| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3004259.5871 | 152765.5338 | -3157025.1209 | -11417003.2518 | 15423298.2701 | -26840301.5219 |
| Total P&L (%) | -3004.2596 | 152.7655 | -3157.0251 | -11417.0033 | 15423.2983 | -26840.3015 |
| Avg Daily Profit (%) | -1.3561 | 0.069 | -1.4251 | 0 | 0.228 | 0 |
| Buy And Hold Return (%) | 376.2702 | 376.2702 | 376.2702 | 376.2702 | 376.2702 | 376.2702 |
| Max Trade Drawdown | -3346138 | -102212 | -3321808 | -31245487 | -10423003 | -35664704 |
| Profit Factor | 0.2131 | 1.5509 | 0.1084 | 0.8809 | 1.4505 | 0.5646 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 52 | 25 | 27 | 42 | 24 | 18 |
| Losing Trades | 40 | 21 | 19 | 50 | 22 | 28 |
| Profitability (%) | 56.5217 | 54.3478 | 58.6957 | 45.6522 | 52.1739 | 39.1304 |
| Ratio Avg Win / Avg Loss | 0.1639 | 1.3028 | 0.0762 | 1.0487 | 1.3296 | 0.8783 |
| Largest Winning Trade | 61383 | 61383 | 41893 | 13886357 | 13886357 | 9130815 |
| Largest Losing Trade | -3316373 | -53537 | -3316373 | -17421843 | -5464382 | -17421843 |
| Avg Bars in Trades | 68 | 70 | 67 | 68 | 70 | 67 |
| Avg Bars in Winners | 45 | 50 | 40 | 93 | 102 | 81 |
| Avg Bars in Losers | 99 | 93 | 105 | 48 | 35 | 58 |
| Bars Traded | 6325 | 3221 | 3104 | 6325 | 3221 | 3104 |
| Profit Streak | 10.2608 | 0 | 11.5942 | 0 | 18.9275 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -579029 | -264385 | -578946 | -580556 | 367051 | -584931 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6646,
"evaluation_days": 2215.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575993600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759126536709,
"expiration_time": 1764846144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 144,
"offset": 144
}
}
} {
"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": [
[
-3004259.5870873393,
152765.533786848,
-3157025.120874187,
-11417003.251751004,
15423298.270117743,
-26840301.52186874
],
[
-3004.259587,
152.765534,
-3157.025121,
-11417.003252,
15423.29827,
-26840.301522
],
[
-1.356123,
0.068958,
-1.425081,
0,
0.227988,
0
],
[
376.270173,
376.270173,
376.270173,
376.270173,
376.270173,
376.270173
],
[
-3346138,
-102212,
-3321808,
-31245487,
-10423003,
-35664704
],
[
0.213122,
1.550945,
0.108354,
0.880926,
1.450478,
0.56459
],
[
92,
46,
46,
92,
46,
46
],
[
52,
25,
27,
42,
24,
18
],
[
40,
21,
19,
50,
22,
28
],
[
56.521739,
54.347826,
58.695652,
45.652174,
52.173913,
39.130435
],
[
0.16394,
1.302794,
0.076249,
1.048721,
1.329605,
0.87825
],
[
61383,
61383,
41893,
13886357,
13886357,
9130815
],
[
-3316373,
-53537,
-3316373,
-17421843,
-5464382,
-17421843
],
[
68,
70,
67,
68,
70,
67
],
[
45,
50,
40,
93,
102,
81
],
[
99,
93,
105,
48,
35,
58
],
[
6325,
3221,
3104,
6325,
3221,
3104
],
[
10.260841,
0,
11.594175,
0,
18.927508,
0
],
[
1,
0,
1,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579029,
-264385,
-578946,
-580556,
367051,
-584931
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6646,
"evaluation_days": 2215.33,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575993600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759126536709,
"expiration_time": 1764846144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 144,
"offset": 144
}
}
}
| # | 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) |
|---|