| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -4412710.2457 | -23475.4304 | -4389234.8153 | 515836.1956 | 8556743.1148 | -8040906.9192 |
| Total P&L (%) | -4412.7102 | -23.4754 | -4389.2348 | 515.8362 | 8556.7431 | -8040.9069 |
| Avg Daily Profit (%) | -1.996 | -0.0106 | -1.9854 | 0.0823 | 0.202 | 0 |
| Buy And Hold Return (%) | 152.593 | 152.593 | 152.593 | 152.593 | 152.593 | 152.593 |
| Max Trade Drawdown | -4533910 | -111155 | -4466778 | -12786496 | -4580433 | -13181371 |
| Profit Factor | 0.1107 | 0.9277 | 0.0535 | 1.0213 | 1.9668 | 0.476 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 41 | 20 | 21 | 35 | 20 | 15 |
| Losing Trades | 24 | 13 | 11 | 30 | 13 | 17 |
| Profitability (%) | 63.0769 | 60.6061 | 65.625 | 53.8462 | 60.6061 | 46.875 |
| Ratio Avg Win / Avg Loss | 0.0648 | 0.603 | 0.028 | 0.8754 | 1.2784 | 0.5395 |
| Largest Winning Trade | 51453 | 51453 | 42952 | 5653118 | 5653118 | 3274307 |
| Largest Losing Trade | -4388311 | -48856 | -4388311 | -8134719 | -2198793 | -8134719 |
| Avg Bars in Trades | 129 | 102 | 156 | 129 | 102 | 156 |
| Avg Bars in Winners | 91 | 67 | 113 | 116 | 93 | 146 |
| Avg Bars in Losers | 194 | 156 | 238 | 144 | 116 | 165 |
| Bars Traded | 8391 | 3380 | 5011 | 8391 | 3380 | 5011 |
| Profit Streak | 150.1849 | 150.1849 | 268.6849 | 150.1849 | 150.1849 | 268.6849 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -713700 | -578464 | -577815 | -418344 | 467739 | -581055 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572782400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882372958,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 183,
"offset": 0,
"std": 1.99628
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 235,
"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": [
[
-4412710.245724667,
-23475.430429144,
-4389234.815295521,
515836.1956244186,
8556743.11484261,
-8040906.9192181965
],
[
-4412.710246,
-23.47543,
-4389.234815,
515.836196,
8556.743115,
-8040.906919
],
[
-1.996024,
-0.010619,
-1.985405,
0.08226,
0.201987,
0
],
[
152.593007,
152.593007,
152.593007,
152.593007,
152.593007,
152.593007
],
[
-4533910,
-111155,
-4466778,
-12786496,
-4580433,
-13181371
],
[
0.110698,
0.92767,
0.053521,
1.021319,
1.966759,
0.475998
],
[
65,
33,
32,
65,
33,
32
],
[
41,
20,
21,
35,
20,
15
],
[
24,
13,
11,
30,
13,
17
],
[
63.076923,
60.606061,
65.625,
53.846154,
60.606061,
46.875
],
[
0.064799,
0.602985,
0.028035,
0.875416,
1.278393,
0.539464
],
[
51453,
51453,
42952,
5653118,
5653118,
3274307
],
[
-4388311,
-48856,
-4388311,
-8134719,
-2198793,
-8134719
],
[
129,
102,
156,
129,
102,
156
],
[
91,
67,
113,
116,
93,
146
],
[
194,
156,
238,
144,
116,
165
],
[
8391,
3380,
5011,
8391,
3380,
5011
],
[
150.184872,
150.184872,
268.684872,
150.184872,
150.184872,
268.684872
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-713700,
-578464,
-577815,
-418344,
467739,
-581055
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1572782400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882372958,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 183,
"offset": 0,
"std": 1.99628
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 235,
"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) |
|---|