| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 4729066.1875 | 4723313.9267 | 5752.2608 | 361040.2337 | 1176826.168 | -815785.9343 |
| Total P&L (%) | 4729.0662 | 4723.3139 | 5.7523 | 361.0402 | 1176.8262 | -815.7859 |
| Avg Daily Profit (%) | 2.1283 | 2.1257 | 0.0026 | 0.0688 | 0.1147 | 0 |
| Buy And Hold Return (%) | 986.1125 | 986.1125 | 986.1125 | 986.1125 | 986.1125 | 986.1125 |
| Max Trade Drawdown | -186462 | -129794 | -68335 | -5063333 | -4246975 | -1548386 |
| Profit Factor | 5.862 | 7.8337 | 1.0204 | 1.0223 | 1.1003 | 0.8159 |
| Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
| Winning Trades | 62 | 24 | 38 | 62 | 24 | 38 |
| Losing Trades | 155 | 84 | 71 | 155 | 84 | 71 |
| Profitability (%) | 28.5714 | 22.2222 | 34.8624 | 28.5714 | 22.2222 | 34.8624 |
| Ratio Avg Win / Avg Loss | 14.6549 | 27.4179 | 1.9066 | 2.5559 | 3.8512 | 1.5245 |
| Largest Winning Trade | 4707311 | 4707311 | 29669 | 5409458 | 5409458 | 626810 |
| Largest Losing Trade | -39952 | -39952 | -21950 | -1147004 | -1147004 | -608403 |
| Avg Bars in Trades | 19 | 35 | 4 | 19 | 35 | 4 |
| Avg Bars in Winners | 43 | 98 | 8 | 43 | 98 | 8 |
| Avg Bars in Losers | 10 | 16 | 2 | 10 | 16 | 2 |
| Bars Traded | 4275 | 3781 | 494 | 4275 | 3781 | 494 |
| 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 | 308540 | -20999 | -557942 | -474345 | -296450 | -583873 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4444,
"evaluation_days": 2222,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569542400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759710278952,
"expiration_time": 1765425024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 217,
"offset": 0,
"std": 1.55486
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
4729066.187460703,
4723313.926673119,
5752.2607875829,
361040.2336945605,
1176826.168042683,
-815785.9343481248
],
[
4729.066187,
4723.313927,
5.752261,
361.040234,
1176.826168,
-815.785934
],
[
2.128293,
2.125704,
0.002589,
0.068805,
0.11469,
0
],
[
986.112494,
986.112494,
986.112494,
986.112494,
986.112494,
986.112494
],
[
-186462,
-129794,
-68335,
-5063333,
-4246975,
-1548386
],
[
5.861969,
7.833688,
1.020435,
1.022341,
1.100335,
0.815906
],
[
217,
108,
109,
217,
108,
109
],
[
62,
24,
38,
62,
24,
38
],
[
155,
84,
71,
155,
84,
71
],
[
28.571429,
22.222222,
34.862385,
28.571429,
22.222222,
34.862385
],
[
14.654922,
27.417908,
1.906603,
2.555853,
3.851172,
1.524456
],
[
4707311,
4707311,
29669,
5409458,
5409458,
626810
],
[
-39952,
-39952,
-21950,
-1147004,
-1147004,
-608403
],
[
19,
35,
4,
19,
35,
4
],
[
43,
98,
8,
43,
98,
8
],
[
10,
16,
2,
10,
16,
2
],
[
4275,
3781,
494,
4275,
3781,
494
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308540,
-20999,
-557942,
-474345,
-296450,
-583873
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4444,
"evaluation_days": 2222,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569542400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759710278952,
"expiration_time": 1765425024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 217,
"offset": 0,
"std": 1.55486
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|