| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2614926.353 | 2528132.3296 | 86794.0234 | 5145699.4108 | 15902747.219 | -10757047.8083 |
| Total P&L (%) | 2614.9264 | 2528.1323 | 86.794 | 5145.6994 | 15902.7472 | -10757.0478 |
| Avg Daily Profit (%) | 1.1795 | 1.1403 | 0.0391 | 0.1788 | 0.2292 | 0 |
| Buy And Hold Return (%) | 828.5714 | 828.5714 | 828.5714 | 828.5714 | 828.5714 | 828.5714 |
| Max Trade Drawdown | -164875 | -100412 | -127483 | -27495577 | -13221958 | -15434889 |
| Profit Factor | 3.7567 | 6.7597 | 1.1703 | 1.0701 | 1.4951 | 0.7392 |
| Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
| Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
| Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
| Profitability (%) | 48.2587 | 44.5545 | 52 | 48.2587 | 44.5545 | 52 |
| Ratio Avg Win / Avg Loss | 4.0278 | 8.4121 | 1.0803 | 1.1474 | 1.8606 | 0.6824 |
| Largest Winning Trade | 2245636 | 2245636 | 47160 | 27590429 | 27590429 | 4087156 |
| Largest Losing Trade | -38622 | -38622 | -37192 | -9116890 | -7827712 | -9116890 |
| Avg Bars in Trades | 43 | 38 | 47 | 43 | 38 | 47 |
| Avg Bars in Winners | 61 | 55 | 66 | 61 | 55 | 66 |
| Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
| Bars Traded | 8686 | 3909 | 4777 | 8686 | 3909 | 4777 |
| 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 | 640122 | 594769 | -339607 | -135674 | 297781 | -580806 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8868,
"evaluation_days": 2217,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569650400000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759261753575,
"expiration_time": 1765001664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 184,
"offset": 0,
"std": 2.58342
}
},
"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": [
[
2614926.3529838677,
2528132.329590153,
86794.0233937129,
5145699.410763153,
15902747.219021901,
-10757047.808258738
],
[
2614.926353,
2528.13233,
86.794023,
5145.699411,
15902.747219,
-10757.047808
],
[
1.179489,
1.140339,
0.039149,
0.178779,
0.229191,
0
],
[
828.571429,
828.571429,
828.571429,
828.571429,
828.571429,
828.571429
],
[
-164875,
-100412,
-127483,
-27495577,
-13221958,
-15434889
],
[
3.756676,
6.759698,
1.170303,
1.070134,
1.495091,
0.739215
],
[
201,
101,
100,
201,
101,
100
],
[
97,
45,
52,
97,
45,
52
],
[
104,
56,
48,
104,
56,
48
],
[
48.258706,
44.554455,
52,
48.258706,
44.554455,
52
],
[
4.027777,
8.412068,
1.08028,
1.14736,
1.860558,
0.682352
],
[
2245636,
2245636,
47160,
27590429,
27590429,
4087156
],
[
-38622,
-38622,
-37192,
-9116890,
-7827712,
-9116890
],
[
43,
38,
47,
43,
38,
47
],
[
61,
55,
66,
61,
55,
66
],
[
26,
25,
27,
26,
25,
27
],
[
8686,
3909,
4777,
8686,
3909,
4777
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
640122,
594769,
-339607,
-135674,
297781,
-580806
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8868,
"evaluation_days": 2217,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569650400000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759261753575,
"expiration_time": 1765001664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 184,
"offset": 0,
"std": 2.58342
}
},
"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) |
|---|