| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1437783.7382 | 1358892.6411 | 78891.0972 | 231332.4251 | 161095.7762 | 70236.649 |
| Total P&L (%) | 1437.7837 | 1358.8926 | 78.8911 | 231.3324 | 161.0958 | 70.2366 |
| Avg Daily Profit (%) | 0.6053 | 0.572 | 0.0332 | 0.0504 | 0.0404 | 0.0224 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -146159 | -103308 | -109794 | -3037023 | -2805264 | -1728934 |
| Profit Factor | 2.1732 | 3.0507 | 1.1402 | 1.0182 | 1.0218 | 1.0132 |
| Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
| Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
| Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
| Profitability (%) | 43.1925 | 40.1869 | 46.2264 | 43.1925 | 40.1869 | 46.2264 |
| Ratio Avg Win / Avg Loss | 2.8582 | 4.5405 | 1.3263 | 1.3391 | 1.5208 | 1.1786 |
| Largest Winning Trade | 1062743 | 1062743 | 68593 | 1794869 | 1794869 | 1312816 |
| Largest Losing Trade | -44525 | -44525 | -43034 | -827679 | -720887 | -827679 |
| Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
| Avg Bars in Winners | 60 | 61 | 60 | 60 | 61 | 60 |
| Avg Bars in Losers | 30 | 24 | 36 | 30 | 24 | 36 |
| Bars Traded | 9273 | 4230 | 5043 | 9273 | 4230 | 5043 |
| 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 | 507722 | 466556 | -216623 | -327625 | -338469 | -370731 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557748800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758830414530,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 80,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1437783.738241719,
1358892.6410650788,
78891.097176642,
231332.4251361922,
161095.7761839568,
70236.6489522347
],
[
1437.783738,
1358.892641,
78.891097,
231.332425,
161.095776,
70.236649
],
[
0.605255,
0.572045,
0.03321,
0.050442,
0.040409,
0.022399
],
[
10,
10,
10,
10,
10,
10
],
[
-146159,
-103308,
-109794,
-3037023,
-2805264,
-1728934
],
[
2.173172,
3.050655,
1.140154,
1.018168,
1.021782,
1.01316
],
[
213,
107,
106,
213,
107,
106
],
[
92,
43,
49,
92,
43,
49
],
[
121,
64,
57,
121,
64,
57
],
[
43.192488,
40.186916,
46.226415,
43.192488,
40.186916,
46.226415
],
[
2.858194,
4.54051,
1.326301,
1.339112,
1.520792,
1.178574
],
[
1062743,
1062743,
68593,
1794869,
1794869,
1312816
],
[
-44525,
-44525,
-43034,
-827679,
-720887,
-827679
],
[
43,
39,
47,
43,
39,
47
],
[
60,
61,
60,
60,
61,
60
],
[
30,
24,
36,
30,
24,
36
],
[
9273,
4230,
5043,
9273,
4230,
5043
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
507722,
466556,
-216623,
-327625,
-338469,
-370731
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557748800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758830414530,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 80,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|