| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -295567.4673 | 207061.9846 | -502629.4519 | -366156.6318 | 2955282.9502 | -3321439.5821 |
| Total P&L (%) | -295.5675 | 207.062 | -502.6295 | -366.1566 | 2955.283 | -3321.4396 |
| Avg Daily Profit (%) | -0.1331 | 0.0932 | -0.2263 | 0 | 0.1541 | 0 |
| Buy And Hold Return (%) | 313.4873 | 313.4873 | 313.4873 | 313.4873 | 313.4873 | 313.4873 |
| Max Trade Drawdown | -731737 | -113059 | -640906 | -5368067 | -504602 | -5368067 |
| Profit Factor | 0.729 | 1.7049 | 0.3692 | 0.9518 | 4.2925 | 0.504 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 38 | 17 | 21 | 37 | 21 | 16 |
| Losing Trades | 28 | 16 | 12 | 29 | 12 | 17 |
| Profitability (%) | 57.5758 | 51.5152 | 63.6364 | 56.0606 | 63.6364 | 48.4848 |
| Ratio Avg Win / Avg Loss | 0.5371 | 1.6046 | 0.211 | 0.746 | 2.4528 | 0.5355 |
| Largest Winning Trade | 70448 | 70448 | 52466 | 1706365 | 724789 | 1706365 |
| Largest Losing Trade | -546805 | -45861 | -546805 | -5368067 | -239091 | -5368067 |
| Avg Bars in Trades | 64 | 44 | 84 | 64 | 44 | 84 |
| Avg Bars in Winners | 78 | 44 | 105 | 43 | 41 | 46 |
| Avg Bars in Losers | 46 | 44 | 48 | 91 | 49 | 121 |
| Bars Traded | 4256 | 1460 | 2796 | 4256 | 1460 | 2796 |
| Profit Streak | 0 | 0 | 73.7078 | 19.7078 | 304.7078 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -708295 | -230876 | -578477 | -707935 | 649153 | -581392 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4442,
"evaluation_days": 2221,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1574640000000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759597155015,
"expiration_time": 1765336032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 53,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
-295567.4673038909,
207061.9846442582,
-502629.451948149,
-366156.6318450849,
2955282.9502368695,
-3321439.582081955
],
[
-295.567467,
207.061985,
-502.629452,
-366.156632,
2955.28295,
-3321.439582
],
[
-0.133079,
0.093229,
-0.226308,
0,
0.154079,
0
],
[
313.487298,
313.487298,
313.487298,
313.487298,
313.487298,
313.487298
],
[
-731737,
-113059,
-640906,
-5368067,
-504602,
-5368067
],
[
0.728968,
1.704901,
0.369173,
0.951783,
4.292471,
0.503995
],
[
66,
33,
33,
66,
33,
33
],
[
38,
17,
21,
37,
21,
16
],
[
28,
16,
12,
29,
12,
17
],
[
57.575758,
51.515152,
63.636364,
56.060606,
63.636364,
48.484848
],
[
0.537134,
1.604612,
0.210956,
0.745992,
2.452841,
0.535494
],
[
70448,
70448,
52466,
1706365,
724789,
1706365
],
[
-546805,
-45861,
-546805,
-5368067,
-239091,
-5368067
],
[
64,
44,
84,
64,
44,
84
],
[
78,
44,
105,
43,
41,
46
],
[
46,
44,
48,
91,
49,
121
],
[
4256,
1460,
2796,
4256,
1460,
2796
],
[
0,
0,
73.707813,
19.707813,
304.707813,
0
],
[
0,
0,
1,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-708295,
-230876,
-578477,
-707935,
649153,
-581392
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4442,
"evaluation_days": 2221,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1574640000000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759597155015,
"expiration_time": 1765336032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 53,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|