| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3848044.8671 | 3953989.9293 | -105945.0621 | -37867.8175 | 213372.121 | -251239.9385 |
| Total P&L (%) | 3848.0449 | 3953.9899 | -105.9451 | -37.8678 | 213.3721 | -251.2399 |
| Avg Daily Profit (%) | 1.7298 | 1.7775 | -0.0476 | -0.0214 | 0.0514 | 0 |
| Buy And Hold Return (%) | 308.0392 | 308.0392 | 308.0392 | 308.0392 | 308.0392 | 308.0392 |
| Max Trade Drawdown | -167212 | -105754 | -113747 | -1440050 | -1223830 | -359299 |
| Profit Factor | 6.3244 | 10.3554 | 0.6469 | 0.9897 | 1.0847 | 0.7811 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
| Profitability (%) | 37.931 | 30.2326 | 45.4545 | 37.931 | 30.2326 | 45.4545 |
| Ratio Avg Win / Avg Loss | 10.349 | 23.8971 | 0.7763 | 1.6195 | 2.5031 | 0.9374 |
| Largest Winning Trade | 4062998 | 4062998 | 46009 | 1466098 | 1466098 | 262809 |
| Largest Losing Trade | -52614 | -48937 | -52614 | -611111 | -611111 | -242667 |
| Avg Bars in Trades | 48 | 64 | 32 | 48 | 64 | 32 |
| Avg Bars in Winners | 67 | 109 | 39 | 67 | 109 | 39 |
| Avg Bars in Losers | 37 | 44 | 27 | 37 | 44 | 27 |
| Bars Traded | 4220 | 2771 | 1448 | 4220 | 2771 | 1448 |
| 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 | 649449 | 536626 | -582487 | -582461 | -424033 | -582487 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4449,
"evaluation_days": 2224.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572220800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759927964775,
"expiration_time": 1765647504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 89,
"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": [
[
3848044.8671477037,
3953989.929279512,
-105945.0621318088,
-37867.817536894,
213372.1210041221,
-251239.9385410163
],
[
3848.044867,
3953.989929,
-105.945062,
-37.867818,
213.372121,
-251.239939
],
[
1.729847,
1.777474,
-0.047626,
-0.021392,
0.051361,
0
],
[
308.039216,
308.039216,
308.039216,
308.039216,
308.039216,
308.039216
],
[
-167212,
-105754,
-113747,
-1440050,
-1223830,
-359299
],
[
6.324384,
10.355423,
0.646944,
0.989677,
1.084656,
0.781132
],
[
87,
43,
44,
87,
43,
44
],
[
33,
13,
20,
33,
13,
20
],
[
54,
30,
24,
54,
30,
24
],
[
37.931034,
30.232558,
45.454545,
37.931034,
30.232558,
45.454545
],
[
10.348992,
23.89713,
0.776332,
1.619472,
2.503053,
0.937358
],
[
4062998,
4062998,
46009,
1466098,
1466098,
262809
],
[
-52614,
-48937,
-52614,
-611111,
-611111,
-242667
],
[
48,
64,
32,
48,
64,
32
],
[
67,
109,
39,
67,
109,
39
],
[
37,
44,
27,
37,
44,
27
],
[
4220,
2771,
1448,
4220,
2771,
1448
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
649449,
536626,
-582487,
-582461,
-424033,
-582487
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4449,
"evaluation_days": 2224.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572220800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759927964775,
"expiration_time": 1765647504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 89,
"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) |
|---|