| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1676538.6168 | 1481417.9191 | 195120.6977 | 6178330.049 | 1452074.5902 | 4726255.4587 |
| Total P&L (%) | 1676.5386 | 1481.4179 | 195.1207 | 6178.33 | 1452.0746 | 4726.2555 |
| Avg Daily Profit (%) | 0.7019 | 0.6202 | 0.0817 | 0.1735 | 0.1149 | 0.1624 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -164996 | -67138 | -113887 | -75352711 | -32849359 | -46117491 |
| Profit Factor | 3.7077 | 6.12 | 1.5916 | 1.0467 | 1.0215 | 1.0731 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 44.2857 | 40 | 48.5714 | 44.2857 | 40 | 48.5714 |
| Ratio Avg Win / Avg Loss | 4.6645 | 9.1799 | 1.6852 | 1.3168 | 1.5322 | 1.1362 |
| Largest Winning Trade | 855672 | 855672 | 75209 | 22450941 | 22450941 | 16589554 |
| Largest Losing Trade | -52737 | -39578 | -52737 | -18741032 | -17915308 | -18741032 |
| Avg Bars in Trades | 130 | 122 | 137 | 130 | 122 | 137 |
| Avg Bars in Winners | 194 | 197 | 192 | 194 | 197 | 192 |
| Avg Bars in Losers | 79 | 72 | 86 | 79 | 72 | 86 |
| Bars Traded | 9108 | 4287 | 4821 | 9108 | 4287 | 4821 |
| Profit Streak | 0 | 0 | 45.3244 | 0 | 0 | 45.3244 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -81824 | 585330 | -80915 | -262358 | -238940 | -132402 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9554,
"evaluation_days": 2388.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558828800000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759844832308,
"expiration_time": 1766029392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 181,
"offset": 67
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 77,
"offset": 0,
"a": 0.73098
}
}
} {
"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": [
[
1676538.6167803297,
1481417.9190577995,
195120.6977225296,
6178330.048971374,
1452074.5902432844,
4726255.458728085
],
[
1676.538617,
1481.417919,
195.120698,
6178.330049,
1452.07459,
4726.255459
],
[
0.701921,
0.620229,
0.081692,
0.173468,
0.114873,
0.162437
],
[
10,
10,
10,
10,
10,
10
],
[
-164996,
-67138,
-113887,
-75352711,
-32849359,
-46117491
],
[
3.707702,
6.119955,
1.591576,
1.046689,
1.021454,
1.073107
],
[
70,
35,
35,
70,
35,
35
],
[
31,
14,
17,
31,
14,
17
],
[
39,
21,
18,
39,
21,
18
],
[
44.285714,
40,
48.571429,
44.285714,
40,
48.571429
],
[
4.664528,
9.179932,
1.685198,
1.316802,
1.532182,
1.136231
],
[
855672,
855672,
75209,
22450941,
22450941,
16589554
],
[
-52737,
-39578,
-52737,
-18741032,
-17915308,
-18741032
],
[
130,
122,
137,
130,
122,
137
],
[
194,
197,
192,
194,
197,
192
],
[
79,
72,
86,
79,
72,
86
],
[
9108,
4287,
4821,
9108,
4287,
4821
],
[
0,
0,
45.324448,
0,
0,
45.324448
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-81824,
585330,
-80915,
-262358,
-238940,
-132402
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9554,
"evaluation_days": 2388.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558828800000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759844832308,
"expiration_time": 1766029392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 181,
"offset": 67
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 77,
"offset": 0,
"a": 0.73098
}
}
}
| # | 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) |
|---|