| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 310099.7066 | 378100.957 | -68001.2503 | -92258.0294 | 308035.8339 | -400293.8633 |
| Total P&L (%) | 310.0997 | 378.101 | -68.0013 | -92.258 | 308.0358 | -400.2939 |
| Avg Daily Profit (%) | 0.1298 | 0.1582 | -0.0285 | -0.107 | 0.0589 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -229115 | -137010 | -218525 | -349926 | -132448 | -459175 |
| Profit Factor | 1.0904 | 1.2274 | 0.9616 | 0.9596 | 1.3009 | 0.6818 |
| Total Trades | 937 | 469 | 468 | 937 | 469 | 468 |
| Winning Trades | 468 | 233 | 235 | 468 | 233 | 235 |
| Losing Trades | 469 | 236 | 233 | 469 | 236 | 233 |
| Profitability (%) | 49.9466 | 49.6802 | 50.2137 | 49.9466 | 49.6802 | 50.2137 |
| Ratio Avg Win / Avg Loss | 1.0927 | 1.2432 | 0.9534 | 0.9616 | 1.3177 | 0.676 |
| Largest Winning Trade | 87602 | 87602 | 46377 | 87800 | 87800 | 26978 |
| Largest Losing Trade | -65526 | -43009 | -65526 | -148297 | -66840 | -148297 |
| Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
| Bars Traded | 7113 | 3555 | 3558 | 7113 | 3555 | 3558 |
| Profit Streak | 0 | 0 | 9.0019 | 0 | 0 | 9.0019 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -135333 | 322313 | -577914 | -575210 | -112185 | -577914 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7169,
"evaluation_days": 2389.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1553472000000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759939361109,
"expiration_time": 1766104416000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.46485,
"nc": 0.66832
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 145,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
310099.7066383563,
378100.9569878914,
-68001.2503495355,
-92258.0293830383,
308035.833911872,
-400293.8632949102
],
[
310.099707,
378.100957,
-68.00125,
-92.258029,
308.035834,
-400.293863
],
[
0.129767,
0.158223,
-0.028456,
-0.107008,
0.058862,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-229115,
-137010,
-218525,
-349926,
-132448,
-459175
],
[
1.090373,
1.227414,
0.961553,
0.959565,
1.300945,
0.681821
],
[
937,
469,
468,
937,
469,
468
],
[
468,
233,
235,
468,
233,
235
],
[
469,
236,
233,
469,
236,
233
],
[
49.946638,
49.680171,
50.213675,
49.946638,
49.680171,
50.213675
],
[
1.092703,
1.243217,
0.95337,
0.961615,
1.317696,
0.676018
],
[
87602,
87602,
46377,
87800,
87800,
26978
],
[
-65526,
-43009,
-65526,
-148297,
-66840,
-148297
],
[
7,
7,
7,
7,
7,
7
],
[
7,
7,
7,
7,
7,
7
],
[
7,
7,
7,
7,
7,
7
],
[
7113,
3555,
3558,
7113,
3555,
3558
],
[
0,
0,
9.001864,
0,
0,
9.001865
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-135333,
322313,
-577914,
-575210,
-112185,
-577914
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7169,
"evaluation_days": 2389.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1553472000000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759939361109,
"expiration_time": 1766104416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.46485,
"nc": 0.66832
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 145,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|