| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1523271.8966 | 1310103.542 | 213168.3545 | 11423475.1481 | 8627357.5607 | 2796117.5873 |
| Total P&L (%) | 1523.2719 | 1310.1035 | 213.1684 | 11423.4751 | 8627.3576 | 2796.1176 |
| Avg Daily Profit (%) | 0.6399 | 0.5504 | 0.0896 | 0.1996 | 0.1879 | 0.1415 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96366 | -86398 | -64071 | -30830820 | -22514400 | -17601407 |
| Profit Factor | 3.6886 | 5.4717 | 1.7792 | 1.1187 | 1.1653 | 1.0634 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Profitability (%) | 35.0649 | 33.3333 | 36.8421 | 35.0649 | 33.3333 | 36.8421 |
| Ratio Avg Win / Avg Loss | 6.8308 | 10.9434 | 3.05 | 2.0716 | 2.3306 | 1.8231 |
| Largest Winning Trade | 827940 | 827940 | 70395 | 14952821 | 14952821 | 10949607 |
| Largest Losing Trade | -39080 | -39080 | -22193 | -9247477 | -9247477 | -5980653 |
| Avg Bars in Trades | 180 | 139 | 221 | 180 | 139 | 221 |
| Avg Bars in Winners | 392 | 313 | 465 | 392 | 313 | 465 |
| Avg Bars in Losers | 65 | 53 | 79 | 65 | 53 | 79 |
| Bars Traded | 13881 | 5451 | 8430 | 13881 | 5451 | 8430 |
| 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 | -33454 | 457649 | -75130 | -132934 | -36123 | -158443 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14282,
"evaluation_days": 2380.33,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555459200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759199063804,
"expiration_time": 1765360224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 73,
"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": [
[
1523271.8965657298,
1310103.5420171816,
213168.3545485482,
11423475.148054041,
8627357.56070816,
2796117.587345877
],
[
1523.271897,
1310.103542,
213.168355,
11423.475148,
8627.357561,
2796.117587
],
[
0.639941,
0.550387,
0.089554,
0.199624,
0.187925,
0.141507
],
[
10,
10,
10,
10,
10,
10
],
[
-96366,
-86398,
-64071,
-30830820,
-22514400,
-17601407
],
[
3.688642,
5.471681,
1.779181,
1.118666,
1.16529,
1.063446
],
[
77,
39,
38,
77,
39,
38
],
[
27,
13,
14,
27,
13,
14
],
[
50,
26,
24,
50,
26,
24
],
[
35.064935,
33.333333,
36.842105,
35.064935,
33.333333,
36.842105
],
[
6.830819,
10.943361,
3.050024,
2.071603,
2.33058,
1.82305
],
[
827940,
827940,
70395,
14952821,
14952821,
10949607
],
[
-39080,
-39080,
-22193,
-9247477,
-9247477,
-5980653
],
[
180,
139,
221,
180,
139,
221
],
[
392,
313,
465,
392,
313,
465
],
[
65,
53,
79,
65,
53,
79
],
[
13881,
5451,
8430,
13881,
5451,
8430
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-33454,
457649,
-75130,
-132934,
-36123,
-158443
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14282,
"evaluation_days": 2380.33,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555459200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759199063804,
"expiration_time": 1765360224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 73,
"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) |
|---|