| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1124668.965 | 1085542.026 | 39126.9389 | 85362.2104 | 3418248.712 | -3332886.5016 |
| Total P&L (%) | 1124.669 | 1085.542 | 39.1269 | 85.3622 | 3418.2487 | -3332.8865 |
| Avg Daily Profit (%) | 0.4723 | 0.4559 | 0.0164 | 0.0259 | 0.1496 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -344921 | -171505 | -211734 | -9807559 | -6289236 | -4449587 |
| Profit Factor | 2.1277 | 3.4557 | 1.0705 | 1.0032 | 1.2357 | 0.7248 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Profitability (%) | 43.9655 | 43.1034 | 44.8276 | 43.9655 | 43.1034 | 44.8276 |
| Ratio Avg Win / Avg Loss | 2.7118 | 4.5615 | 1.3175 | 1.2786 | 1.6311 | 0.8921 |
| Largest Winning Trade | 814328 | 814328 | 77449 | 7922927 | 7922927 | 2249672 |
| Largest Losing Trade | -75499 | -39499 | -75499 | -3897180 | -3897180 | -2591609 |
| Avg Bars in Trades | 79 | 75 | 83 | 79 | 75 | 83 |
| Avg Bars in Winners | 110 | 107 | 112 | 110 | 107 | 112 |
| Avg Bars in Losers | 55 | 51 | 60 | 55 | 51 | 60 |
| Bars Traded | 9260 | 4407 | 4853 | 9260 | 4407 | 4853 |
| Profit Streak | 23.5577 | 0 | 37.0577 | 23.5577 | 0 | 37.0577 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 465071 | -165903 | -497732 | -376739 | -174810 | -762300 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9525,
"evaluation_days": 2381.25,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558440000000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759216985925,
"expiration_time": 1765384200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 162,
"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": [
[
1124668.9649615546,
1085542.026013427,
39126.9389481277,
85362.2103890623,
3418248.7120256894,
-3332886.5016366267
],
[
1124.668965,
1085.542026,
39.126939,
85.36221,
3418.248712,
-3332.886502
],
[
0.472302,
0.455871,
0.016431,
0.02592,
0.149636,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-344921,
-171505,
-211734,
-9807559,
-6289236,
-4449587
],
[
2.127729,
3.455681,
1.070469,
1.003207,
1.23568,
0.724835
],
[
116,
58,
58,
116,
58,
58
],
[
51,
25,
26,
51,
25,
26
],
[
65,
33,
32,
65,
33,
32
],
[
43.965517,
43.103448,
44.827586,
43.965517,
43.103448,
44.827586
],
[
2.711811,
4.561499,
1.317501,
1.278597,
1.631098,
0.892104
],
[
814328,
814328,
77449,
7922927,
7922927,
2249672
],
[
-75499,
-39499,
-75499,
-3897180,
-3897180,
-2591609
],
[
79,
75,
83,
79,
75,
83
],
[
110,
107,
112,
110,
107,
112
],
[
55,
51,
60,
55,
51,
60
],
[
9260,
4407,
4853,
9260,
4407,
4853
],
[
23.557707,
0,
37.057707,
23.557707,
0,
37.057707
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
465071,
-165903,
-497732,
-376739,
-174810,
-762300
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9525,
"evaluation_days": 2381.25,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558440000000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759216985925,
"expiration_time": 1765384200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 162,
"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) |
|---|