| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3721707.6842 | 3618648.7149 | 103058.9693 | 3395235.8767 | 2137043.7189 | 1258192.1579 |
| Total P&L (%) | 3721.7077 | 3618.6487 | 103.059 | 3395.2359 | 2137.0437 | 1258.1922 |
| Avg Daily Profit (%) | 1.6699 | 1.6237 | 0.0462 | 0.1596 | 0.1395 | 0.1171 |
| Buy And Hold Return (%) | 139.9116 | 139.9116 | 139.9116 | 139.9116 | 139.9116 | 139.9116 |
| Max Trade Drawdown | -125299 | -89705 | -81486 | -2697475 | -1270166 | -2324449 |
| Profit Factor | 9.0817 | 14.713 | 1.5241 | 1.4195 | 1.493 | 1.3347 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 46.0317 | 38.7097 | 53.125 | 46.0317 | 38.7097 | 53.125 |
| Ratio Avg Win / Avg Loss | 10.6475 | 23.2955 | 1.3448 | 1.6642 | 2.3638 | 1.1777 |
| Largest Winning Trade | 3549459 | 3549459 | 50244 | 2478587 | 2478587 | 1108760 |
| Largest Losing Trade | -40544 | -39112 | -40544 | -1315917 | -882321 | -1315917 |
| Avg Bars in Trades | 99 | 127 | 73 | 99 | 127 | 73 |
| Avg Bars in Winners | 141 | 196 | 103 | 141 | 196 | 103 |
| Avg Bars in Losers | 63 | 83 | 38 | 63 | 83 | 38 |
| Bars Traded | 6275 | 3939 | 2336 | 6275 | 3939 | 2336 |
| Profit Streak | 93.9692 | 124.3025 | 93.9692 | 93.9692 | 124.3025 | 93.9692 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -129134 | 667604 | -294542 | -141966 | -7825 | -34998 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6686,
"evaluation_days": 2228.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573804800000,
"last_datapoint_time": 1760256000000,
"evaluation_time": 1760282139798,
"expiration_time": 1766032704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 30,
"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": [
[
3721707.684175234,
3618648.7148580896,
103058.9693171434,
3395235.8767263344,
2137043.718865069,
1258192.1578612633
],
[
3721.707684,
3618.648715,
103.058969,
3395.235877,
2137.043719,
1258.192158
],
[
1.669923,
1.623681,
0.046242,
0.159594,
0.139541,
0.117122
],
[
139.911635,
139.911635,
139.911635,
139.911635,
139.911635,
139.911635
],
[
-125299,
-89705,
-81486,
-2697475,
-1270166,
-2324449
],
[
9.08171,
14.712959,
1.524141,
1.419482,
1.492957,
1.334739
],
[
63,
31,
32,
63,
31,
32
],
[
29,
12,
17,
29,
12,
17
],
[
34,
19,
15,
34,
19,
15
],
[
46.031746,
38.709677,
53.125,
46.031746,
38.709677,
53.125
],
[
10.647523,
23.295519,
1.34483,
1.66422,
2.363848,
1.177711
],
[
3549459,
3549459,
50244,
2478587,
2478587,
1108760
],
[
-40544,
-39112,
-40544,
-1315917,
-882321,
-1315917
],
[
99,
127,
73,
99,
127,
73
],
[
141,
196,
103,
141,
196,
103
],
[
63,
83,
38,
63,
83,
38
],
[
6275,
3939,
2336,
6275,
3939,
2336
],
[
93.969211,
124.302544,
93.969211,
93.969211,
124.302544,
93.969211
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-129134,
667604,
-294542,
-141966,
-7825,
-34998
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6686,
"evaluation_days": 2228.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573804800000,
"last_datapoint_time": 1760256000000,
"evaluation_time": 1760282139798,
"expiration_time": 1766032704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 30,
"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) |
|---|