| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2373977.6062 | 2175013.9906 | 198963.6156 | 29083564.7402 | 20201596.1021 | 8881968.6381 |
| Total P&L (%) | 2373.9776 | 2175.014 | 198.9636 | 29083.5647 | 20201.5961 | 8881.9686 |
| Avg Daily Profit (%) | 1.0737 | 0.9837 | 0.09 | 0.2571 | 0.2406 | 0.2036 |
| Buy And Hold Return (%) | 498.9691 | 498.9691 | 498.9691 | 498.9691 | 498.9691 | 498.9691 |
| Max Trade Drawdown | -85843 | -74226 | -61282 | -57877426 | -41335418 | -40277100 |
| Profit Factor | 6.6413 | 12.0171 | 1.8906 | 1.157 | 1.2121 | 1.0987 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 37.5 | 34.375 | 40.625 | 37.5 | 34.375 | 40.625 |
| Ratio Avg Win / Avg Loss | 11.0689 | 22.9417 | 2.7632 | 1.9284 | 2.3141 | 1.6058 |
| Largest Winning Trade | 1893000 | 1893000 | 54748 | 38963097 | 38963097 | 19214764 |
| Largest Losing Trade | -30975 | -24130 | -30975 | -14443386 | -14287764 | -14443386 |
| Avg Bars in Trades | 67 | 65 | 68 | 67 | 65 | 68 |
| Avg Bars in Winners | 126 | 127 | 126 | 126 | 127 | 126 |
| Avg Bars in Losers | 31 | 33 | 29 | 31 | 33 | 29 |
| Bars Traded | 4290 | 2100 | 2190 | 4290 | 2100 | 2190 |
| 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 | -128255 | 498307 | -238689 | -186816 | 105622 | -106465 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1568808000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758843253497,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 161,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 26,
"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": [
[
2373977.6061825836,
2175013.9905776633,
198963.6156049209,
29083564.740240764,
20201596.10212026,
8881968.638120482
],
[
2373.977606,
2175.013991,
198.963616,
29083.56474,
20201.596102,
8881.968638
],
[
1.073712,
0.983724,
0.089988,
0.257055,
0.2406,
0.203636
],
[
498.969072,
498.969072,
498.969072,
498.969072,
498.969072,
498.969072
],
[
-85843,
-74226,
-61282,
-57877426,
-41335418,
-40277100
],
[
6.641311,
12.017071,
1.890624,
1.157012,
1.212127,
1.098691
],
[
64,
32,
32,
64,
32,
32
],
[
24,
11,
13,
24,
11,
13
],
[
40,
21,
19,
40,
21,
19
],
[
37.5,
34.375,
40.625,
37.5,
34.375,
40.625
],
[
11.068851,
22.941681,
2.763219,
1.928354,
2.314061,
1.605779
],
[
1893000,
1893000,
54748,
38963097,
38963097,
19214764
],
[
-30975,
-24130,
-30975,
-14443386,
-14287764,
-14443386
],
[
67,
65,
68,
67,
65,
68
],
[
126,
127,
126,
126,
127,
126
],
[
31,
33,
29,
31,
33,
29
],
[
4290,
2100,
2190,
4290,
2100,
2190
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-128255,
498307,
-238689,
-186816,
105622,
-106465
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4422,
"evaluation_days": 2211,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1568808000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758843253497,
"expiration_time": 1764446112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 161,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 26,
"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) |
|---|