| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2352112.0179 | 2303344.1552 | 48767.8627 | 2048832.6589 | 14845861.5991 | -12797028.9402 |
| Total P&L (%) | 2352.112 | 2303.3442 | 48.7679 | 2048.8327 | 14845.8616 | -12797.0289 |
| Avg Daily Profit (%) | 1.0573 | 1.0354 | 0.0219 | 0.138 | 0.2253 | 0 |
| Buy And Hold Return (%) | 722.587 | 722.587 | 722.587 | 722.587 | 722.587 | 722.587 |
| Max Trade Drawdown | -198707 | -101417 | -123965 | -17794369 | -4904856 | -13601346 |
| Profit Factor | 4.6575 | 9.8994 | 1.1269 | 1.0677 | 2.608 | 0.3921 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Profitability (%) | 44.5946 | 48.6486 | 40.5405 | 44.5946 | 48.6486 | 40.5405 |
| Ratio Avg Win / Avg Loss | 5.7866 | 10.4494 | 1.6528 | 1.3265 | 2.7529 | 0.575 |
| Largest Winning Trade | 2064392 | 2064392 | 54026 | 17951965 | 17951965 | 1350788 |
| Largest Losing Trade | -59453 | -52981 | -59453 | -11190147 | -4043228 | -11190147 |
| Avg Bars in Trades | 88 | 83 | 93 | 88 | 83 | 93 |
| Avg Bars in Winners | 153 | 134 | 175 | 153 | 134 | 175 |
| Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
| Bars Traded | 6531 | 3089 | 3442 | 6531 | 3089 | 3442 |
| 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 | -52830 | 663629 | -412843 | -228657 | 457475 | -584451 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6674,
"evaluation_days": 2224.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570953600000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759928182576,
"expiration_time": 1765676736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 113,
"offset": 0,
"std": 4.25356
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 54,
"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": [
[
2352112.017885996,
2303344.1551651256,
48767.8627208706,
2048832.6588929235,
14845861.599112822,
-12797028.940219898
],
[
2352.112018,
2303.344155,
48.767863,
2048.832659,
14845.861599,
-12797.02894
],
[
1.057286,
1.035364,
0.021921,
0.137981,
0.225321,
0
],
[
722.587025,
722.587025,
722.587025,
722.587025,
722.587025,
722.587025
],
[
-198707,
-101417,
-123965,
-17794369,
-4904856,
-13601346
],
[
4.65753,
9.899395,
1.126911,
1.067656,
2.607991,
0.392079
],
[
74,
37,
37,
74,
37,
37
],
[
33,
18,
15,
33,
18,
15
],
[
41,
19,
22,
41,
19,
22
],
[
44.594595,
48.648649,
40.540541,
44.594595,
48.648649,
40.540541
],
[
5.786628,
10.449361,
1.652803,
1.326482,
2.752879,
0.575049
],
[
2064392,
2064392,
54026,
17951965,
17951965,
1350788
],
[
-59453,
-52981,
-59453,
-11190147,
-4043228,
-11190147
],
[
88,
83,
93,
88,
83,
93
],
[
153,
134,
175,
153,
134,
175
],
[
35,
35,
36,
35,
35,
36
],
[
6531,
3089,
3442,
6531,
3089,
3442
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-52830,
663629,
-412843,
-228657,
457475,
-584451
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6674,
"evaluation_days": 2224.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1570953600000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759928182576,
"expiration_time": 1765676736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 113,
"offset": 0,
"std": 4.25356
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 54,
"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) |
|---|