| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1895610.4483 | 1840090.4937 | 55519.9547 | 1656123.6842 | 1246008.2868 | 410115.3974 |
| Total P&L (%) | 1895.6104 | 1840.0905 | 55.52 | 1656.1237 | 1246.0083 | 410.1154 |
| Avg Daily Profit (%) | 0.8575 | 0.8323 | 0.0251 | 0.1297 | 0.1177 | 0.0737 |
| Buy And Hold Return (%) | 558.1971 | 558.1971 | 558.1971 | 558.1971 | 558.1971 | 558.1971 |
| Max Trade Drawdown | -140355 | -83063 | -119389 | -1655210 | -919698 | -1136058 |
| Profit Factor | 3.8611 | 6.7755 | 1.1614 | 1.2343 | 1.3722 | 1.1102 |
| Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
| Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
| Losing Trades | 130 | 69 | 61 | 130 | 69 | 61 |
| Profitability (%) | 30.4813 | 26.5957 | 34.4086 | 30.4813 | 26.5957 | 34.4086 |
| Ratio Avg Win / Avg Loss | 8.8059 | 18.7004 | 2.214 | 2.8152 | 3.7874 | 2.1164 |
| Largest Winning Trade | 1710252 | 1710252 | 52857 | 1288193 | 1288193 | 1043985 |
| Largest Losing Trade | -35582 | -20731 | -35582 | -644493 | -241887 | -644493 |
| Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
| Avg Bars in Winners | 104 | 96 | 110 | 104 | 96 | 110 |
| Avg Bars in Losers | 20 | 25 | 15 | 20 | 25 | 15 |
| Bars Traded | 8654 | 4164 | 4490 | 8654 | 4164 | 4490 |
| 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 | 388979 | -4210 | -373324 | -28402 | -62293 | -364783 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571270400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759006249676,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 164
}
},
"second_band": {
"type": "hlc3",
"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": [
[
1895610.4483374995,
1840090.493668411,
55519.9546690884,
1656123.6842194183,
1246008.28683286,
410115.3973865586
],
[
1895.610448,
1840.090494,
55.519955,
1656.123684,
1246.008287,
410.115397
],
[
0.857451,
0.832338,
0.025114,
0.129709,
0.117664,
0.073734
],
[
558.197119,
558.197119,
558.197119,
558.197119,
558.197119,
558.197119
],
[
-140355,
-83063,
-119389,
-1655210,
-919698,
-1136058
],
[
3.861064,
6.77551,
1.161418,
1.234339,
1.372242,
1.110249
],
[
187,
94,
93,
187,
94,
93
],
[
57,
25,
32,
57,
25,
32
],
[
130,
69,
61,
130,
69,
61
],
[
30.481283,
26.595745,
34.408602,
30.481283,
26.595745,
34.408602
],
[
8.805934,
18.700408,
2.213952,
2.815159,
3.787387,
2.116412
],
[
1710252,
1710252,
52857,
1288193,
1288193,
1043985
],
[
-35582,
-20731,
-35582,
-644493,
-241887,
-644493
],
[
46,
44,
48,
46,
44,
48
],
[
104,
96,
110,
104,
96,
110
],
[
20,
25,
15,
20,
25,
15
],
[
8654,
4164,
4490,
8654,
4164,
4490
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
388979,
-4210,
-373324,
-28402,
-62293,
-364783
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571270400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759006249676,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 164
}
},
"second_band": {
"type": "hlc3",
"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) |
|---|