| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1282255.1319 | 1360855.7112 | -78600.5793 | -10087.3182 | 1167171.5704 | -1177258.8886 |
| Total P&L (%) | 1282.2551 | 1360.8557 | -78.6006 | -10.0873 | 1167.1716 | -1177.2589 |
| Avg Daily Profit (%) | 0.5781 | 0.6136 | -0.0354 | -0.0048 | 0.1146 | 0 |
| Buy And Hold Return (%) | 527.3538 | 527.3538 | 527.3538 | 527.3538 | 527.3538 | 527.3538 |
| Max Trade Drawdown | -133292 | -91227 | -210666 | -1447512 | -783887 | -1361993 |
| Profit Factor | 1.9456 | 3.1765 | 0.8924 | 0.9979 | 1.5487 | 0.5761 |
| Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
| Winning Trades | 117 | 62 | 55 | 117 | 62 | 55 |
| Losing Trades | 134 | 63 | 71 | 134 | 63 | 71 |
| Profitability (%) | 46.6135 | 49.6 | 43.6508 | 46.6135 | 49.6 | 43.6508 |
| Ratio Avg Win / Avg Loss | 2.2283 | 3.2278 | 1.1521 | 1.1429 | 1.5737 | 0.7436 |
| Largest Winning Trade | 1187035 | 1187035 | 58715 | 1268232 | 1268232 | 142051 |
| Largest Losing Trade | -65428 | -36707 | -65428 | -465120 | -465120 | -463431 |
| Avg Bars in Trades | 34 | 36 | 32 | 34 | 36 | 32 |
| Avg Bars in Winners | 41 | 39 | 44 | 41 | 39 | 44 |
| Avg Bars in Losers | 28 | 33 | 23 | 28 | 33 | 23 |
| Bars Traded | 8672 | 4550 | 4122 | 8672 | 4550 | 4122 |
| Profit Streak | 0 | 9.7802 | 0 | 0 | 9.7802 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 394153 | 520042 | -581800 | -579115 | -42115 | -583466 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8872,
"evaluation_days": 2218,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571356800000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759365811488,
"expiration_time": 1765090656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 63,
"offset": 0,
"multiplier": 2.11957
}
}
} {
"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": [
[
1282255.1319230066,
1360855.7111756753,
-78600.5792526688,
-10087.3182037504,
1167171.570364483,
-1177258.8885682323
],
[
1282.255132,
1360.855711,
-78.600579,
-10.087318,
1167.17157,
-1177.258889
],
[
0.578113,
0.613551,
-0.035438,
-0.004794,
0.114555,
0
],
[
527.353816,
527.353816,
527.353816,
527.353816,
527.353816,
527.353816
],
[
-133292,
-91227,
-210666,
-1447512,
-783887,
-1361993
],
[
1.945594,
3.176517,
0.892444,
0.997943,
1.548714,
0.576055
],
[
251,
125,
126,
251,
125,
126
],
[
117,
62,
55,
117,
62,
55
],
[
134,
63,
71,
134,
63,
71
],
[
46.613546,
49.6,
43.650794,
46.613546,
49.6,
43.650794
],
[
2.228287,
3.227751,
1.152064,
1.142943,
1.573693,
0.743635
],
[
1187035,
1187035,
58715,
1268232,
1268232,
142051
],
[
-65428,
-36707,
-65428,
-465120,
-465120,
-463431
],
[
34,
36,
32,
34,
36,
32
],
[
41,
39,
44,
41,
39,
44
],
[
28,
33,
23,
28,
33,
23
],
[
8672,
4550,
4122,
8672,
4550,
4122
],
[
0,
9.780225,
0,
0,
9.780226,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
394153,
520042,
-581800,
-579115,
-42115,
-583466
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8872,
"evaluation_days": 2218,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571356800000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759365811488,
"expiration_time": 1765090656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 63,
"offset": 0,
"multiplier": 2.11957
}
}
}
| # | 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) |
|---|