| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 551754.7127 | 704601.3072 | -152846.5945 | -82497.265 | 154304.2126 | -236801.4776 |
| Total P&L (%) | 551.7547 | 704.6013 | -152.8466 | -82.4973 | 154.3042 | -236.8015 |
| Avg Daily Profit (%) | 0.2496 | 0.3187 | -0.0691 | -0.0788 | 0.0422 | 0 |
| Buy And Hold Return (%) | 312.4746 | 312.4746 | 312.4746 | 312.4746 | 312.4746 | 312.4746 |
| Max Trade Drawdown | -185338 | -129322 | -173397 | -367235 | -191084 | -254846 |
| Profit Factor | 1.6875 | 2.8635 | 0.6399 | 0.9193 | 1.3415 | 0.5844 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Profitability (%) | 48.1013 | 52.5 | 43.5897 | 48.1013 | 52.5 | 43.5897 |
| Ratio Avg Win / Avg Loss | 1.8207 | 2.5907 | 0.8281 | 0.9918 | 1.2137 | 0.7563 |
| Largest Winning Trade | 677016 | 677016 | 45394 | 221012 | 221012 | 98408 |
| Largest Losing Trade | -52597 | -48367 | -52597 | -134324 | -95369 | -134324 |
| Avg Bars in Trades | 54 | 53 | 55 | 54 | 53 | 55 |
| Avg Bars in Winners | 71 | 53 | 93 | 71 | 53 | 93 |
| Avg Bars in Losers | 39 | 53 | 26 | 39 | 53 | 26 |
| Bars Traded | 4312 | 2134 | 2178 | 4312 | 2134 | 2178 |
| 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 | -28808 | 348530 | -583250 | -612793 | -301597 | -583250 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571572800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758913899569,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 58,
"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": [
[
551754.7126557464,
704601.3071526738,
-152846.5944969274,
-82497.26501533,
154304.2125543514,
-236801.4775696814
],
[
551.754713,
704.601307,
-152.846594,
-82.497265,
154.304213,
-236.801478
],
[
0.24955,
0.31868,
-0.06913,
-0.078794,
0.042223,
0
],
[
312.474645,
312.474645,
312.474645,
312.474645,
312.474645,
312.474645
],
[
-185338,
-129322,
-173397,
-367235,
-191084,
-254846
],
[
1.687511,
2.863459,
0.639873,
0.919258,
1.341453,
0.584442
],
[
79,
40,
39,
79,
40,
39
],
[
38,
21,
17,
38,
21,
17
],
[
41,
19,
22,
41,
19,
22
],
[
48.101266,
52.5,
43.589744,
48.101266,
52.5,
43.589744
],
[
1.820736,
2.590748,
0.828071,
0.991831,
1.213696,
0.756336
],
[
677016,
677016,
45394,
221012,
221012,
98408
],
[
-52597,
-48367,
-52597,
-134324,
-95369,
-134324
],
[
54,
53,
55,
54,
53,
55
],
[
71,
53,
93,
71,
53,
93
],
[
39,
53,
26,
39,
53,
26
],
[
4312,
2134,
2178,
4312,
2134,
2178
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-28808,
348530,
-583250,
-612793,
-301597,
-583250
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1571572800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758913899569,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 58,
"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) |
|---|