| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2402838.4559 | 2375210.6179 | 27627.838 | 1001870.6444 | 1462762.1216 | -460891.4773 |
| Total P&L (%) | 2402.8385 | 2375.2106 | 27.6278 | 1001.8706 | 1462.7621 | -460.8915 |
| Avg Daily Profit (%) | 1.0796 | 1.0672 | 0.0124 | 0.1079 | 0.1236 | 0 |
| Buy And Hold Return (%) | 248.6904 | 248.6904 | 248.6904 | 248.6904 | 248.6904 | 248.6904 |
| Max Trade Drawdown | -111107 | -90423 | -68915 | -3985862 | -2458611 | -2375851 |
| Profit Factor | 4.5327 | 8.8595 | 1.0731 | 1.0785 | 1.2396 | 0.9307 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
| Profitability (%) | 27.8351 | 29.1667 | 26.5306 | 27.8351 | 29.1667 | 26.5306 |
| Ratio Avg Win / Avg Loss | 11.7515 | 21.516 | 2.9717 | 2.7961 | 3.0103 | 2.5774 |
| Largest Winning Trade | 2269615 | 2269615 | 53275 | 2416294 | 2416294 | 1172842 |
| Largest Losing Trade | -51835 | -30828 | -51835 | -1799050 | -1546827 | -1799050 |
| Avg Bars in Trades | 66 | 55 | 76 | 66 | 55 | 76 |
| Avg Bars in Winners | 178 | 140 | 219 | 178 | 140 | 219 |
| Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
| Bars Traded | 6420 | 2667 | 3752 | 6420 | 2667 | 3752 |
| 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 | 136793 | 380314 | -504293 | -200867 | -38883 | -601250 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6677,
"evaluation_days": 2225.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572624000000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760011397410,
"expiration_time": 1765765728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 8,
"offset": 0,
"std": 3.28796
}
}
} {
"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": [
[
2402838.455891651,
2375210.617896953,
27627.8379946976,
1001870.6443639044,
1462762.1216180408,
-460891.4772541357
],
[
2402.838456,
2375.210618,
27.627838,
1001.870644,
1462.762122,
-460.891477
],
[
1.079602,
1.067189,
0.012413,
0.107873,
0.123591,
0
],
[
248.690385,
248.690385,
248.690385,
248.690385,
248.690385,
248.690385
],
[
-111107,
-90423,
-68915,
-3985862,
-2458611,
-2375851
],
[
4.53271,
8.859549,
1.073097,
1.078514,
1.239554,
0.930736
],
[
97,
48,
49,
97,
48,
49
],
[
27,
14,
13,
27,
14,
13
],
[
70,
34,
36,
70,
34,
36
],
[
27.835052,
29.166667,
26.530612,
27.835052,
29.166667,
26.530612
],
[
11.751471,
21.516049,
2.971653,
2.796148,
3.010345,
2.577424
],
[
2269615,
2269615,
53275,
2416294,
2416294,
1172842
],
[
-51835,
-30828,
-51835,
-1799050,
-1546827,
-1799050
],
[
66,
55,
76,
66,
55,
76
],
[
178,
140,
219,
178,
140,
219
],
[
22,
20,
24,
22,
20,
24
],
[
6420,
2667,
3752,
6420,
2667,
3752
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
136793,
380314,
-504293,
-200867,
-38883,
-601250
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6677,
"evaluation_days": 2225.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572624000000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760011397410,
"expiration_time": 1765765728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 8,
"offset": 0,
"std": 3.28796
}
}
}
| # | 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) |
|---|