| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2058145.8041 | 1962418.1049 | 95727.6993 | 4428023.4114 | 3694455.1923 | 733568.2191 |
| Total P&L (%) | 2058.1458 | 1962.4181 | 95.7277 | 4428.0234 | 3694.4552 | 733.5682 |
| Avg Daily Profit (%) | 0.9311 | 0.8878 | 0.0433 | 0.1727 | 0.1646 | 0.096 |
| Buy And Hold Return (%) | 520.8212 | 520.8212 | 520.8212 | 520.8212 | 520.8212 | 520.8212 |
| Max Trade Drawdown | -106798 | -74376 | -78287 | -7480352 | -4116493 | -4873989 |
| Profit Factor | 4.4358 | 7.6826 | 1.3135 | 1.1701 | 1.2757 | 1.0581 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Profitability (%) | 41.9355 | 40.4255 | 43.4783 | 41.9355 | 40.4255 | 43.4783 |
| Ratio Avg Win / Avg Loss | 6.1418 | 11.3217 | 1.7075 | 1.6202 | 1.88 | 1.3755 |
| Largest Winning Trade | 1776310 | 1776310 | 54767 | 5907734 | 5907734 | 2409580 |
| Largest Losing Trade | -36802 | -27294 | -36802 | -1588458 | -1452002 | -1588458 |
| Avg Bars in Trades | 139 | 134 | 145 | 139 | 134 | 145 |
| Avg Bars in Winners | 254 | 248 | 260 | 254 | 248 | 260 |
| Avg Bars in Losers | 56 | 56 | 57 | 56 | 56 | 57 |
| Bars Traded | 13002 | 6312 | 6690 | 13002 | 6312 | 6690 |
| Profit Streak | 0 | 0 | 48.0489 | 0 | 0 | 48.0489 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 558275 | 565189 | -301463 | -27367 | 185034 | -261641 |
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1571256000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758834622968,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 95,
"offset": 0,
"a": 0.74955
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 245,
"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": [
[
2058145.8041490023,
1962418.1048905866,
95727.699258416,
4428023.411442757,
3694455.1923496276,
733568.2190931335
],
[
2058.145804,
1962.418105,
95.727699,
4428.023411,
3694.455192,
733.568219
],
[
0.931149,
0.887839,
0.043309,
0.172651,
0.164641,
0.095984
],
[
520.821249,
520.821249,
520.821249,
520.821249,
520.821249,
520.821249
],
[
-106798,
-74376,
-78287,
-7480352,
-4116493,
-4873989
],
[
4.435756,
7.682556,
1.313476,
1.170121,
1.275721,
1.058084
],
[
93,
47,
46,
93,
47,
46
],
[
39,
19,
20,
39,
19,
20
],
[
54,
28,
26,
54,
28,
26
],
[
41.935484,
40.425532,
43.478261,
41.935484,
40.425532,
43.478261
],
[
6.141816,
11.321662,
1.707519,
1.620167,
1.88001,
1.375509
],
[
1776310,
1776310,
54767,
5907734,
5907734,
2409580
],
[
-36802,
-27294,
-36802,
-1588458,
-1452002,
-1588458
],
[
139,
134,
145,
139,
134,
145
],
[
254,
248,
260,
254,
248,
260
],
[
56,
56,
57,
56,
56,
57
],
[
13002,
6312,
6690,
13002,
6312,
6690
],
[
0,
0,
48.048877,
0,
0,
48.048877
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
558275,
565189,
-301463,
-27367,
185034,
-261641
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13262,
"evaluation_days": 2210.33,
"actual_first_datapoint_time": 1567742400000,
"first_datapoint_time": 1571256000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758834622968,
"expiration_time": 1764444384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 95,
"offset": 0,
"a": 0.74955
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 245,
"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) |
|---|