| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1596685.2839 | 1500424.1193 | 96261.1645 | 2050111.5381 | 9451153.6189 | -7401042.0809 |
| Total P&L (%) | 1596.6853 | 1500.4241 | 96.2612 | 2050.1115 | 9451.1536 | -7401.0421 |
| Avg Daily Profit (%) | 0.7664 | 0.7202 | 0.0462 | 0.1474 | 0.2191 | 0 |
| Buy And Hold Return (%) | 74.1935 | 74.1935 | 74.1935 | 74.1935 | 74.1935 | 74.1935 |
| Max Trade Drawdown | -185409 | -121090 | -82816 | -20112935 | -14559743 | -11131447 |
| Profit Factor | 3.0002 | 4.422 | 1.2675 | 1.0337 | 1.2828 | 0.7302 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
| Profitability (%) | 40.2062 | 37.5 | 42.8571 | 40.2062 | 37.5 | 42.8571 |
| Ratio Avg Win / Avg Loss | 4.4618 | 7.3701 | 1.69 | 1.5373 | 2.138 | 0.9737 |
| Largest Winning Trade | 1020232 | 1020232 | 62767 | 16436359 | 16436359 | 3799546 |
| Largest Losing Trade | -43776 | -43776 | -32258 | -4947477 | -4463264 | -4947477 |
| Avg Bars in Trades | 253 | 226 | 279 | 253 | 226 | 279 |
| Avg Bars in Winners | 453 | 450 | 456 | 453 | 450 | 456 |
| Avg Bars in Losers | 118 | 92 | 146 | 118 | 92 | 146 |
| Bars Traded | 24589 | 10893 | 13696 | 24589 | 10893 | 13696 |
| Profit Streak | 20.0038 | 0 | 29.8371 | 20.0038 | 0 | 29.8371 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 562123 | 542976 | -205587 | -181238 | 162662 | -582919 |
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580018400000,
"first_datapoint_time": 1581494400000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760090727096,
"expiration_time": 1766563200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 206,
"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": [
[
1596685.2838512429,
1500424.1193222948,
96261.1645289478,
2050111.538074485,
9451153.61894576,
-7401042.080871274
],
[
1596.685284,
1500.424119,
96.261165,
2050.111538,
9451.153619,
-7401.042081
],
[
0.76641,
0.720205,
0.046205,
0.147378,
0.219084,
0
],
[
74.193548,
74.193548,
74.193548,
74.193548,
74.193548,
74.193548
],
[
-185409,
-121090,
-82816,
-20112935,
-14559743,
-11131447
],
[
3.00019,
4.422031,
1.267536,
1.033689,
1.282813,
0.730239
],
[
97,
48,
49,
97,
48,
49
],
[
39,
18,
21,
39,
18,
21
],
[
58,
30,
28,
58,
30,
28
],
[
40.206186,
37.5,
42.857143,
40.206186,
37.5,
42.857143
],
[
4.46182,
7.370052,
1.690048,
1.537281,
2.138021,
0.973653
],
[
1020232,
1020232,
62767,
16436359,
16436359,
3799546
],
[
-43776,
-43776,
-32258,
-4947477,
-4463264,
-4947477
],
[
253,
226,
279,
253,
226,
279
],
[
453,
450,
456,
453,
450,
456
],
[
118,
92,
146,
118,
92,
146
],
[
24589,
10893,
13696,
24589,
10893,
13696
],
[
20.003786,
0,
29.837119,
20.003786,
0,
29.837119
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
562123,
542976,
-205587,
-181238,
162662,
-582919
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580018400000,
"first_datapoint_time": 1581494400000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760090727096,
"expiration_time": 1766563200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 206,
"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) |
|---|