| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2683144.9333 | 2638099.655 | 45045.2783 | 1849173.6018 | 4401036.3531 | -2551862.7513 |
| Total P&L (%) | 2683.1449 | 2638.0997 | 45.0453 | 1849.1736 | 4401.0364 | -2551.8628 |
| Avg Daily Profit (%) | 1.2137 | 1.1933 | 0.0204 | 0.1344 | 0.1723 | 0 |
| Buy And Hold Return (%) | 803.1757 | 803.1757 | 803.1757 | 803.1757 | 803.1757 | 803.1757 |
| Max Trade Drawdown | -190489 | -96856 | -105313 | -10830422 | -4437539 | -7119425 |
| Profit Factor | 4.3877 | 8.4284 | 1.1031 | 1.0665 | 1.3591 | 0.836 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
| Losing Trades | 89 | 43 | 46 | 89 | 43 | 46 |
| Profitability (%) | 41.8301 | 44.1558 | 39.4737 | 41.8301 | 44.1558 | 39.4737 |
| Ratio Avg Win / Avg Loss | 6.1016 | 10.6594 | 1.6914 | 1.4831 | 1.7188 | 1.2819 |
| Largest Winning Trade | 2473939 | 2473939 | 53546 | 8333762 | 8333762 | 3357601 |
| Largest Losing Trade | -40595 | -26169 | -40595 | -4104300 | -1938715 | -4104300 |
| Avg Bars in Trades | 56 | 59 | 54 | 56 | 59 | 54 |
| Avg Bars in Winners | 88 | 87 | 90 | 88 | 87 | 90 |
| Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
| Bars Traded | 8670 | 4545 | 4125 | 8670 | 4545 | 4125 |
| 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 | 564740 | -25053 | -490970 | -167804 | -35887 | -632663 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569931200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894563783,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 103,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 58,
"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": [
[
2683144.933292917,
2638099.654988258,
45045.2783046584,
1849173.6017921397,
4401036.353087054,
-2551862.751294913
],
[
2683.144933,
2638.099655,
45.045278,
1849.173602,
4401.036353,
-2551.862751
],
[
1.213681,
1.193305,
0.020376,
0.134433,
0.172348,
0
],
[
803.175661,
803.175661,
803.175661,
803.175661,
803.175661,
803.175661
],
[
-190489,
-96856,
-105313,
-10830422,
-4437539,
-7119425
],
[
4.387668,
8.428365,
1.103103,
1.06647,
1.359081,
0.836032
],
[
153,
77,
76,
153,
77,
76
],
[
64,
34,
30,
64,
34,
30
],
[
89,
43,
46,
89,
43,
46
],
[
41.830065,
44.155844,
39.473684,
41.830065,
44.155844,
39.473684
],
[
6.101601,
10.659403,
1.691425,
1.48306,
1.718838,
1.281916
],
[
2473939,
2473939,
53546,
8333762,
8333762,
3357601
],
[
-40595,
-26169,
-40595,
-4104300,
-1938715,
-4104300
],
[
56,
59,
54,
56,
59,
54
],
[
88,
87,
90,
88,
87,
90
],
[
33,
36,
30,
33,
36,
30
],
[
8670,
4545,
4125,
8670,
4545,
4125
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
564740,
-25053,
-490970,
-167804,
-35887,
-632663
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569931200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894563783,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 103,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 58,
"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) |
|---|