| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1395072.8947 | 1348376.2383 | 46696.6565 | 73868.3573 | 4277172.2954 | -4203303.9381 |
| Total P&L (%) | 1395.0729 | 1348.3762 | 46.6967 | 73.8684 | 4277.1723 | -4203.3039 |
| Avg Daily Profit (%) | 0.5857 | 0.5661 | 0.0196 | 0.0232 | 0.1588 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -287985 | -148727 | -176709 | -40233022 | -25071191 | -25232829 |
| Profit Factor | 2.6072 | 4.5405 | 1.0959 | 1.0011 | 1.1327 | 0.8825 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
| Profitability (%) | 43.2099 | 39.0244 | 47.5 | 43.2099 | 39.0244 | 47.5 |
| Ratio Avg Win / Avg Loss | 3.4266 | 7.0946 | 1.2112 | 1.3157 | 1.7698 | 0.9754 |
| Largest Winning Trade | 933792 | 933792 | 76087 | 24362366 | 24362366 | 14316803 |
| Largest Losing Trade | -77316 | -35612 | -77316 | -22362930 | -13440091 | -22362930 |
| Avg Bars in Trades | 114 | 98 | 130 | 114 | 98 | 130 |
| Avg Bars in Winners | 169 | 166 | 172 | 169 | 166 | 172 |
| Avg Bars in Losers | 72 | 55 | 92 | 72 | 55 | 92 |
| Bars Traded | 9277 | 4056 | 5221 | 9277 | 4056 | 5221 |
| 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 | -2612 | 518111 | -284330 | -400091 | -70019 | -581722 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9528,
"evaluation_days": 2382,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556431200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759283706830,
"expiration_time": 1765450944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 109,
"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": [
[
1395072.8947382786,
1348376.2382867006,
46696.6564515785,
73868.3573255886,
4277172.295423146,
-4203303.938097566
],
[
1395.072895,
1348.376238,
46.696656,
73.868357,
4277.172295,
-4203.303938
],
[
0.585673,
0.566069,
0.019604,
0.023224,
0.158774,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-287985,
-148727,
-176709,
-40233022,
-25071191,
-25232829
],
[
2.607177,
4.540534,
1.09585,
1.001086,
1.132676,
0.882493
],
[
81,
41,
40,
81,
41,
40
],
[
35,
16,
19,
35,
16,
19
],
[
46,
25,
21,
46,
25,
21
],
[
43.209877,
39.02439,
47.5,
43.209877,
39.02439,
47.5
],
[
3.426576,
7.094585,
1.211202,
1.315713,
1.769807,
0.975387
],
[
933792,
933792,
76087,
24362366,
24362366,
14316803
],
[
-77316,
-35612,
-77316,
-22362930,
-13440091,
-22362930
],
[
114,
98,
130,
114,
98,
130
],
[
169,
166,
172,
169,
166,
172
],
[
72,
55,
92,
72,
55,
92
],
[
9277,
4056,
5221,
9277,
4056,
5221
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-2612,
518111,
-284330,
-400091,
-70019,
-581722
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9528,
"evaluation_days": 2382,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556431200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759283706830,
"expiration_time": 1765450944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 109,
"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) |
|---|