| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1364684.4651 | 1197859.3066 | 166825.1586 | 3182525.744 | 1078924.7042 | 2103601.0398 |
| Total P&L (%) | 1364.6845 | 1197.8593 | 166.8252 | 3182.5257 | 1078.9247 | 2103.601 |
| Avg Daily Profit (%) | 0.5719 | 0.502 | 0.0699 | 0.1464 | 0.1034 | 0.1297 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79720 | -92753 | -63736 | -4568211 | -4531069 | -2591320 |
| Profit Factor | 2.6874 | 3.8928 | 1.4227 | 1.1061 | 1.067 | 1.1512 |
| Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
| Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
| Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
| Profitability (%) | 38.6905 | 33.3333 | 44.0476 | 38.6905 | 33.3333 | 44.0476 |
| Ratio Avg Win / Avg Loss | 4.2586 | 7.7856 | 1.8072 | 1.7527 | 2.1341 | 1.4623 |
| Largest Winning Trade | 809565 | 809565 | 70712 | 3423545 | 3423545 | 2554385 |
| Largest Losing Trade | -35649 | -35649 | -26425 | -1603255 | -1603255 | -1329616 |
| Avg Bars in Trades | 83 | 64 | 102 | 83 | 64 | 102 |
| Avg Bars in Winners | 161 | 137 | 178 | 161 | 137 | 178 |
| Avg Bars in Losers | 34 | 27 | 41 | 34 | 27 | 41 |
| Bars Traded | 13976 | 5405 | 8571 | 13976 | 5405 | 8571 |
| 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 | 461710 | 388480 | -100288 | -103442 | -206949 | -76323 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14317,
"evaluation_days": 2386.17,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555689600000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759706744738,
"expiration_time": 1765879344000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 14,
"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": [
[
1364684.4651055278,
1197859.3065540413,
166825.1585514862,
3182525.7440431723,
1078924.7042293118,
2103601.0398138645
],
[
1364.684465,
1197.859307,
166.825159,
3182.525744,
1078.924704,
2103.60104
],
[
0.571914,
0.502001,
0.069913,
0.146417,
0.103449,
0.129692
],
[
10,
10,
10,
10,
10,
10
],
[
-79720,
-92753,
-63736,
-4568211,
-4531069,
-2591320
],
[
2.687445,
3.892779,
1.422725,
1.106053,
1.067032,
1.151195
],
[
168,
84,
84,
168,
84,
84
],
[
65,
28,
37,
65,
28,
37
],
[
103,
56,
47,
103,
56,
47
],
[
38.690476,
33.333333,
44.047619,
38.690476,
33.333333,
44.047619
],
[
4.258567,
7.785557,
1.807245,
1.752669,
2.134065,
1.462329
],
[
809565,
809565,
70712,
3423545,
3423545,
2554385
],
[
-35649,
-35649,
-26425,
-1603255,
-1603255,
-1329616
],
[
83,
64,
102,
83,
64,
102
],
[
161,
137,
178,
161,
137,
178
],
[
34,
27,
41,
34,
27,
41
],
[
13976,
5405,
8571,
13976,
5405,
8571
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
461710,
388480,
-100288,
-103442,
-206949,
-76323
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14317,
"evaluation_days": 2386.17,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555689600000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759706744738,
"expiration_time": 1765879344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 14,
"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) |
|---|