| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2750048.0174 | 2666634.462 | 83413.5554 | 7064341.8615 | 9276279.7448 | -2211937.8833 |
| Total P&L (%) | 2750.048 | 2666.6345 | 83.4136 | 7064.3419 | 9276.2797 | -2211.9379 |
| Avg Daily Profit (%) | 1.2389 | 1.2013 | 0.0376 | 0.1926 | 0.2048 | 0 |
| Buy And Hold Return (%) | 894.7218 | 894.7218 | 894.7218 | 894.7218 | 894.7218 | 894.7218 |
| Max Trade Drawdown | -130379 | -88627 | -106273 | -30652586 | -15841206 | -24354111 |
| Profit Factor | 4.2417 | 7.5164 | 1.19 | 1.0563 | 1.1567 | 0.9667 |
| Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
| Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
| Losing Trades | 114 | 56 | 58 | 114 | 56 | 58 |
| Profitability (%) | 31.3253 | 32.5301 | 30.1205 | 31.3253 | 32.5301 | 30.1205 |
| Ratio Avg Win / Avg Loss | 9.299 | 15.5896 | 2.7607 | 2.3156 | 2.399 | 2.2427 |
| Largest Winning Trade | 2365828 | 2365828 | 47796 | 16928336 | 16928336 | 8014129 |
| Largest Losing Trade | -35139 | -22250 | -35139 | -10272194 | -5371483 | -10272194 |
| Avg Bars in Trades | 78 | 76 | 81 | 78 | 76 | 81 |
| Avg Bars in Winners | 177 | 163 | 191 | 177 | 163 | 191 |
| Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
| Bars Traded | 13100 | 6343 | 6757 | 13100 | 6343 | 6757 |
| 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 | 408503 | 424377 | -327011 | -155954 | -46116 | -586063 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13319,
"evaluation_days": 2219.83,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570060800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759550169550,
"expiration_time": 1765289808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 33,
"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": [
[
2750048.0174264945,
2666634.4620427173,
83413.5553837793,
7064341.86151365,
9276279.744802145,
-2211937.8832885064
],
[
2750.048017,
2666.634462,
83.413555,
7064.341862,
9276.279745,
-2211.937883
],
[
1.238855,
1.201279,
0.037577,
0.192619,
0.204764,
0
],
[
894.721795,
894.721795,
894.721795,
894.721795,
894.721795,
894.721795
],
[
-130379,
-88627,
-106273,
-30652586,
-15841206,
-24354111
],
[
4.241667,
7.516422,
1.189954,
1.056254,
1.156679,
0.966675
],
[
166,
83,
83,
166,
83,
83
],
[
52,
27,
25,
52,
27,
25
],
[
114,
56,
58,
114,
56,
58
],
[
31.325301,
32.53012,
30.120482,
31.325301,
32.53012,
30.120482
],
[
9.29904,
15.589616,
2.760692,
2.315633,
2.399038,
2.242686
],
[
2365828,
2365828,
47796,
16928336,
16928336,
8014129
],
[
-35139,
-22250,
-35139,
-10272194,
-5371483,
-10272194
],
[
78,
76,
81,
78,
76,
81
],
[
177,
163,
191,
177,
163,
191
],
[
34,
34,
33,
34,
34,
33
],
[
13100,
6343,
6757,
13100,
6343,
6757
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
408503,
424377,
-327011,
-155954,
-46116,
-586063
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13319,
"evaluation_days": 2219.83,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570060800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759550169550,
"expiration_time": 1765289808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 33,
"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) |
|---|