| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2100093.864 | 2040701.2693 | 59392.5948 | 1371398.2847 | 1759103.1335 | -387704.8488 |
| Total P&L (%) | 2100.0939 | 2040.7013 | 59.3926 | 1371.3983 | 1759.1031 | -387.7048 |
| Avg Daily Profit (%) | 1.0084 | 0.9799 | 0.0285 | 0.1292 | 0.1404 | 0 |
| Buy And Hold Return (%) | 468.2549 | 468.2549 | 468.2549 | 468.2549 | 468.2549 | 468.2549 |
| Max Trade Drawdown | -147572 | -138064 | -39075 | -6939356 | -7070850 | -1234853 |
| Profit Factor | 4.5213 | 5.2428 | 1.5146 | 1.0795 | 1.1263 | 0.8828 |
| Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
| Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
| Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
| Profitability (%) | 30.8176 | 22.7848 | 38.75 | 30.8176 | 22.7848 | 38.75 |
| Ratio Avg Win / Avg Loss | 10.1499 | 17.7673 | 2.3941 | 2.4235 | 3.8168 | 1.3954 |
| Largest Winning Trade | 1945799 | 1945799 | 26246 | 4989654 | 4989654 | 653178 |
| Largest Losing Trade | -41650 | -41650 | -9340 | -3238830 | -3238830 | -312408 |
| Avg Bars in Trades | 148 | 294 | 3 | 148 | 294 | 3 |
| Avg Bars in Winners | 309 | 833 | 4 | 309 | 833 | 4 |
| Avg Bars in Losers | 76 | 135 | 3 | 76 | 135 | 3 |
| Bars Traded | 23611 | 23300 | 311 | 23611 | 23300 | 311 |
| Profit Streak | 0 | 96.6931 | 0 | 0 | 96.6931 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 445425 | -46585 | -341606 | -161848 | -154079 | -602666 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580486400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758911880359,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.64406,
"nb": 0.06157,
"nc": 0.89005
}
}
}
{
"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": [
[
2100093.864037047,
2040701.2692749305,
59392.5947621172,
1371398.2847073725,
1759103.133506106,
-387704.8487987328
],
[
2100.093864,
2040.701269,
59.392595,
1371.398285,
1759.103134,
-387.704849
],
[
1.008448,
0.979929,
0.02852,
0.129197,
0.140443,
0
],
[
468.254855,
468.254855,
468.254855,
468.254855,
468.254855,
468.254855
],
[
-147572,
-138064,
-39075,
-6939356,
-7070850,
-1234853
],
[
4.521339,
5.242804,
1.514617,
1.079542,
1.126258,
0.882818
],
[
159,
79,
80,
159,
79,
80
],
[
49,
18,
31,
49,
18,
31
],
[
110,
61,
49,
110,
61,
49
],
[
30.81761,
22.78481,
38.75,
30.81761,
22.78481,
38.75
],
[
10.149944,
17.76728,
2.394071,
2.423462,
3.816765,
1.395422
],
[
1945799,
1945799,
26246,
4989654,
4989654,
653178
],
[
-41650,
-41650,
-9340,
-3238830,
-3238830,
-312408
],
[
148,
294,
3,
148,
294,
3
],
[
309,
833,
4,
309,
833,
4
],
[
76,
135,
3,
76,
135,
3
],
[
23611,
23300,
311,
23611,
23300,
311
],
[
0,
96.69306,
0,
0,
96.69306,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
445425,
-46585,
-341606,
-161848,
-154079,
-602666
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580486400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758911880359,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.64406,
"nb": 0.06157,
"nc": 0.89005
}
}
}
| # | 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) |
|---|