| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2556123.4465 | 2501798.8552 | 54324.5913 | 732621.6707 | -415128.535 | 1147750.2057 |
| Total P&L (%) | 2556.1234 | 2501.7989 | 54.3246 | 732.6217 | -415.1285 | 1147.7502 |
| Avg Daily Profit (%) | 1.1562 | 1.1317 | 0.0246 | 0.0959 | 0 | 0.1142 |
| Buy And Hold Return (%) | 420.4761 | 420.4761 | 420.4761 | 420.4761 | 420.4761 | 420.4761 |
| Max Trade Drawdown | -103777 | -106743 | -45889 | -2477130 | -3266432 | -457253 |
| Profit Factor | 3.7615 | 4.9255 | 1.1884 | 1.0591 | 0.955 | 1.3615 |
| Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
| Winning Trades | 167 | 71 | 96 | 167 | 71 | 96 |
| Losing Trades | 198 | 111 | 87 | 198 | 111 | 87 |
| Profitability (%) | 45.7534 | 39.011 | 52.459 | 45.7534 | 39.011 | 52.459 |
| Ratio Avg Win / Avg Loss | 4.4597 | 7.7004 | 1.077 | 1.2557 | 1.493 | 1.2339 |
| Largest Winning Trade | 2415483 | 2415483 | 13534 | 2401682 | 2401682 | 253608 |
| Largest Losing Trade | -54900 | -54900 | -19394 | -1116693 | -1116693 | -223329 |
| Avg Bars in Trades | 22 | 42 | 2 | 22 | 42 | 2 |
| Avg Bars in Winners | 29 | 64 | 3 | 29 | 64 | 3 |
| Avg Bars in Losers | 17 | 28 | 2 | 17 | 28 | 2 |
| Bars Traded | 8348 | 7807 | 540 | 8348 | 7807 | 540 |
| Profit Streak | 0 | 54.826 | 0 | 0 | 54.826 | 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 | 730171 | 618490 | -338081 | -228093 | -582425 | -41973 |
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571961600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894567349,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 2,
"offset": 0,
"scalar": 5
}
}
}
{
"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": [
[
2556123.4465297395,
2501798.8551827692,
54324.5913469708,
732621.6706736238,
-415128.5350410526,
1147750.205714675
],
[
2556.123447,
2501.798855,
54.324591,
732.621671,
-415.128535,
1147.750206
],
[
1.156225,
1.131652,
0.024573,
0.095914,
0,
0.114231
],
[
420.476069,
420.476069,
420.476069,
420.476069,
420.476069,
420.476069
],
[
-103777,
-106743,
-45889,
-2477130,
-3266432,
-457253
],
[
3.761484,
4.925472,
1.188424,
1.0591,
0.954984,
1.361535
],
[
365,
182,
183,
365,
182,
183
],
[
167,
71,
96,
167,
71,
96
],
[
198,
111,
87,
198,
111,
87
],
[
45.753425,
39.010989,
52.459016,
45.753425,
39.010989,
52.459016
],
[
4.459723,
7.700386,
1.07701,
1.255699,
1.493002,
1.233891
],
[
2415483,
2415483,
13534,
2401682,
2401682,
253608
],
[
-54900,
-54900,
-19394,
-1116693,
-1116693,
-223329
],
[
22,
42,
2,
22,
42,
2
],
[
29,
64,
3,
29,
64,
3
],
[
17,
28,
2,
17,
28,
2
],
[
8348,
7807,
540,
8348,
7807,
540
],
[
0,
54.826011,
0,
0,
54.826011,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
730171,
618490,
-338081,
-228093,
-582425,
-41973
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8843,
"evaluation_days": 2210.75,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571961600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894567349,
"expiration_time": 1764445464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 2,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|