| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1982890.5723 | 1930187.2838 | 52703.2885 | 1847238.6523 | 9830831.8346 | -7983593.1822 |
| Total P&L (%) | 1982.8906 | 1930.1873 | 52.7033 | 1847.2387 | 9830.8318 | -7983.5932 |
| Avg Daily Profit (%) | 0.8971 | 0.8733 | 0.0238 | 0.1344 | 0.2083 | 0 |
| Buy And Hold Return (%) | 824.9488 | 824.9488 | 824.9488 | 824.9488 | 824.9488 | 824.9488 |
| Max Trade Drawdown | -116344 | -94794 | -98952 | -13201003 | -5367514 | -10857589 |
| Profit Factor | 3.0715 | 5.7316 | 1.096 | 1.0306 | 1.4239 | 0.7857 |
| Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
| Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
| Losing Trades | 133 | 70 | 63 | 133 | 70 | 63 |
| Profitability (%) | 42.9185 | 40.1709 | 45.6897 | 42.9185 | 40.1709 | 45.6897 |
| Ratio Avg Win / Avg Loss | 4.0851 | 8.5364 | 1.3027 | 1.3706 | 2.1206 | 0.934 |
| Largest Winning Trade | 1737710 | 1737710 | 45795 | 10934052 | 10934052 | 4035954 |
| Largest Losing Trade | -52485 | -24775 | -52485 | -7589947 | -1389650 | -7589947 |
| Avg Bars in Trades | 55 | 47 | 64 | 55 | 47 | 64 |
| Avg Bars in Winners | 91 | 79 | 102 | 91 | 79 | 102 |
| Avg Bars in Losers | 28 | 25 | 32 | 28 | 25 | 32 |
| Bars Traded | 13005 | 5516 | 7489 | 13005 | 5516 | 7489 |
| 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 | 481889 | 463376 | -443695 | -206914 | 215801 | -582700 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1569902400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758814260513,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1982890.5722699163,
1930187.2838001836,
52703.2884697355,
1847238.6523343492,
9830831.834551053,
-7983593.182216716
],
[
1982.890572,
1930.187284,
52.703288,
1847.238652,
9830.831835,
-7983.593182
],
[
0.897102,
0.873258,
0.023844,
0.134414,
0.20825,
0
],
[
824.948829,
824.948829,
824.948829,
824.948829,
824.948829,
824.948829
],
[
-116344,
-94794,
-98952,
-13201003,
-5367514,
-10857589
],
[
3.071541,
5.731604,
1.095951,
1.030557,
1.423858,
0.785729
],
[
233,
117,
116,
233,
117,
116
],
[
100,
47,
53,
100,
47,
53
],
[
133,
70,
63,
133,
70,
63
],
[
42.918455,
40.17094,
45.689655,
42.918455,
40.17094,
45.689655
],
[
4.085149,
8.536432,
1.302735,
1.37064,
2.12064,
0.93398
],
[
1737710,
1737710,
45795,
10934052,
10934052,
4035954
],
[
-52485,
-24775,
-52485,
-7589947,
-1389650,
-7589947
],
[
55,
47,
64,
55,
47,
64
],
[
91,
79,
102,
91,
79,
102
],
[
28,
25,
32,
28,
25,
32
],
[
13005,
5516,
7489,
13005,
5516,
7489
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
481889,
463376,
-443695,
-206914,
215801,
-582700
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1569902400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758814260513,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|