| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2463449.8211 | 2400496.6841 | 62953.137 | 1959161.8234 | 24633348.4179 | -22674186.5945 |
| Total P&L (%) | 2463.4498 | 2400.4967 | 62.9531 | 1959.1618 | 24633.3484 | -22674.1866 |
| Avg Daily Profit (%) | 1.1104 | 1.082 | 0.0284 | 0.1364 | 0.2487 | 0 |
| Buy And Hold Return (%) | 946.1889 | 946.1889 | 946.1889 | 946.1889 | 946.1889 | 946.1889 |
| Max Trade Drawdown | -238419 | -118255 | -125132 | -39843450 | -14556387 | -26196836 |
| Profit Factor | 4.8695 | 8.2491 | 1.2061 | 1.0207 | 1.5603 | 0.5534 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Profitability (%) | 52.5 | 47.5 | 57.5 | 52.5 | 47.5 | 57.5 |
| Ratio Avg Win / Avg Loss | 4.4057 | 9.1174 | 0.8914 | 0.9235 | 1.7245 | 0.409 |
| Largest Winning Trade | 2204139 | 2204139 | 53561 | 32038530 | 32038530 | 7492826 |
| Largest Losing Trade | -53414 | -36636 | -53414 | -20808621 | -5952301 | -20808621 |
| Avg Bars in Trades | 161 | 172 | 150 | 161 | 172 | 150 |
| Avg Bars in Winners | 213 | 233 | 197 | 213 | 233 | 197 |
| Avg Bars in Losers | 104 | 118 | 86 | 104 | 118 | 86 |
| Bars Traded | 12938 | 6916 | 6022 | 12938 | 6916 | 6022 |
| 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 | -5782 | 629005 | -321905 | -239786 | 370640 | -579777 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13311,
"evaluation_days": 2218.5,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570276800000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759430131681,
"expiration_time": 1765171152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 66,
"offset": 111
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 146,
"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": [
[
2463449.8210818344,
2400496.6840713127,
62953.1370105224,
1959161.8234123741,
24633348.417867124,
-22674186.59445475
],
[
2463.449821,
2400.496684,
62.953137,
1959.161823,
24633.348418,
-22674.186594
],
[
1.110412,
1.082036,
0.028376,
0.136441,
0.248708,
0
],
[
946.188851,
946.188851,
946.188851,
946.188851,
946.188851,
946.188851
],
[
-238419,
-118255,
-125132,
-39843450,
-14556387,
-26196836
],
[
4.869454,
8.249055,
1.20607,
1.02068,
1.560284,
0.553398
],
[
80,
40,
40,
80,
40,
40
],
[
42,
19,
23,
42,
19,
23
],
[
38,
21,
17,
38,
21,
17
],
[
52.5,
47.5,
57.5,
52.5,
47.5,
57.5
],
[
4.405696,
9.117376,
0.891443,
0.923473,
1.724524,
0.409033
],
[
2204139,
2204139,
53561,
32038530,
32038530,
7492826
],
[
-53414,
-36636,
-53414,
-20808621,
-5952301,
-20808621
],
[
161,
172,
150,
161,
172,
150
],
[
213,
233,
197,
213,
233,
197
],
[
104,
118,
86,
104,
118,
86
],
[
12938,
6916,
6022,
12938,
6916,
6022
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-5782,
629005,
-321905,
-239786,
370640,
-579777
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13311,
"evaluation_days": 2218.5,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1570276800000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759430131681,
"expiration_time": 1765171152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 66,
"offset": 111
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 146,
"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) |
|---|