| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2712592.0594 | 2650473.0308 | 62119.0286 | 3908346.7492 | 7483691.4236 | -3575344.6744 |
| Total P&L (%) | 2712.5921 | 2650.473 | 62.119 | 3908.3467 | 7483.6914 | -3575.3447 |
| Avg Daily Profit (%) | 1.2258 | 1.1977 | 0.0281 | 0.1669 | 0.1958 | 0 |
| Buy And Hold Return (%) | 822.1206 | 822.1206 | 822.1206 | 822.1206 | 822.1206 | 822.1206 |
| Max Trade Drawdown | -121332 | -78125 | -113763 | -9930426 | -6361885 | -5779040 |
| Profit Factor | 4.6044 | 8.724 | 1.1517 | 1.104 | 1.4238 | 0.8205 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
| Profitability (%) | 36.3636 | 38.1818 | 34.5455 | 36.3636 | 38.1818 | 34.5455 |
| Ratio Avg Win / Avg Loss | 8.0577 | 14.1245 | 2.1822 | 1.932 | 2.3052 | 1.5546 |
| Largest Winning Trade | 2388025 | 2388025 | 48386 | 11795352 | 11795352 | 2588442 |
| Largest Losing Trade | -48263 | -32348 | -48263 | -3737597 | -3702978 | -3737597 |
| Avg Bars in Trades | 59 | 57 | 61 | 59 | 57 | 61 |
| Avg Bars in Winners | 119 | 112 | 126 | 119 | 112 | 126 |
| Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
| Bars Traded | 6554 | 3155 | 3399 | 6554 | 3155 | 3399 |
| 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 | 474655 | -165523 | -560021 | -103808 | -174698 | -764343 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6639,
"evaluation_days": 2213,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569830400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758925353596,
"expiration_time": 1764638496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.0302
}
}
}
{
"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": [
[
2712592.0594072524,
2650473.030826513,
62119.0285807393,
3908346.749160005,
7483691.423598031,
-3575344.6744380267
],
[
2712.592059,
2650.473031,
62.119029,
3908.346749,
7483.691424,
-3575.344674
],
[
1.225753,
1.197683,
0.02807,
0.166925,
0.195789,
0
],
[
822.120572,
822.120572,
822.120572,
822.120572,
822.120572,
822.120572
],
[
-121332,
-78125,
-113763,
-9930426,
-6361885,
-5779040
],
[
4.604417,
8.723966,
1.151723,
1.104014,
1.423797,
0.820483
],
[
110,
55,
55,
110,
55,
55
],
[
40,
21,
19,
40,
21,
19
],
[
70,
34,
36,
70,
34,
36
],
[
36.363636,
38.181818,
34.545455,
36.363636,
38.181818,
34.545455
],
[
8.05773,
14.124516,
2.182211,
1.932025,
2.305194,
1.554599
],
[
2388025,
2388025,
48386,
11795352,
11795352,
2588442
],
[
-48263,
-32348,
-48263,
-3737597,
-3702978,
-3737597
],
[
59,
57,
61,
59,
57,
61
],
[
119,
112,
126,
119,
112,
126
],
[
25,
23,
27,
25,
23,
27
],
[
6554,
3155,
3399,
6554,
3155,
3399
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
474655,
-165523,
-560021,
-103808,
-174698,
-764343
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6639,
"evaluation_days": 2213,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569830400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758925353596,
"expiration_time": 1764638496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.0302
}
}
}
| # | 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) |
|---|