | 42 |
| Bars Traded | 6434 | 3887 | 2547 | 6434 | 3887 | 2547 |
| 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 | 210200 | 806772 | -216703 | -7388 | -160444 | 430160 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6658,
"evaluation_days": 2219.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572307200000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759472000928,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 142,
"offset": 18
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 63,
"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": [
[
2559528.48770316,
2329544.6521865875,
229983.8355165726,
40741747.20525236,
4976965.873028829,
35764781.332223505
],
[
2559.528488,
2329.544652,
229.983836,
40741.747205,
4976.965873,
35764.781332
],
[
1.153289,
1.049661,
0.103628,
0.271273,
0.177115,
0.265402
],
[
345.904855,
345.904855,
345.904855,
345.904855,
345.904855,
345.904855
],
[
-84472,
-72705,
-62844,
-52926194,
-48752333,
-16887370
],
[
5.611989,
9.165943,
1.852749,
1.260437,
1.048392,
1.667396
],
[
81,
40,
41,
81,
40,
41
],
[
43,
22,
21,
43,
22,
21
],
[
38,
18,
20,
38,
18,
20
],
[
53.08642,
55,
51.219512,
53.08642,
55,
51.219512
],
[
4.959432,
7.499408,
1.764522,
1.113874,
0.857775,
1.587996
],
[
2008815,
2008815,
51298,
30155703,
30155703,
17406410
],
[
-41672,
-41672,
-40004,
-25794614,
-25794614,
-6705993
],
[
79,
97,
62,
79,
97,
62
],
[
106,
131,
81,
106,
131,
81
],
[
48,
55,
42,
48,
55,
42
],
[
6434,
3887,
2547,
6434,
3887,
2547
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
210200,
806772,
-216703,
-7388,
-160444,
430160
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6658,
"evaluation_days": 2219.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572307200000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759472000928,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 142,
"offset": 18
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 63,
"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) |
|---|