| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2200086.8022 | 30979.8175 | -2231066.6197 | -1580963.2705 | 6982654.2544 | -8563617.5249 |
| Total P&L (%) | -2200.0868 | 30.9798 | -2231.0666 | -1580.9633 | 6982.6543 | -8563.6175 |
| Avg Daily Profit (%) | -0.9945 | 0.014 | -1.0085 | 0 | 0.1928 | 0 |
| Buy And Hold Return (%) | 231.2151 | 231.2151 | 231.2151 | 231.2151 | 231.2151 | 231.2151 |
| Max Trade Drawdown | -2407993 | -120879 | -2309835 | -9540747 | -1489130 | -9685599 |
| Profit Factor | 0.1865 | 1.1197 | 0.0878 | 0.9214 | 2.299 | 0.419 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 42 | 22 | 20 | 34 | 18 | 16 |
| Losing Trades | 32 | 15 | 17 | 40 | 19 | 21 |
| Profitability (%) | 56.7568 | 59.4595 | 54.0541 | 45.9459 | 48.6486 | 43.2432 |
| Ratio Avg Win / Avg Loss | 0.1421 | 0.7634 | 0.0746 | 1.084 | 2.4267 | 0.5499 |
| Largest Winning Trade | 85784 | 85784 | 39271 | 2552381 | 2552381 | 1252120 |
| Largest Losing Trade | -2293378 | -46479 | -2293378 | -7850399 | -830257 | -7850399 |
| Avg Bars in Trades | 85 | 103 | 67 | 85 | 103 | 67 |
| Avg Bars in Winners | 45 | 60 | 29 | 123 | 171 | 70 |
| Avg Bars in Losers | 138 | 167 | 112 | 53 | 39 | 65 |
| Bars Traded | 6339 | 3834 | 2505 | 6339 | 3834 | 2505 |
| Profit Streak | 24.9046 | 24.9046 | 29.5713 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -646937 | -428699 | -579242 | -649465 | 425986 | -583400 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6637,
"evaluation_days": 2212.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1574524800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758865356280,
"expiration_time": 1764579168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 237,
"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": [
[
-2200086.802201705,
30979.8174951398,
-2231066.619696844,
-1580963.2705026588,
6982654.254438561,
-8563617.524941217
],
[
-2200.086802,
30.979817,
-2231.06662,
-1580.963271,
6982.654254,
-8563.617525
],
[
-0.994466,
0.014003,
-1.008469,
0,
0.192753,
0
],
[
231.215114,
231.215114,
231.215114,
231.215114,
231.215114,
231.215114
],
[
-2407993,
-120879,
-2309835,
-9540747,
-1489130,
-9685599
],
[
0.18653,
1.119666,
0.087754,
0.921404,
2.298987,
0.419006
],
[
74,
37,
37,
74,
37,
37
],
[
42,
22,
20,
34,
18,
16
],
[
32,
15,
17,
40,
19,
21
],
[
56.756757,
59.459459,
54.054054,
45.945946,
48.648649,
43.243243
],
[
0.142118,
0.763409,
0.074591,
1.084005,
2.426709,
0.549946
],
[
85784,
85784,
39271,
2552381,
2552381,
1252120
],
[
-2293378,
-46479,
-2293378,
-7850399,
-830257,
-7850399
],
[
85,
103,
67,
85,
103,
67
],
[
45,
60,
29,
123,
171,
70
],
[
138,
167,
112,
53,
39,
65
],
[
6339,
3834,
2505,
6339,
3834,
2505
],
[
24.904587,
24.904587,
29.571253,
0,
0,
0
],
[
3,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-646937,
-428699,
-579242,
-649465,
425986,
-583400
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6637,
"evaluation_days": 2212.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1574524800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758865356280,
"expiration_time": 1764579168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 237,
"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) |
|---|