| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2409542.9004 | 2375256.1942 | 34286.7062 | 1282920.8032 | 2096428.1937 | -813507.3904 |
| Total P&L (%) | 2409.5429 | 2375.2562 | 34.2867 | 1282.9208 | 2096.4282 | -813.5074 |
| Avg Daily Profit (%) | 1.0899 | 1.0744 | 0.0155 | 0.1189 | 0.1398 | 0 |
| Buy And Hold Return (%) | 759.2859 | 759.2859 | 759.2859 | 759.2859 | 759.2859 | 759.2859 |
| Max Trade Drawdown | -134512 | -74286 | -97871 | -4690442 | -2095656 | -2699106 |
| Profit Factor | 4.5659 | 10.6594 | 1.0798 | 1.0937 | 1.3587 | 0.8963 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
| Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Profitability (%) | 51.4851 | 50 | 52.9412 | 51.4851 | 50 | 52.9412 |
| Ratio Avg Win / Avg Loss | 4.3024 | 10.6594 | 0.9598 | 1.0306 | 1.3587 | 0.7967 |
| Largest Winning Trade | 2152353 | 2152353 | 50836 | 2895289 | 2895289 | 1228249 |
| Largest Losing Trade | -77181 | -25743 | -77181 | -1644226 | -1039088 | -1644226 |
| Avg Bars in Trades | 85 | 78 | 92 | 85 | 78 | 92 |
| Avg Bars in Winners | 117 | 112 | 122 | 117 | 112 | 122 |
| Avg Bars in Losers | 51 | 45 | 58 | 51 | 45 | 58 |
| Bars Traded | 8662 | 3949 | 4713 | 8662 | 3949 | 4713 |
| 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 | 662352 | -161120 | -652027 | -159831 | -188868 | -760452 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570492800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758940919826,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
2409542.9004497994,
2375256.1942260587,
34286.706223739,
1282920.803249024,
2096428.1936780447,
-813507.3904290211
],
[
2409.5429,
2375.256194,
34.286706,
1282.920803,
2096.428194,
-813.50739
],
[
1.089921,
1.074412,
0.015509,
0.118889,
0.139843,
0
],
[
759.285865,
759.285865,
759.285865,
759.285865,
759.285865,
759.285865
],
[
-134512,
-74286,
-97871,
-4690442,
-2095656,
-2699106
],
[
4.565861,
10.659379,
1.079769,
1.093694,
1.35866,
0.896336
],
[
101,
50,
51,
101,
50,
51
],
[
52,
25,
27,
52,
25,
27
],
[
49,
25,
24,
49,
25,
24
],
[
51.485149,
50,
52.941176,
51.485149,
50,
52.941176
],
[
4.302446,
10.659379,
0.959795,
1.030596,
1.35866,
0.796743
],
[
2152353,
2152353,
50836,
2895289,
2895289,
1228249
],
[
-77181,
-25743,
-77181,
-1644226,
-1039088,
-1644226
],
[
85,
78,
92,
85,
78,
92
],
[
117,
112,
122,
117,
112,
122
],
[
51,
45,
58,
51,
45,
58
],
[
8662,
3949,
4713,
8662,
3949,
4713
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
662352,
-161120,
-652027,
-159831,
-188868,
-760452
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570492800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758940919826,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|