| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1697680.9963 | 1432412.7119 | 265268.2845 | 15826437.9321 | 11548311.2976 | 4278126.6345 |
| Total P&L (%) | 1697.681 | 1432.4127 | 265.2683 | 15826.4379 | 11548.3113 | 4278.1266 |
| Avg Daily Profit (%) | 0.7147 | 0.603 | 0.1117 | 0.2137 | 0.2005 | 0.1592 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -123950 | -99451 | -52671 | -76755739 | -50933910 | -36983970 |
| Profit Factor | 4.2694 | 5.6716 | 2.2475 | 1.0839 | 1.1109 | 1.0507 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
| Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
| Profitability (%) | 42.623 | 32.2581 | 53.3333 | 42.623 | 32.2581 | 53.3333 |
| Ratio Avg Win / Avg Loss | 5.7472 | 11.9103 | 1.9665 | 1.4591 | 2.3329 | 0.9193 |
| Largest Winning Trade | 863087 | 863087 | 66510 | 28907120 | 28907120 | 16910562 |
| Largest Losing Trade | -47261 | -47261 | -27720 | -23926062 | -22023060 | -23926062 |
| Avg Bars in Trades | 151 | 126 | 178 | 151 | 126 | 178 |
| Avg Bars in Winners | 276 | 258 | 287 | 276 | 258 | 287 |
| Avg Bars in Losers | 59 | 63 | 53 | 59 | 63 | 53 |
| Bars Traded | 9266 | 3910 | 5356 | 9266 | 3910 | 5356 |
| 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 | -149450 | 461880 | -39253 | -289203 | -96309 | -158404 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558072800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758929131667,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 97,
"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": [
[
1697680.9963427915,
1432412.7118902337,
265268.284452558,
15826437.932057727,
11548311.297585636,
4278126.634472079
],
[
1697.680996,
1432.412712,
265.268284,
15826.437932,
11548.311298,
4278.126634
],
[
0.714663,
0.602994,
0.111668,
0.213681,
0.200485,
0.159218
],
[
10,
10,
10,
10,
10,
10
],
[
-123950,
-99451,
-52671,
-76755739,
-50933910,
-36983970
],
[
4.269358,
5.671578,
2.247455,
1.083923,
1.110913,
1.050651
],
[
61,
31,
30,
61,
31,
30
],
[
26,
10,
16,
26,
10,
16
],
[
35,
21,
14,
35,
21,
14
],
[
42.622951,
32.258065,
53.333333,
42.622951,
32.258065,
53.333333
],
[
5.747213,
11.910314,
1.966523,
1.459127,
2.332918,
0.919319
],
[
863087,
863087,
66510,
28907120,
28907120,
16910562
],
[
-47261,
-47261,
-27720,
-23926062,
-22023060,
-23926062
],
[
151,
126,
178,
151,
126,
178
],
[
276,
258,
287,
276,
258,
287
],
[
59,
63,
53,
59,
63,
53
],
[
9266,
3910,
5356,
9266,
3910,
5356
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149450,
461880,
-39253,
-289203,
-96309,
-158404
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558072800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758929131667,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 97,
"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) |
|---|