| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2869814.504 | 2760398.6591 | 109415.8449 | 8878211.2117 | 23539065.8593 | -14660854.6476 |
| Total P&L (%) | 2869.8145 | 2760.3987 | 109.4158 | 8878.2112 | 23539.0659 | -14660.8546 |
| Avg Daily Profit (%) | 1.2895 | 1.2404 | 0.0492 | 0.2023 | 0.2459 | 0 |
| Buy And Hold Return (%) | 560.5665 | 560.5665 | 560.5665 | 560.5665 | 560.5665 | 560.5665 |
| Max Trade Drawdown | -116862 | -72362 | -85597 | -80837074 | -27469795 | -59071637 |
| Profit Factor | 4.048 | 7.4806 | 1.2122 | 1.0436 | 1.3074 | 0.8846 |
| Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
| Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
| Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
| Profitability (%) | 35.3261 | 33.6957 | 36.9565 | 35.3261 | 33.6957 | 36.9565 |
| Ratio Avg Win / Avg Loss | 7.411 | 14.7199 | 2.0679 | 1.9106 | 2.5726 | 1.5091 |
| Largest Winning Trade | 2362236 | 2362236 | 48099 | 31747235 | 31747235 | 17217707 |
| Largest Losing Trade | -73770 | -26637 | -73770 | -55354542 | -14779227 | -55354542 |
| Avg Bars in Trades | 23 | 23 | 24 | 23 | 23 | 24 |
| Avg Bars in Winners | 42 | 42 | 42 | 42 | 42 | 42 |
| Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
| Bars Traded | 4379 | 2159 | 2220 | 4379 | 2159 | 2220 |
| 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 | 538878 | 514966 | -297475 | -167875 | 118750 | -583103 |
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4451,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1568332800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759997689534,
"expiration_time": 1765736496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.08375
}
}
} {
"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": [
[
2869814.5040265494,
2760398.659089938,
109415.8449366105,
8878211.211662702,
23539065.859250523,
-14660854.647587815
],
[
2869.814504,
2760.398659,
109.415845,
8878.211212,
23539.065859,
-14660.854648
],
[
1.289514,
1.24035,
0.049165,
0.202289,
0.245886,
0
],
[
560.566518,
560.566518,
560.566518,
560.566518,
560.566518,
560.566518
],
[
-116862,
-72362,
-85597,
-80837074,
-27469795,
-59071637
],
[
4.048,
7.480589,
1.212214,
1.04359,
1.307363,
0.884643
],
[
184,
92,
92,
184,
92,
92
],
[
65,
31,
34,
65,
31,
34
],
[
119,
61,
58,
119,
61,
58
],
[
35.326087,
33.695652,
36.956522,
35.326087,
33.695652,
36.956522
],
[
7.410954,
14.719868,
2.067895,
1.910573,
2.572553,
1.509097
],
[
2362236,
2362236,
48099,
31747235,
31747235,
17217707
],
[
-73770,
-26637,
-73770,
-55354542,
-14779227,
-55354542
],
[
23,
23,
24,
23,
23,
24
],
[
42,
42,
42,
42,
42,
42
],
[
13,
13,
13,
13,
13,
13
],
[
4379,
2159,
2220,
4379,
2159,
2220
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
538878,
514966,
-297475,
-167875,
118750,
-583103
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4451,
"evaluation_days": 2225.5,
"actual_first_datapoint_time": 1567728000000,
"first_datapoint_time": 1568332800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759997689534,
"expiration_time": 1765736496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.08375
}
}
}
| # | 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) |
|---|