| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 619375.1101 | 709313.6334 | -89938.5233 | -132934.7514 | 30297.6044 | -163232.3559 |
| Total P&L (%) | 619.3751 | 709.3136 | -89.9385 | -132.9348 | 30.2976 | -163.2324 |
| Avg Daily Profit (%) | 0.2592 | 0.2968 | -0.0376 | 0 | 0.0111 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -190839 | -84609 | -173987 | -282488 | -113877 | -264656 |
| Profit Factor | 1.6695 | 2.4687 | 0.7966 | 0.828 | 1.0819 | 0.595 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 37 | 18 | 19 | 38 | 20 | 18 |
| Losing Trades | 35 | 18 | 17 | 34 | 16 | 18 |
| Profitability (%) | 51.3889 | 50 | 52.7778 | 52.7778 | 55.5556 | 50 |
| Ratio Avg Win / Avg Loss | 1.5793 | 2.4687 | 0.7127 | 0.7409 | 0.8655 | 0.595 |
| Largest Winning Trade | 349813 | 349813 | 40389 | 64710 | 64710 | 47931 |
| Largest Losing Trade | -140216 | -64721 | -140216 | -234790 | -72704 | -234790 |
| Avg Bars in Trades | 94 | 114 | 73 | 94 | 114 | 73 |
| Avg Bars in Winners | 112 | 132 | 92 | 102 | 121 | 81 |
| Avg Bars in Losers | 75 | 96 | 52 | 85 | 105 | 66 |
| Bars Traded | 6772 | 4112 | 2660 | 6772 | 4112 | 2660 |
| Profit Streak | 0 | 0 | 0 | 34.6686 | 34.6686 | 66.0019 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -71891 | 488444 | -580420 | -662925 | -311967 | -580221 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7169,
"evaluation_days": 2389.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558771200000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759939366913,
"expiration_time": 1766104416000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 184,
"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": [
[
619375.1100936922,
709313.6334084593,
-89938.5233147672,
-132934.7514398276,
30297.6044206675,
-163232.355860495
],
[
619.37511,
709.313633,
-89.938523,
-132.934751,
30.297604,
-163.232356
],
[
0.259189,
0.296825,
-0.037636,
0,
0.011075,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-190839,
-84609,
-173987,
-282488,
-113877,
-264656
],
[
1.669504,
2.468682,
0.796596,
0.828023,
1.081901,
0.595007
],
[
72,
36,
36,
72,
36,
36
],
[
37,
18,
19,
38,
20,
18
],
[
35,
18,
17,
34,
16,
18
],
[
51.388889,
50,
52.777778,
52.777778,
55.555556,
50
],
[
1.57926,
2.468682,
0.712744,
0.740862,
0.865521,
0.595007
],
[
349813,
349813,
40389,
64710,
64710,
47931
],
[
-140216,
-64721,
-140216,
-234790,
-72704,
-234790
],
[
94,
114,
73,
94,
114,
73
],
[
112,
132,
92,
102,
121,
81
],
[
75,
96,
52,
85,
105,
66
],
[
6772,
4112,
2660,
6772,
4112,
2660
],
[
0,
0,
0,
34.668598,
34.668599,
66.001932
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-71891,
488444,
-580420,
-662925,
-311967,
-580221
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7169,
"evaluation_days": 2389.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558771200000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759939366913,
"expiration_time": 1766104416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 184,
"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) |
|---|