| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 4089321.2789 | 3944980.8481 | 144340.4308 | 10065552.3128 | 10922058.1814 | -856505.8686 |
| Total P&L (%) | 4089.3213 | 3944.9808 | 144.3404 | 10065.5523 | 10922.0582 | -856.5059 |
| Avg Daily Profit (%) | 1.8479 | 1.7826 | 0.0652 | 0.2091 | 0.2127 | 0 |
| Buy And Hold Return (%) | 200.2597 | 200.2597 | 200.2597 | 200.2597 | 200.2597 | 200.2597 |
| Max Trade Drawdown | -102642 | -85587 | -58304 | -33695065 | -21728259 | -19408690 |
| Profit Factor | 9.1153 | 17.4336 | 1.5471 | 1.0893 | 1.1954 | 0.9849 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Profitability (%) | 30.6818 | 29.5455 | 31.8182 | 30.6818 | 29.5455 | 31.8182 |
| Ratio Avg Win / Avg Loss | 20.5939 | 41.5725 | 3.3151 | 2.461 | 2.8505 | 2.1105 |
| Largest Winning Trade | 3833753 | 3833753 | 52142 | 21363687 | 21363687 | 9898867 |
| Largest Losing Trade | -24238 | -24238 | -23613 | -8356236 | -7261303 | -8356236 |
| Avg Bars in Trades | 72 | 66 | 78 | 72 | 66 | 78 |
| Avg Bars in Winners | 178 | 164 | 191 | 178 | 164 | 191 |
| Avg Bars in Losers | 25 | 25 | 26 | 25 | 25 | 26 |
| Bars Traded | 6391 | 2924 | 3467 | 6391 | 2924 | 3467 |
| 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 | 551742 | 461682 | -275926 | -120333 | -6093 | -585012 |
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6639,
"evaluation_days": 2213,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573430400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758925351627,
"expiration_time": 1764638496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 19,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
4089321.2788903117,
3944980.8481176323,
144340.4307726798,
10065552.312814735,
10922058.181382438,
-856505.8685676943
],
[
4089.321279,
3944.980848,
144.340431,
10065.552313,
10922.058181,
-856.505869
],
[
1.847863,
1.782639,
0.065224,
0.209056,
0.21272,
0
],
[
200.259701,
200.259701,
200.259701,
200.259701,
200.259701,
200.259701
],
[
-102642,
-85587,
-58304,
-33695065,
-21728259,
-19408690
],
[
9.115336,
17.433648,
1.547065,
1.089314,
1.195363,
0.984918
],
[
88,
44,
44,
88,
44,
44
],
[
27,
13,
14,
27,
13,
14
],
[
61,
31,
30,
61,
31,
30
],
[
30.681818,
29.545455,
31.818182,
30.681818,
29.545455,
31.818182
],
[
20.593907,
41.572544,
3.315138,
2.461044,
2.85048,
2.110539
],
[
3833753,
3833753,
52142,
21363687,
21363687,
9898867
],
[
-24238,
-24238,
-23613,
-8356236,
-7261303,
-8356236
],
[
72,
66,
78,
72,
66,
78
],
[
178,
164,
191,
178,
164,
191
],
[
25,
25,
26,
25,
25,
26
],
[
6391,
2924,
3467,
6391,
2924,
3467
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
551742,
461682,
-275926,
-120333,
-6093,
-585012
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6639,
"evaluation_days": 2213,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573430400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758925351627,
"expiration_time": 1764638496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 19,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|