| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2728723.6509 | 2547234.5014 | 181489.1495 | 33045389.5981 | 13865877.4756 | 19179512.1225 |
| Total P&L (%) | 2728.7237 | 2547.2345 | 181.4892 | 33045.3896 | 13865.8775 | 19179.5121 |
| Avg Daily Profit (%) | 1.3103 | 1.2232 | 0.0872 | 0.2791 | 0.2375 | 0.253 |
| Buy And Hold Return (%) | 489.0788 | 489.0788 | 489.0788 | 489.0788 | 489.0788 | 489.0788 |
| Max Trade Drawdown | -130229 | -71745 | -133208 | -39774211 | -28016830 | -22831972 |
| Profit Factor | 4.0827 | 6.9988 | 1.3941 | 1.2032 | 1.1573 | 1.2575 |
| Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
| Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
| Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
| Profitability (%) | 49 | 44 | 54 | 49 | 44 | 54 |
| Ratio Avg Win / Avg Loss | 4.2493 | 8.9076 | 1.1875 | 1.2523 | 1.4729 | 1.0712 |
| Largest Winning Trade | 2182839 | 2182839 | 50152 | 18077013 | 18077013 | 9661713 |
| Largest Losing Trade | -39816 | -33098 | -39816 | -11372290 | -11372290 | -7174060 |
| Avg Bars in Trades | 123 | 120 | 126 | 123 | 120 | 126 |
| Avg Bars in Winners | 168 | 170 | 167 | 168 | 170 | 167 |
| Avg Bars in Losers | 80 | 81 | 79 | 80 | 81 | 79 |
| Bars Traded | 24742 | 12052 | 12690 | 24742 | 12052 | 12690 |
| 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 | 735921 | 656861 | -241494 | 319103 | -41776 | 307652 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579831200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758795597444,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 101,
"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": [
[
2728723.6509481673,
2547234.501420907,
181489.1495272603,
33045389.598098263,
13865877.475581726,
19179512.122516554
],
[
2728.723651,
2547.234501,
181.48915,
33045.389598,
13865.877476,
19179.512123
],
[
1.310311,
1.223162,
0.08715,
0.279068,
0.237458,
0.252979
],
[
489.078795,
489.078795,
489.078795,
489.078795,
489.078795,
489.078795
],
[
-130229,
-71745,
-133208,
-39774211,
-28016830,
-22831972
],
[
4.082687,
6.99883,
1.394066,
1.203196,
1.157285,
1.257545
],
[
200,
100,
100,
200,
100,
100
],
[
98,
44,
54,
98,
44,
54
],
[
102,
56,
46,
102,
56,
46
],
[
49,
44,
54,
49,
44,
54
],
[
4.249327,
8.907602,
1.187538,
1.252306,
1.472908,
1.071242
],
[
2182839,
2182839,
50152,
18077013,
18077013,
9661713
],
[
-39816,
-33098,
-39816,
-11372290,
-11372290,
-7174060
],
[
123,
120,
126,
123,
120,
126
],
[
168,
170,
167,
168,
170,
167
],
[
80,
81,
79,
80,
81,
79
],
[
24742,
12052,
12690,
24742,
12052,
12690
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
735921,
656861,
-241494,
319103,
-41776,
307652
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579831200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758795597444,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 101,
"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) |
|---|