| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1013301.449 | 784178.0582 | 229123.3908 | 8537651.6823 | 4389804.9849 | 4147846.6974 |
| Total P&L (%) | 1013.3014 | 784.1781 | 229.1234 | 8537.6517 | 4389.805 | 4147.8467 |
| Avg Daily Profit (%) | 0.4255 | 0.3293 | 0.0962 | 0.1874 | 0.1599 | 0.1575 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82107 | -59664 | -55800 | -12884588 | -9978476 | -10529967 |
| Profit Factor | 3.0752 | 4.2104 | 1.9389 | 1.2007 | 1.2251 | 1.18 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Profitability (%) | 50.7937 | 53.125 | 48.3871 | 50.7937 | 53.125 | 48.3871 |
| Ratio Avg Win / Avg Loss | 2.9791 | 3.7151 | 2.0682 | 1.1632 | 1.081 | 1.2587 |
| Largest Winning Trade | 328905 | 328905 | 69313 | 6592775 | 5114915 | 6592775 |
| Largest Losing Trade | -52825 | -29385 | -52825 | -7420669 | -5020147 | -7420669 |
| Avg Bars in Trades | 144 | 102 | 186 | 144 | 102 | 186 |
| Avg Bars in Winners | 202 | 117 | 299 | 202 | 117 | 299 |
| Avg Bars in Losers | 83 | 86 | 81 | 83 | 86 | 81 |
| Bars Traded | 9085 | 3291 | 5794 | 9085 | 3291 | 5794 |
| 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 | -135056 | 602328 | -61511 | -143489 | 276966 | -15478 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9526,
"evaluation_days": 2381.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557468000000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759251653739,
"expiration_time": 1765406448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 178,
"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": [
[
1013301.4490260137,
784178.0582364567,
229123.3907895567,
8537651.682251748,
4389804.984870074,
4147846.697381677
],
[
1013.301449,
784.178058,
229.123391,
8537.651682,
4389.804985,
4147.846697
],
[
0.425489,
0.329279,
0.09621,
0.187398,
0.159875,
0.157546
],
[
10,
10,
10,
10,
10,
10
],
[
-82107,
-59664,
-55800,
-12884588,
-9978476,
-10529967
],
[
3.075208,
4.210402,
1.938925,
1.200687,
1.225081,
1.180037
],
[
63,
32,
31,
63,
32,
31
],
[
32,
17,
15,
32,
17,
15
],
[
31,
15,
16,
31,
15,
16
],
[
50.793651,
53.125,
48.387097,
50.793651,
53.125,
48.387097
],
[
2.979108,
3.715061,
2.068186,
1.163166,
1.080954,
1.258706
],
[
328905,
328905,
69313,
6592775,
5114915,
6592775
],
[
-52825,
-29385,
-52825,
-7420669,
-5020147,
-7420669
],
[
144,
102,
186,
144,
102,
186
],
[
202,
117,
299,
202,
117,
299
],
[
83,
86,
81,
83,
86,
81
],
[
9085,
3291,
5794,
9085,
3291,
5794
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-135056,
602328,
-61511,
-143489,
276966,
-15478
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9526,
"evaluation_days": 2381.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557468000000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759251653739,
"expiration_time": 1765406448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 178,
"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) |
|---|