| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1902017.2441 | 1817929.6775 | 84087.5666 | 1793493.6094 | 3334245.4042 | -1540751.7948 |
| Total P&L (%) | 1902.0172 | 1817.9297 | 84.0876 | 1793.4936 | 3334.2454 | -1540.7518 |
| Avg Daily Profit (%) | 0.8588 | 0.8209 | 0.038 | 0.1329 | 0.1598 | 0 |
| Buy And Hold Return (%) | 566.3239 | 566.3239 | 566.3239 | 566.3239 | 566.3239 | 566.3239 |
| Max Trade Drawdown | -106795 | -83722 | -82290 | -7372993 | -4722023 | -3711456 |
| Profit Factor | 4.2788 | 7.1293 | 1.2966 | 1.0859 | 1.3397 | 0.8607 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
| Profitability (%) | 40.8602 | 40.4255 | 41.3043 | 40.8602 | 40.4255 | 41.3043 |
| Ratio Avg Win / Avg Loss | 6.193 | 10.5063 | 1.8425 | 1.5717 | 1.9742 | 1.2231 |
| Largest Winning Trade | 1672010 | 1672010 | 58912 | 4773019 | 4773019 | 1712752 |
| Largest Losing Trade | -52692 | -52692 | -38393 | -1827261 | -1492457 | -1827261 |
| Avg Bars in Trades | 69 | 67 | 71 | 69 | 67 | 71 |
| Avg Bars in Winners | 114 | 102 | 125 | 114 | 102 | 125 |
| Avg Bars in Losers | 38 | 43 | 33 | 38 | 43 | 33 |
| Bars Traded | 6457 | 3180 | 3277 | 6457 | 3180 | 3277 |
| 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 | 517835 | 545244 | -310093 | -146399 | 170914 | -582419 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6644,
"evaluation_days": 2214.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1568304000000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759070719169,
"expiration_time": 1764786816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 232,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 21,
"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": [
[
1902017.2441223697,
1817929.677489274,
84087.5666330952,
1793493.6094317548,
3334245.4041857594,
-1540751.7947540025
],
[
1902.017244,
1817.929677,
84.087567,
1793.493609,
3334.245404,
-1540.751795
],
[
0.858826,
0.820858,
0.037968,
0.132885,
0.159807,
0
],
[
566.323907,
566.323907,
566.323907,
566.323907,
566.323907,
566.323907
],
[
-106795,
-83722,
-82290,
-7372993,
-4722023,
-3711456
],
[
4.27877,
7.129289,
1.296601,
1.085905,
1.339659,
0.860707
],
[
93,
47,
46,
93,
47,
46
],
[
38,
19,
19,
38,
19,
19
],
[
55,
28,
27,
55,
28,
27
],
[
40.860215,
40.425532,
41.304348,
40.860215,
40.425532,
41.304348
],
[
6.192956,
10.506321,
1.842539,
1.571704,
1.974234,
1.223111
],
[
1672010,
1672010,
58912,
4773019,
4773019,
1712752
],
[
-52692,
-52692,
-38393,
-1827261,
-1492457,
-1827261
],
[
69,
67,
71,
69,
67,
71
],
[
114,
102,
125,
114,
102,
125
],
[
38,
43,
33,
38,
43,
33
],
[
6457,
3180,
3277,
6457,
3180,
3277
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
517835,
545244,
-310093,
-146399,
170914,
-582419
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6644,
"evaluation_days": 2214.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1568304000000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759070719169,
"expiration_time": 1764786816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 232,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 21,
"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) |
|---|