| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2354762.4794 | 2298156.0719 | 56606.4075 | 2223444.3531 | 6907926.5668 | -4684482.2137 |
| Total P&L (%) | 2354.7625 | 2298.1561 | 56.6064 | 2223.4444 | 6907.9266 | -4684.4822 |
| Avg Daily Profit (%) | 1.0581 | 1.0326 | 0.0254 | 0.1414 | 0.1911 | 0 |
| Buy And Hold Return (%) | 257.5674 | 257.5674 | 257.5674 | 257.5674 | 257.5674 | 257.5674 |
| Max Trade Drawdown | -187065 | -104649 | -136093 | -10648031 | -6366480 | -7797662 |
| Profit Factor | 3.4891 | 5.6904 | 1.1241 | 1.06 | 1.3703 | 0.7453 |
| Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
| Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
| Losing Trades | 123 | 61 | 62 | 123 | 61 | 62 |
| Profitability (%) | 31.2849 | 32.2222 | 30.3371 | 31.2849 | 32.2222 | 30.3371 |
| Ratio Avg Win / Avg Loss | 7.6637 | 11.9694 | 2.5813 | 2.3283 | 2.8824 | 1.7114 |
| Largest Winning Trade | 2058074 | 2058074 | 49193 | 11056288 | 11056288 | 2653828 |
| Largest Losing Trade | -57872 | -37670 | -57872 | -6709409 | -1839853 | -6709409 |
| Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
| Avg Bars in Winners | 52 | 56 | 48 | 52 | 56 | 48 |
| Avg Bars in Losers | 10 | 11 | 8 | 10 | 11 | 8 |
| Bars Traded | 4222 | 2360 | 1862 | 4222 | 2360 | 1862 |
| 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 | 504041 | 529906 | -415232 | -163254 | 94941 | -585685 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4451,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575028800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759997688644,
"expiration_time": 1765736496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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": [
[
2354762.4794041174,
2298156.0718735224,
56606.4075305926,
2223444.35307123,
6907926.56675943,
-4684482.213688197
],
[
2354.762479,
2298.156072,
56.606408,
2223.444353,
6907.926567,
-4684.482214
],
[
1.058082,
1.032647,
0.025435,
0.141445,
0.191134,
0
],
[
257.567405,
257.567405,
257.567405,
257.567405,
257.567405,
257.567405
],
[
-187065,
-104649,
-136093,
-10648031,
-6366480,
-7797662
],
[
3.489149,
5.690356,
1.124127,
1.060019,
1.370332,
0.7453
],
[
179,
90,
89,
179,
90,
89
],
[
56,
29,
27,
56,
29,
27
],
[
123,
61,
62,
123,
61,
62
],
[
31.284916,
32.222222,
30.337079,
31.284916,
32.222222,
30.337079
],
[
7.663666,
11.96937,
2.581329,
2.328257,
2.882422,
1.71143
],
[
2058074,
2058074,
49193,
11056288,
11056288,
2653828
],
[
-57872,
-37670,
-57872,
-6709409,
-1839853,
-6709409
],
[
23,
26,
20,
23,
26,
20
],
[
52,
56,
48,
52,
56,
48
],
[
10,
11,
8,
10,
11,
8
],
[
4222,
2360,
1862,
4222,
2360,
1862
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
504041,
529906,
-415232,
-163254,
94941,
-585685
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4451,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575028800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759997688644,
"expiration_time": 1765736496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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) |
|---|