| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2841767.8941 | 2756819.0401 | 84948.854 | 3282462.9914 | 2010072.0551 | 1272390.9363 |
| Total P&L (%) | 2841.7679 | 2756.819 | 84.9489 | 3282.463 | 2010.0721 | 1272.3909 |
| Avg Daily Profit (%) | 1.2816 | 1.2433 | 0.0383 | 0.1589 | 0.1376 | 0.1182 |
| Buy And Hold Return (%) | 298.6438 | 298.6438 | 298.6438 | 298.6438 | 298.6438 | 298.6438 |
| Max Trade Drawdown | -133967 | -75547 | -113399 | -3982186 | -1348677 | -3599689 |
| Profit Factor | 4.7524 | 9.7369 | 1.1923 | 1.249 | 1.3115 | 1.1891 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Profitability (%) | 41.2281 | 42.1053 | 40.3509 | 41.2281 | 42.1053 | 40.3509 |
| Ratio Avg Win / Avg Loss | 6.7747 | 13.3883 | 1.7625 | 1.7806 | 1.8033 | 1.7579 |
| Largest Winning Trade | 2481607 | 2481607 | 48114 | 2334843 | 2334843 | 1062825 |
| Largest Losing Trade | -83444 | -31189 | -83444 | -1274471 | -671243 | -1274471 |
| Avg Bars in Trades | 114 | 111 | 117 | 114 | 111 | 117 |
| Avg Bars in Winners | 186 | 175 | 197 | 186 | 175 | 197 |
| Avg Bars in Losers | 64 | 65 | 64 | 64 | 65 | 64 |
| Bars Traded | 13089 | 6368 | 6721 | 13089 | 6368 | 6721 |
| 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 | 651201 | -161046 | -499214 | 196624 | -190941 | -231963 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13304,
"evaluation_days": 2217.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1567742400000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759332088032,
"expiration_time": 1765067328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 217,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 86,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
2841767.894064219,
2756819.040102039,
84948.8539621803,
3282462.9913792075,
2010072.0551274088,
1272390.9362518003
],
[
2841.767894,
2756.81904,
84.948854,
3282.462991,
2010.072055,
1272.390936
],
[
1.281617,
1.243306,
0.038311,
0.158929,
0.137616,
0.118191
],
[
298.643761,
298.643761,
298.643761,
298.643761,
298.643761,
298.643761
],
[
-133967,
-75547,
-113399,
-3982186,
-1348677,
-3599689
],
[
4.752383,
9.736945,
1.192284,
1.249045,
1.311498,
1.189139
],
[
114,
57,
57,
114,
57,
57
],
[
47,
24,
23,
47,
24,
23
],
[
67,
33,
34,
67,
33,
34
],
[
41.22807,
42.105263,
40.350877,
41.22807,
42.105263,
40.350877
],
[
6.774673,
13.388299,
1.762507,
1.780554,
1.803309,
1.757858
],
[
2481607,
2481607,
48114,
2334843,
2334843,
1062825
],
[
-83444,
-31189,
-83444,
-1274471,
-671243,
-1274471
],
[
114,
111,
117,
114,
111,
117
],
[
186,
175,
197,
186,
175,
197
],
[
64,
65,
64,
64,
65,
64
],
[
13089,
6368,
6721,
13089,
6368,
6721
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
651201,
-161046,
-499214,
196624,
-190941,
-231963
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13304,
"evaluation_days": 2217.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1567742400000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759332088032,
"expiration_time": 1765067328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 217,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 86,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|