| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 458970.6931 | 587065.747 | -128095.0539 | -94775.4779 | 143208.4228 | -237983.9007 |
| Total P&L (%) | 458.9707 | 587.0657 | -128.0951 | -94.7755 | 143.2084 | -237.9839 |
| Avg Daily Profit (%) | 0.2076 | 0.2655 | -0.0579 | -0.1334 | 0.0402 | 0 |
| Buy And Hold Return (%) | 199.2642 | 199.2642 | 199.2642 | 199.2642 | 199.2642 | 199.2642 |
| Max Trade Drawdown | -250229 | -67078 | -312486 | -410364 | -77854 | -388203 |
| Profit Factor | 1.4292 | 2.4757 | 0.8092 | 0.8479 | 1.9501 | 0.4962 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 93 | 50 | 43 | 93 | 48 | 45 |
| Losing Trades | 83 | 38 | 45 | 83 | 40 | 43 |
| Profitability (%) | 52.8409 | 56.8182 | 48.8636 | 52.8409 | 54.5455 | 51.1364 |
| Ratio Avg Win / Avg Loss | 1.2756 | 1.8815 | 0.8469 | 0.7567 | 1.6251 | 0.4741 |
| Largest Winning Trade | 373821 | 373821 | 46424 | 77616 | 77527 | 77616 |
| Largest Losing Trade | -118815 | -38163 | -118815 | -268964 | -67449 | -268964 |
| Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
| Avg Bars in Winners | 26 | 24 | 28 | 27 | 24 | 29 |
| Avg Bars in Losers | 20 | 22 | 19 | 20 | 22 | 18 |
| Bars Traded | 4180 | 2078 | 2102 | 4180 | 2078 | 2102 |
| Profit Streak | 0 | 37.9753 | 0 | 0 | 37.9753 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 189386 | 447552 | -581261 | -579210 | -299292 | -580671 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573862400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758885864505,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 133,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
458970.6931088358,
587065.7469610618,
-128095.0538522255,
-94775.4778824745,
143208.4227784574,
-237983.900660932
],
[
458.970693,
587.065747,
-128.095054,
-94.775478,
143.208423,
-237.983901
],
[
0.207585,
0.26552,
-0.057935,
-0.133416,
0.040205,
0
],
[
199.264165,
199.264165,
199.264165,
199.264165,
199.264165,
199.264165
],
[
-250229,
-67078,
-312486,
-410364,
-77854,
-388203
],
[
1.429247,
2.475669,
0.809216,
0.847887,
1.950148,
0.496157
],
[
176,
88,
88,
176,
88,
88
],
[
93,
50,
43,
93,
48,
45
],
[
83,
38,
45,
83,
40,
43
],
[
52.840909,
56.818182,
48.863636,
52.840909,
54.545455,
51.136364
],
[
1.275565,
1.881508,
0.846854,
0.756716,
1.625124,
0.474106
],
[
373821,
373821,
46424,
77616,
77527,
77616
],
[
-118815,
-38163,
-118815,
-268964,
-67449,
-268964
],
[
23,
23,
23,
23,
23,
23
],
[
26,
24,
28,
27,
24,
29
],
[
20,
22,
19,
20,
22,
18
],
[
4180,
2078,
2102,
4180,
2078,
2102
],
[
0,
37.975284,
0,
0,
37.975284,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
189386,
447552,
-581261,
-579210,
-299292,
-580671
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1573862400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758885864505,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 133,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|