| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1377032.9424 | 1297972.9192 | 79060.0231 | 3512817.866 | 1675040.2441 | 1837777.6219 |
| Total P&L (%) | 1377.0329 | 1297.9729 | 79.06 | 3512.8179 | 1675.0402 | 1837.7776 |
| Avg Daily Profit (%) | 0.6612 | 0.6233 | 0.038 | 0.1724 | 0.1382 | 0.1424 |
| Buy And Hold Return (%) | 490.8761 | 490.8761 | 490.8761 | 490.8761 | 490.8761 | 490.8761 |
| Max Trade Drawdown | -91230 | -68623 | -124893 | -3770180 | -2864873 | -2208389 |
| Profit Factor | 2.2029 | 3.3971 | 1.1311 | 1.1675 | 1.1655 | 1.1694 |
| Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
| Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Losing Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Profitability (%) | 36.9176 | 37.1429 | 36.6906 | 36.9176 | 37.1429 | 36.6906 |
| Ratio Avg Win / Avg Loss | 3.7642 | 5.749 | 1.9516 | 1.9949 | 1.9723 | 2.0178 |
| Largest Winning Trade | 938292 | 938292 | 49968 | 1611225 | 1611225 | 1218993 |
| Largest Losing Trade | -40060 | -24231 | -40060 | -895796 | -706508 | -895796 |
| Avg Bars in Trades | 88 | 78 | 99 | 88 | 78 | 99 |
| Avg Bars in Winners | 159 | 134 | 184 | 159 | 134 | 184 |
| Avg Bars in Losers | 47 | 44 | 50 | 47 | 44 | 50 |
| Bars Traded | 24743 | 10945 | 13798 | 24743 | 10945 | 13798 |
| 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 | 333335 | 343487 | -388588 | -30995 | -53439 | -43362 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580054400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758911877617,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 36,
"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": [
[
1377032.9423576985,
1297972.9192429436,
79060.0231147543,
3512817.865971628,
1675040.2441107929,
1837777.6218608317
],
[
1377.032942,
1297.972919,
79.060023,
3512.817866,
1675.040244,
1837.777622
],
[
0.66124,
0.623276,
0.037964,
0.172397,
0.138218,
0.142436
],
[
490.876071,
490.876071,
490.876071,
490.876071,
490.876071,
490.876071
],
[
-91230,
-68623,
-124893,
-3770180,
-2864873,
-2208389
],
[
2.202911,
3.397132,
1.13105,
1.167497,
1.165458,
1.1694
],
[
279,
140,
139,
279,
140,
139
],
[
103,
52,
51,
103,
52,
51
],
[
176,
88,
88,
176,
88,
88
],
[
36.917563,
37.142857,
36.690647,
36.917563,
37.142857,
36.690647
],
[
3.764197,
5.748993,
1.951616,
1.994946,
1.972313,
2.017788
],
[
938292,
938292,
49968,
1611225,
1611225,
1218993
],
[
-40060,
-24231,
-40060,
-895796,
-706508,
-895796
],
[
88,
78,
99,
88,
78,
99
],
[
159,
134,
184,
159,
134,
184
],
[
47,
44,
50,
47,
44,
50
],
[
24743,
10945,
13798,
24743,
10945,
13798
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333335,
343487,
-388588,
-30995,
-53439,
-43362
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580054400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758911877617,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 36,
"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) |
|---|