| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1430550.6027 | 1181813.7722 | 248736.8305 | 19038169.8099 | 4945571.0971 | 14092598.7128 |
| Total P&L (%) | 1430.5506 | 1181.8138 | 248.7368 | 19038.1698 | 4945.5711 | 14092.5987 |
| Avg Daily Profit (%) | 0.5987 | 0.4946 | 0.1041 | 0.2201 | 0.1642 | 0.2076 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84405 | -82849 | -65261 | -6247341 | -6766768 | -4625562 |
| Profit Factor | 2.7366 | 4.017 | 1.5757 | 1.4958 | 1.2198 | 1.886 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Profitability (%) | 52.2059 | 52.9412 | 51.4706 | 52.2059 | 52.9412 | 51.4706 |
| Ratio Avg Win / Avg Loss | 2.5054 | 3.5707 | 1.4857 | 1.3694 | 1.0843 | 1.7782 |
| Largest Winning Trade | 753346 | 753346 | 70801 | 3955496 | 2889452 | 3955496 |
| Largest Losing Trade | -47530 | -36150 | -47530 | -3492549 | -3492549 | -3073906 |
| Avg Bars in Trades | 102 | 76 | 128 | 102 | 76 | 128 |
| Avg Bars in Winners | 128 | 92 | 165 | 128 | 92 | 165 |
| Avg Bars in Losers | 74 | 59 | 89 | 74 | 59 | 89 |
| Bars Traded | 13976 | 5229 | 8747 | 13976 | 5229 | 8747 |
| 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 | 623276 | -91169 | -161232 | 364900 | -101473 | -97306 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14337,
"evaluation_days": 2389.5,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555660800000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759997153932,
"expiration_time": 1766175984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 30,
"offset": 0,
"a": 0.18792
}
}
} {
"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": [
[
1430550.602727303,
1181813.7722358222,
248736.8304914803,
19038169.80992653,
4945571.097113562,
14092598.712812964
],
[
1430.550603,
1181.813772,
248.73683,
19038.16981,
4945.571097,
14092.598713
],
[
0.598682,
0.494586,
0.104096,
0.220132,
0.164232,
0.207594
],
[
10,
10,
10,
10,
10,
10
],
[
-84405,
-82849,
-65261,
-6247341,
-6766768,
-4625562
],
[
2.73663,
4.017025,
1.575732,
1.495757,
1.219841,
1.885989
],
[
136,
68,
68,
136,
68,
68
],
[
71,
36,
35,
71,
36,
35
],
[
65,
32,
33,
65,
32,
33
],
[
52.205882,
52.941176,
51.470588,
52.205882,
52.941176,
51.470588
],
[
2.505366,
3.570689,
1.48569,
1.369355,
1.084303,
1.778218
],
[
753346,
753346,
70801,
3955496,
2889452,
3955496
],
[
-47530,
-36150,
-47530,
-3492549,
-3492549,
-3073906
],
[
102,
76,
128,
102,
76,
128
],
[
128,
92,
165,
128,
92,
165
],
[
74,
59,
89,
74,
59,
89
],
[
13976,
5229,
8747,
13976,
5229,
8747
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
623276,
-91169,
-161232,
364900,
-101473,
-97306
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14337,
"evaluation_days": 2389.5,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555660800000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759997153932,
"expiration_time": 1766175984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 30,
"offset": 0,
"a": 0.18792
}
}
}
| # | 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) |
|---|