| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2007877.3486 | 205473.7734 | -2213351.122 | -2852424.5233 | 6841476.2609 | -9693900.7842 |
| Total P&L (%) | -2007.8773 | 205.4738 | -2213.3511 | -2852.4245 | 6841.4763 | -9693.9008 |
| Avg Daily Profit (%) | -0.9051 | 0.0926 | -0.9977 | 0 | 0.1913 | 0 |
| Buy And Hold Return (%) | 547.4275 | 547.4275 | 547.4275 | 547.4275 | 547.4275 | 547.4275 |
| Max Trade Drawdown | -2326756 | -113365 | -2351363 | -21526178 | -8011833 | -16916665 |
| Profit Factor | 0.2784 | 1.8726 | 0.131 | 0.9386 | 1.3963 | 0.6677 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 44 | 20 | 24 | 38 | 23 | 15 |
| Losing Trades | 35 | 19 | 16 | 41 | 16 | 25 |
| Profitability (%) | 55.6962 | 51.2821 | 60 | 48.1013 | 58.9744 | 37.5 |
| Ratio Avg Win / Avg Loss | 0.2215 | 1.779 | 0.0874 | 1.0127 | 0.9713 | 1.1128 |
| Largest Winning Trade | 130738 | 130738 | 72572 | 8564703 | 6437108 | 8564703 |
| Largest Losing Trade | -2282306 | -47842 | -2282306 | -6546589 | -4569225 | -6546589 |
| Avg Bars in Trades | 53 | 52 | 53 | 53 | 52 | 53 |
| Avg Bars in Winners | 33 | 30 | 36 | 63 | 73 | 47 |
| Avg Bars in Losers | 77 | 76 | 78 | 43 | 23 | 56 |
| Bars Traded | 4192 | 2064 | 2128 | 4192 | 2064 | 2128 |
| Profit Streak | 0 | 0 | 0 | 41.0568 | 41.0568 | 43.5568 |
| Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -611317 | -231352 | -579453 | -609701 | 313278 | -582956 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4437,
"evaluation_days": 2218.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1577923200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759368109080,
"expiration_time": 1765113552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 216,
"offset": 0,
"multiplier": 2.73917
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 96,
"offset": 141
}
}
} {
"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": [
[
-2007877.3486154133,
205473.773412395,
-2213351.122027809,
-2852424.523321033,
6841476.260873048,
-9693900.78419408
],
[
-2007.877349,
205.473773,
-2213.351122,
-2852.424523,
6841.476261,
-9693.900784
],
[
-0.905061,
0.092618,
-0.997679,
0,
0.191307,
0
],
[
547.427489,
547.427489,
547.427489,
547.427489,
547.427489,
547.427489
],
[
-2326756,
-113365,
-2351363,
-21526178,
-8011833,
-16916665
],
[
0.278413,
1.872639,
0.131038,
0.938573,
1.39627,
0.667689
],
[
79,
39,
40,
79,
39,
40
],
[
44,
20,
24,
38,
23,
15
],
[
35,
19,
16,
41,
16,
25
],
[
55.696203,
51.282051,
60,
48.101266,
58.974359,
37.5
],
[
0.221465,
1.779007,
0.087359,
1.012671,
0.971318,
1.112815
],
[
130738,
130738,
72572,
8564703,
6437108,
8564703
],
[
-2282306,
-47842,
-2282306,
-6546589,
-4569225,
-6546589
],
[
53,
52,
53,
53,
52,
53
],
[
33,
30,
36,
63,
73,
47
],
[
77,
76,
78,
43,
23,
56
],
[
4192,
2064,
2128,
4192,
2064,
2128
],
[
0,
0,
0,
41.056818,
41.056818,
43.556818
],
[
0,
0,
0,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-611317,
-231352,
-579453,
-609701,
313278,
-582956
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4437,
"evaluation_days": 2218.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1577923200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759368109080,
"expiration_time": 1765113552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 216,
"offset": 0,
"multiplier": 2.73917
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 96,
"offset": 141
}
}
}
| # | 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) |
|---|