| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1767926.4109 | 1537909.691 | 230016.7199 | 14289926.7094 | 5411214.7271 | 8878711.9822 |
| Total P&L (%) | 1767.9264 | 1537.9097 | 230.0167 | 14289.9267 | 5411.2147 | 8878.712 |
| Avg Daily Profit (%) | 0.7405 | 0.6442 | 0.0963 | 0.2084 | 0.1681 | 0.1886 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108858 | -87220 | -50177 | -10962708 | -6980034 | -6685489 |
| Profit Factor | 3.3246 | 4.9024 | 1.6277 | 1.3046 | 1.2174 | 1.4032 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
| Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
| Profitability (%) | 42.5 | 38.3333 | 46.6667 | 42.5 | 38.3333 | 46.6667 |
| Ratio Avg Win / Avg Loss | 4.498 | 7.8865 | 1.8602 | 1.7651 | 1.9584 | 1.6037 |
| Largest Winning Trade | 998758 | 998758 | 66708 | 5781196 | 5563976 | 5781196 |
| Largest Losing Trade | -39277 | -38705 | -39277 | -6685489 | -2997325 | -6685489 |
| Avg Bars in Trades | 116 | 92 | 140 | 116 | 92 | 140 |
| Avg Bars in Winners | 198 | 167 | 223 | 198 | 167 | 223 |
| Avg Bars in Losers | 55 | 46 | 67 | 55 | 46 | 67 |
| Bars Traded | 13986 | 5558 | 8428 | 13986 | 5558 | 8428 |
| Profit Streak | 15.6051 | 0 | 25.7718 | 15.6051 | 0 | 25.7718 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 611896 | -154437 | -231193 | 263351 | -165540 | -160168 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14324,
"evaluation_days": 2387.33,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555099200000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759804282750,
"expiration_time": 1765983168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 113,
"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": [
[
1767926.4108941827,
1537909.6909941041,
230016.7199000792,
14289926.70936011,
5411214.727141205,
8878711.982218904
],
[
1767.926411,
1537.909691,
230.01672,
14289.926709,
5411.214727,
8878.711982
],
[
0.740545,
0.644197,
0.096349,
0.208362,
0.168085,
0.188565
],
[
10,
10,
10,
10,
10,
10
],
[
-108858,
-87220,
-50177,
-10962708,
-6980034,
-6685489
],
[
3.324599,
4.902443,
1.627705,
1.304621,
1.217402,
1.40321
],
[
120,
60,
60,
120,
60,
60
],
[
51,
23,
28,
51,
23,
28
],
[
69,
37,
32,
69,
37,
32
],
[
42.5,
38.333333,
46.666667,
42.5,
38.333333,
46.666667
],
[
4.497987,
7.886539,
1.860235,
1.765076,
1.958429,
1.603669
],
[
998758,
998758,
66708,
5781196,
5563976,
5781196
],
[
-39277,
-38705,
-39277,
-6685489,
-2997325,
-6685489
],
[
116,
92,
140,
116,
92,
140
],
[
198,
167,
223,
198,
167,
223
],
[
55,
46,
67,
55,
46,
67
],
[
13986,
5558,
8428,
13986,
5558,
8428
],
[
15.605124,
0,
25.771791,
15.605124,
0,
25.771791
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
611896,
-154437,
-231193,
263351,
-165540,
-160168
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14324,
"evaluation_days": 2387.33,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555099200000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759804282750,
"expiration_time": 1765983168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 113,
"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) |
|---|