| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1576300.1663 | 1638251.8461 | -61951.6798 | -16517.0814 | 183116.5996 | -199633.681 |
| Total P&L (%) | 1576.3002 | 1638.2518 | -61.9517 | -16.5171 | 183.1166 | -199.6337 |
| Avg Daily Profit (%) | 0.7069 | 0.7346 | -0.0278 | -0.0081 | 0.0467 | 0 |
| Buy And Hold Return (%) | 163.9248 | 163.9248 | 163.9248 | 163.9248 | 163.9248 | 163.9248 |
| Max Trade Drawdown | -130261 | -103819 | -148581 | -430453 | -234539 | -236817 |
| Profit Factor | 3.1127 | 5.5258 | 0.8387 | 0.9873 | 1.298 | 0.7101 |
| Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
| Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
| Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
| Profitability (%) | 43.609 | 45.4545 | 41.791 | 43.609 | 45.4545 | 41.791 |
| Ratio Avg Win / Avg Loss | 4.0251 | 6.631 | 1.1682 | 1.2767 | 1.5577 | 0.9891 |
| Largest Winning Trade | 1760394 | 1760394 | 42468 | 378007 | 378007 | 73517 |
| Largest Losing Trade | -41087 | -41087 | -37115 | -147450 | -101331 | -147450 |
| Avg Bars in Trades | 48 | 38 | 58 | 48 | 38 | 58 |
| Avg Bars in Winners | 75 | 50 | 101 | 75 | 50 | 101 |
| Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
| Bars Traded | 6444 | 2533 | 3911 | 6444 | 2533 | 3911 |
| Profit Streak | 3.3844 | 0 | 10.7178 | 3.3844 | 0 | 10.7178 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 554315 | -105437 | -698614 | -582031 | -384964 | -700281 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6690,
"evaluation_days": 2230,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573084800000,
"last_datapoint_time": 1760371200000,
"evaluation_time": 1760375615670,
"expiration_time": 1766151360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1576300.1663068687,
1638251.8461255743,
-61951.6798187058,
-16517.0813948201,
183116.5996035117,
-199633.6809983317
],
[
1576.300166,
1638.251846,
-61.95168,
-16.517081,
183.1166,
-199.633681
],
[
0.706861,
0.734642,
-0.027781,
-0.008095,
0.046679,
0
],
[
163.924847,
163.924847,
163.924847,
163.924847,
163.924847,
163.924847
],
[
-130261,
-103819,
-148581,
-430453,
-234539,
-236817
],
[
3.112719,
5.52584,
0.838719,
0.987325,
1.298042,
0.710148
],
[
133,
66,
67,
133,
66,
67
],
[
58,
30,
28,
58,
30,
28
],
[
75,
36,
39,
75,
36,
39
],
[
43.609023,
45.454545,
41.791045,
43.609023,
45.454545,
41.791045
],
[
4.025068,
6.631008,
1.168216,
1.276714,
1.557651,
0.989135
],
[
1760394,
1760394,
42468,
378007,
378007,
73517
],
[
-41087,
-41087,
-37115,
-147450,
-101331,
-147450
],
[
48,
38,
58,
48,
38,
58
],
[
75,
50,
101,
75,
50,
101
],
[
27,
27,
27,
27,
27,
27
],
[
6444,
2533,
3911,
6444,
2533,
3911
],
[
3.384441,
0,
10.717774,
3.384441,
0,
10.717774
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
554315,
-105437,
-698614,
-582031,
-384964,
-700281
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6690,
"evaluation_days": 2230,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573084800000,
"last_datapoint_time": 1760371200000,
"evaluation_time": 1760375615670,
"expiration_time": 1766151360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|