| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1458123.7118 | 1430551.9048 | 27571.807 | 584851.6403 | 1028455.1869 | -443603.5466 |
| Total P&L (%) | 1458.1237 | 1430.5519 | 27.5718 | 584.8516 | 1028.4552 | -443.6035 |
| Avg Daily Profit (%) | 0.6595 | 0.647 | 0.0125 | 0.0871 | 0.1097 | 0 |
| Buy And Hold Return (%) | 432.1209 | 432.1209 | 432.1209 | 432.1209 | 432.1209 | 432.1209 |
| Max Trade Drawdown | -187148 | -113305 | -98820 | -2845822 | -1992814 | -901625 |
| Profit Factor | 3.3227 | 5.6846 | 1.0855 | 1.1163 | 1.3663 | 0.8003 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
| Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
| Profitability (%) | 43.0769 | 44.6154 | 41.5385 | 43.0769 | 44.6154 | 41.5385 |
| Ratio Avg Win / Avg Loss | 4.3907 | 7.0567 | 1.5278 | 1.4751 | 1.6961 | 1.1264 |
| Largest Winning Trade | 1327446 | 1327446 | 63393 | 2805384 | 2805384 | 327607 |
| Largest Losing Trade | -33059 | -33059 | -29180 | -1055524 | -1055524 | -268795 |
| Avg Bars in Trades | 31 | 20 | 42 | 31 | 20 | 42 |
| Avg Bars in Winners | 58 | 29 | 89 | 58 | 29 | 89 |
| Avg Bars in Losers | 10 | 12 | 8 | 10 | 12 | 8 |
| Bars Traded | 4067 | 1305 | 2762 | 4067 | 1305 | 2762 |
| Profit Streak | 0 | 24.0541 | 0 | 0 | 24.0541 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 474902 | -115423 | -602546 | -227088 | -181664 | -714360 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1577102400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892672839,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 3,
"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": [
[
1458123.7117603144,
1430551.9047675978,
27571.8069927161,
584851.640341214,
1028455.1869048243,
-443603.5465636101
],
[
1458.123712,
1430.551905,
27.571807,
584.85164,
1028.455187,
-443.603547
],
[
0.659486,
0.647016,
0.01247,
0.087059,
0.109668,
0
],
[
432.120895,
432.120895,
432.120895,
432.120895,
432.120895,
432.120895
],
[
-187148,
-113305,
-98820,
-2845822,
-1992814,
-901625
],
[
3.322723,
5.684594,
1.085523,
1.116286,
1.36632,
0.800348
],
[
130,
65,
65,
130,
65,
65
],
[
56,
29,
27,
56,
29,
27
],
[
74,
36,
38,
74,
36,
38
],
[
43.076923,
44.615385,
41.538462,
43.076923,
44.615385,
41.538462
],
[
4.390741,
7.056737,
1.527773,
1.475093,
1.696122,
1.126415
],
[
1327446,
1327446,
63393,
2805384,
2805384,
327607
],
[
-33059,
-33059,
-29180,
-1055524,
-1055524,
-268795
],
[
31,
20,
42,
31,
20,
42
],
[
58,
29,
89,
58,
29,
89
],
[
10,
12,
8,
10,
12,
8
],
[
4067,
1305,
2762,
4067,
1305,
2762
],
[
0,
24.054084,
0,
0,
24.054084,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
474902,
-115423,
-602546,
-227088,
-181664,
-714360
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1577102400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892672839,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 3,
"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) |
|---|