| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 313731.3953 | 521450.8481 | -207719.4528 | -113538.3798 | 97442.794 | -210981.1737 |
| Total P&L (%) | 313.7314 | 521.4508 | -207.7195 | -113.5384 | 97.4428 | -210.9812 |
| Avg Daily Profit (%) | 0.1408 | 0.2339 | -0.0932 | 0 | 0.0305 | 0 |
| Buy And Hold Return (%) | 199.6023 | 199.6023 | 199.6023 | 199.6023 | 199.6023 | 199.6023 |
| Max Trade Drawdown | -185518 | -106268 | -353163 | -185629 | -18558 | -262240 |
| Profit Factor | 1.2095 | 1.9074 | 0.7749 | 0.7495 | 1.9713 | 0.4022 |
| Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
| Winning Trades | 116 | 59 | 57 | 104 | 56 | 48 |
| Losing Trades | 116 | 57 | 59 | 128 | 60 | 68 |
| Profitability (%) | 50 | 50.8621 | 49.1379 | 44.8276 | 48.2759 | 41.3793 |
| Ratio Avg Win / Avg Loss | 1.2095 | 1.8428 | 0.8021 | 0.9224 | 2.1121 | 0.5697 |
| Largest Winning Trade | 360090 | 360090 | 36321 | 51585 | 51585 | 28099 |
| Largest Losing Trade | -140438 | -37137 | -140438 | -102889 | -8086 | -102889 |
| Avg Bars in Trades | 38 | 38 | 38 | 38 | 38 | 38 |
| Avg Bars in Winners | 38 | 38 | 38 | 38 | 38 | 38 |
| Avg Bars in Losers | 38 | 38 | 38 | 38 | 38 | 38 |
| Bars Traded | 8881 | 4438 | 4443 | 8881 | 4438 | 4443 |
| Profit Streak | 49.6504 | 49.6504 | 59.1504 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -12587 | 336603 | -579963 | -581575 | -315056 | -584376 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8916,
"evaluation_days": 2229,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1567728000000,
"last_datapoint_time": 1760292000000,
"evaluation_time": 1760304991292,
"expiration_time": 1766069568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.02133,
"nb": 0.1,
"nc": 0.31401
}
},
"second_band": {
"type": "vwap",
"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": [
[
313731.3953004997,
521450.8480862669,
-207719.4527857674,
-113538.3797832961,
97442.7939569627,
-210981.1737402588
],
[
313.731395,
521.450848,
-207.719453,
-113.53838,
97.442794,
-210.981174
],
[
0.14075,
0.233939,
-0.09319,
0,
0.030524,
0
],
[
199.602335,
199.602335,
199.602335,
199.602335,
199.602335,
199.602335
],
[
-185518,
-106268,
-353163,
-185629,
-18558,
-262240
],
[
1.209517,
1.907411,
0.774889,
0.749489,
1.971269,
0.402153
],
[
232,
116,
116,
232,
116,
116
],
[
116,
59,
57,
104,
56,
48
],
[
116,
57,
59,
128,
60,
68
],
[
50,
50.862069,
49.137931,
44.827586,
48.275862,
41.37931
],
[
1.209517,
1.842753,
0.802079,
0.922448,
2.112074,
0.569716
],
[
360090,
360090,
36321,
51585,
51585,
28099
],
[
-140438,
-37137,
-140438,
-102889,
-8086,
-102889
],
[
38,
38,
38,
38,
38,
38
],
[
38,
38,
38,
38,
38,
38
],
[
38,
38,
38,
38,
38,
38
],
[
8881,
4438,
4443,
8881,
4438,
4443
],
[
49.650362,
49.650362,
59.150362,
0,
0,
0
],
[
5,
2,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-12587,
336603,
-579963,
-581575,
-315056,
-584376
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8916,
"evaluation_days": 2229,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1567728000000,
"last_datapoint_time": 1760292000000,
"evaluation_time": 1760304991292,
"expiration_time": 1766069568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.02133,
"nb": 0.1,
"nc": 0.31401
}
},
"second_band": {
"type": "vwap",
"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) |
|---|