| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2696145.2176 | 2678868.998 | 17276.2196 | 1758489.3165 | 3874550.602 | -2116061.2855 |
| Total P&L (%) | 2696.1452 | 2678.869 | 17.2762 | 1758.4893 | 3874.5506 | -2116.0613 |
| Avg Daily Profit (%) | 1.2194 | 1.2116 | 0.0078 | 0.1323 | 0.1667 | 0 |
| Buy And Hold Return (%) | 912.1951 | 912.1951 | 912.1951 | 912.1951 | 912.1951 | 912.1951 |
| Max Trade Drawdown | -167986 | -111487 | -151633 | -6349300 | -3882731 | -3436808 |
| Profit Factor | 3.8664 | 7.0329 | 1.0348 | 1.0968 | 1.4287 | 0.7683 |
| Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
| Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
| Losing Trades | 133 | 68 | 65 | 133 | 68 | 65 |
| Profitability (%) | 30.7292 | 29.1667 | 32.2917 | 30.7292 | 29.1667 | 32.2917 |
| Ratio Avg Win / Avg Loss | 8.7158 | 17.08 | 2.1697 | 2.4724 | 3.4698 | 1.611 |
| Largest Winning Trade | 2447068 | 2447068 | 49718 | 6962965 | 6962965 | 946784 |
| Largest Losing Trade | -39411 | -24314 | -39411 | -1142035 | -1142035 | -935340 |
| Avg Bars in Trades | 22 | 22 | 23 | 22 | 22 | 23 |
| Avg Bars in Winners | 54 | 54 | 53 | 54 | 54 | 53 |
| Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
| Bars Traded | 4372 | 2116 | 2256 | 4372 | 2116 | 2256 |
| 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 | 400754 | 266880 | -536217 | -142580 | -3738 | -584907 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569542400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758920525535,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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": [
[
2696145.2175904345,
2678868.9980102326,
17276.2195802016,
1758489.3164834671,
3874550.6020231983,
-2116061.2855397295
],
[
2696.145218,
2678.868998,
17.27622,
1758.489316,
3874.550602,
-2116.061286
],
[
1.219423,
1.21161,
0.007814,
0.132261,
0.166692,
0
],
[
912.195122,
912.195122,
912.195122,
912.195122,
912.195122,
912.195122
],
[
-167986,
-111487,
-151633,
-6349300,
-3882731,
-3436808
],
[
3.866429,
7.032938,
1.034792,
1.096781,
1.428742,
0.7683
],
[
192,
96,
96,
192,
96,
96
],
[
59,
28,
31,
59,
28,
31
],
[
133,
68,
65,
133,
68,
65
],
[
30.729167,
29.166667,
32.291667,
30.729167,
29.166667,
32.291667
],
[
8.715847,
17.079992,
2.169726,
2.472405,
3.469802,
1.610951
],
[
2447068,
2447068,
49718,
6962965,
6962965,
946784
],
[
-39411,
-24314,
-39411,
-1142035,
-1142035,
-935340
],
[
22,
22,
23,
22,
22,
23
],
[
54,
54,
53,
54,
54,
53
],
[
8,
8,
9,
8,
8,
9
],
[
4372,
2116,
2256,
4372,
2116,
2256
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
400754,
266880,
-536217,
-142580,
-3738,
-584907
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1569542400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758920525535,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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) |
|---|