| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1751110.4835 | 1819981.3513 | -68870.8678 | 1827.4051 | 373636.9678 | -371809.5627 |
| Total P&L (%) | 1751.1105 | 1819.9814 | -68.8709 | 1.8274 | 373.637 | -371.8096 |
| Avg Daily Profit (%) | 0.792 | 0.8231 | -0.0311 | 0.0008 | 0.0704 | 0 |
| Buy And Hold Return (%) | 356.6072 | 356.6072 | 356.6072 | 356.6072 | 356.6072 | 356.6072 |
| Max Trade Drawdown | -185595 | -101104 | -137268 | -822524 | -457712 | -448401 |
| Profit Factor | 4.3882 | 6.7446 | 0.6556 | 1.0014 | 1.4829 | 0.3245 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 39.3443 | 33.3333 | 45.1613 | 39.3443 | 33.3333 | 45.1613 |
| Ratio Avg Win / Avg Loss | 6.7652 | 13.4891 | 0.7961 | 1.5438 | 2.9658 | 0.3941 |
| Largest Winning Trade | 1835411 | 1835411 | 49053 | 832965 | 832965 | 110496 |
| Largest Losing Trade | -69349 | -69349 | -33693 | -295943 | -292090 | -295943 |
| Avg Bars in Trades | 62 | 105 | 21 | 62 | 105 | 21 |
| Avg Bars in Winners | 80 | 145 | 34 | 80 | 145 | 34 |
| Avg Bars in Losers | 51 | 86 | 10 | 51 | 86 | 10 |
| Bars Traded | 3832 | 3176 | 656 | 3832 | 3176 | 656 |
| Profit Streak | 0 | 95.4821 | 0 | 0 | 95.4821 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151390 | 521296 | -582421 | -745811 | -253561 | -582421 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575936000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758843251007,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 164,
"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": [
[
1751110.4835463045,
1819981.3513411637,
-68870.8677948592,
1827.4050544958,
373636.9677715353,
-371809.5627170394
],
[
1751.110484,
1819.981351,
-68.870868,
1.827405,
373.636968,
-371.809563
],
[
0.791999,
0.823149,
-0.031149,
0.000819,
0.070367,
0
],
[
356.607163,
356.607163,
356.607163,
356.607163,
356.607163,
356.607163
],
[
-185595,
-101104,
-137268,
-822524,
-457712,
-448401
],
[
4.38824,
6.744559,
0.655649,
1.00138,
1.482916,
0.324518
],
[
61,
30,
31,
61,
30,
31
],
[
24,
10,
14,
24,
10,
14
],
[
37,
20,
17,
37,
20,
17
],
[
39.344262,
33.333333,
45.16129,
39.344262,
33.333333,
45.16129
],
[
6.765203,
13.489118,
0.796145,
1.543794,
2.965832,
0.394058
],
[
1835411,
1835411,
49053,
832965,
832965,
110496
],
[
-69349,
-69349,
-33693,
-295943,
-292090,
-295943
],
[
62,
105,
21,
62,
105,
21
],
[
80,
145,
34,
80,
145,
34
],
[
51,
86,
10,
51,
86,
10
],
[
3832,
3176,
656,
3832,
3176,
656
],
[
0,
95.482072,
0,
0,
95.482072,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151390,
521296,
-582421,
-745811,
-253561,
-582421
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1575936000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758843251007,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 164,
"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) |
|---|