| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 4095961.8208 | 3969274.3235 | 126687.4974 | 9050934.8064 | 2978051.4853 | 6072883.3211 |
| Total P&L (%) | 4095.9618 | 3969.2743 | 126.6875 | 9050.9348 | 2978.0515 | 6072.8833 |
| Avg Daily Profit (%) | 1.8482 | 1.7911 | 0.0572 | 0.204 | 0.1548 | 0.1862 |
| Buy And Hold Return (%) | 795.4848 | 795.4848 | 795.4848 | 795.4848 | 795.4848 | 795.4848 |
| Max Trade Drawdown | -93979 | -62870 | -44642 | -11815122 | -7609801 | -6855086 |
| Profit Factor | 12.8424 | 23.3162 | 1.7541 | 1.282 | 1.1881 | 1.3733 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 36.8421 | 31.0345 | 42.8571 | 36.8421 | 31.0345 | 42.8571 |
| Ratio Avg Win / Avg Loss | 22.0156 | 51.8138 | 2.3387 | 2.1976 | 2.6402 | 1.8311 |
| Largest Winning Trade | 3901369 | 3901369 | 46802 | 5961370 | 5961370 | 5059163 |
| Largest Losing Trade | -35556 | -35556 | -30912 | -3237783 | -2538901 | -3237783 |
| Avg Bars in Trades | 228 | 199 | 258 | 228 | 199 | 258 |
| Avg Bars in Winners | 488 | 480 | 494 | 488 | 480 | 494 |
| Avg Bars in Losers | 76 | 72 | 81 | 76 | 72 | 81 |
| Bars Traded | 13018 | 5776 | 7242 | 13018 | 5776 | 7242 |
| 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 | -163524 | 496134 | -302871 | -175737 | -14751 | -14270 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13297,
"evaluation_days": 2216.17,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570262400000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759225033747,
"expiration_time": 1764963504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 43,
"offset": 0,
"std": 1.00884
}
}
} {
"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": [
[
4095961.820847749,
3969274.3234500103,
126687.4973977383,
9050934.80641478,
2978051.4852838945,
6072883.321130876
],
[
4095.961821,
3969.274323,
126.687497,
9050.934806,
2978.051485,
6072.883321
],
[
1.848216,
1.791051,
0.057165,
0.204003,
0.15475,
0.186204
],
[
795.484758,
795.484758,
795.484758,
795.484758,
795.484758,
795.484758
],
[
-93979,
-62870,
-44642,
-11815122,
-7609801,
-6855086
],
[
12.84243,
23.316231,
1.754062,
1.281956,
1.188086,
1.373325
],
[
57,
29,
28,
57,
29,
28
],
[
21,
9,
12,
21,
9,
12
],
[
36,
20,
16,
36,
20,
16
],
[
36.842105,
31.034483,
42.857143,
36.842105,
31.034483,
42.857143
],
[
22.015594,
51.813848,
2.338749,
2.197639,
2.64019,
1.8311
],
[
3901369,
3901369,
46802,
5961370,
5961370,
5059163
],
[
-35556,
-35556,
-30912,
-3237783,
-2538901,
-3237783
],
[
228,
199,
258,
228,
199,
258
],
[
488,
480,
494,
488,
480,
494
],
[
76,
72,
81,
76,
72,
81
],
[
13018,
5776,
7242,
13018,
5776,
7242
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-163524,
496134,
-302871,
-175737,
-14751,
-14270
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13297,
"evaluation_days": 2216.17,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570262400000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759225033747,
"expiration_time": 1764963504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 43,
"offset": 0,
"std": 1.00884
}
}
}
| # | 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) |
|---|