| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2312788.3106 | 2362971.1511 | -50182.8405 | 207618.4115 | 4672407.8253 | -4464789.4139 |
| Total P&L (%) | 2312.7883 | 2362.9712 | -50.1828 | 207.6184 | 4672.4078 | -4464.7894 |
| Avg Daily Profit (%) | 1.0443 | 1.067 | -0.0227 | 0.0508 | 0.1747 | 0 |
| Buy And Hold Return (%) | 843.9184 | 843.9184 | 843.9184 | 843.9184 | 843.9184 | 843.9184 |
| Max Trade Drawdown | -292174 | -162262 | -223219 | -13709716 | -9449128 | -5015359 |
| Profit Factor | 3.3157 | 6.1819 | 0.9075 | 1.008 | 1.3181 | 0.6013 |
| Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
| Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Losing Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Profitability (%) | 32.0755 | 32.5 | 31.6456 | 32.0755 | 32.5 | 31.6456 |
| Ratio Avg Win / Avg Loss | 7.0215 | 12.8393 | 1.9603 | 2.1346 | 2.7376 | 1.2988 |
| Largest Winning Trade | 2188845 | 2188845 | 49079 | 13252124 | 13252124 | 2025577 |
| Largest Losing Trade | -64647 | -32029 | -64647 | -3153245 | -3153245 | -1808076 |
| Avg Bars in Trades | 40 | 36 | 45 | 40 | 36 | 45 |
| Avg Bars in Winners | 79 | 63 | 96 | 79 | 63 | 96 |
| Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
| Bars Traded | 6513 | 2883 | 3630 | 6513 | 2883 | 3630 |
| 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 | 368566 | -7626 | -612096 | -507647 | -18112 | -613207 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6644,
"evaluation_days": 2214.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569628800000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759071262922,
"expiration_time": 1764786816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 23,
"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": [
[
2312788.3106464446,
2362971.1511196503,
-50182.8404732061,
207618.4114536229,
4672407.825310622,
-4464789.413857002
],
[
2312.788311,
2362.971151,
-50.18284,
207.618411,
4672.407825,
-4464.789414
],
[
1.044304,
1.066963,
-0.022659,
0.050751,
0.17469,
0
],
[
843.918427,
843.918427,
843.918427,
843.918427,
843.918427,
843.918427
],
[
-292174,
-162262,
-223219,
-13709716,
-9449128,
-5015359
],
[
3.31569,
6.181886,
0.907538,
1.00802,
1.31808,
0.601275
],
[
159,
80,
79,
159,
80,
79
],
[
51,
26,
25,
51,
26,
25
],
[
108,
54,
54,
108,
54,
54
],
[
32.075472,
32.5,
31.64557,
32.075472,
32.5,
31.64557
],
[
7.021461,
12.839302,
1.960282,
2.134631,
2.73755,
1.298754
],
[
2188845,
2188845,
49079,
13252124,
13252124,
2025577
],
[
-64647,
-32029,
-64647,
-3153245,
-3153245,
-1808076
],
[
40,
36,
45,
40,
36,
45
],
[
79,
63,
96,
79,
63,
96
],
[
22,
23,
22,
22,
23,
22
],
[
6513,
2883,
3630,
6513,
2883,
3630
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368566,
-7626,
-612096,
-507647,
-18112,
-613207
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6644,
"evaluation_days": 2214.67,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569628800000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759071262922,
"expiration_time": 1764786816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 23,
"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) |
|---|