| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1712382.7515 | 1665860.7898 | 46521.9617 | 1847537.2589 | 316934.0736 | 1530603.1853 |
| Total P&L (%) | 1712.3828 | 1665.8608 | 46.522 | 1847.5373 | 316.9341 | 1530.6032 |
| Avg Daily Profit (%) | 0.8219 | 0.7996 | 0.0223 | 0.1426 | 0.0686 | 0.1341 |
| Buy And Hold Return (%) | 111.0795 | 111.0795 | 111.0795 | 111.0795 | 111.0795 | 111.0795 |
| Max Trade Drawdown | -169041 | -111258 | -112569 | -23661568 | -18901956 | -13733061 |
| Profit Factor | 3.6062 | 6.1867 | 1.1385 | 1.0302 | 1.0098 | 1.053 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
| Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Profitability (%) | 31.6456 | 30 | 33.3333 | 31.6456 | 30 | 33.3333 |
| Ratio Avg Win / Avg Loss | 7.7895 | 14.4355 | 2.277 | 2.2251 | 2.3561 | 2.1061 |
| Largest Winning Trade | 1088032 | 1088032 | 64086 | 16143395 | 16143395 | 9848088 |
| Largest Losing Trade | -35420 | -28940 | -35420 | -6628127 | -6628127 | -6320654 |
| Avg Bars in Trades | 297 | 258 | 338 | 297 | 258 | 338 |
| Avg Bars in Winners | 718 | 642 | 788 | 718 | 642 | 788 |
| Avg Bars in Losers | 103 | 94 | 112 | 103 | 94 | 112 |
| Bars Traded | 23536 | 10348 | 13188 | 23536 | 10348 | 13188 |
| 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 | -18457 | 501887 | -402315 | -226890 | -321049 | -181141 |
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580054400000,
"first_datapoint_time": 1583272800000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760125001105,
"expiration_time": 1766599200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 243,
"offset": 203
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 49,
"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": [
[
1712382.751504425,
1665860.789767972,
46521.9617364527,
1847537.2588817116,
316934.0735803141,
1530603.1853013937
],
[
1712.382752,
1665.86079,
46.521962,
1847.537259,
316.934074,
1530.603185
],
[
0.821945,
0.799614,
0.022331,
0.142621,
0.068556,
0.134084
],
[
111.079545,
111.079545,
111.079545,
111.079545,
111.079545,
111.079545
],
[
-169041,
-111258,
-112569,
-23661568,
-18901956,
-13733061
],
[
3.60623,
6.186654,
1.138519,
1.030154,
1.009778,
1.053042
],
[
79,
40,
39,
79,
40,
39
],
[
25,
12,
13,
25,
12,
13
],
[
54,
28,
26,
54,
28,
26
],
[
31.64557,
30,
33.333333,
31.64557,
30,
33.333333
],
[
7.789457,
14.435525,
2.277038,
2.225132,
2.356148,
2.106084
],
[
1088032,
1088032,
64086,
16143395,
16143395,
9848088
],
[
-35420,
-28940,
-35420,
-6628127,
-6628127,
-6320654
],
[
297,
258,
338,
297,
258,
338
],
[
718,
642,
788,
718,
642,
788
],
[
103,
94,
112,
103,
94,
112
],
[
23536,
10348,
13188,
23536,
10348,
13188
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-18457,
501887,
-402315,
-226890,
-321049,
-181141
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580054400000,
"first_datapoint_time": 1583272800000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760125001105,
"expiration_time": 1766599200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 243,
"offset": 203
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 49,
"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) |
|---|