| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1248432.1148 | 1036698.864 | 211733.2508 | 8344755.0831 | 3557784.8552 | 4786970.2279 |
| Total P&L (%) | 1248.4321 | 1036.6989 | 211.7333 | 8344.7551 | 3557.7849 | 4786.9702 |
| Avg Daily Profit (%) | 0.525 | 0.436 | 0.089 | 0.1867 | 0.1515 | 0.1637 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85130 | -63737 | -82663 | -10925995 | -8890253 | -9094795 |
| Profit Factor | 3.3449 | 5.1566 | 1.7482 | 1.1542 | 1.1347 | 1.1728 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Profitability (%) | 35.443 | 37.5 | 33.3333 | 35.443 | 37.5 | 33.3333 |
| Ratio Avg Win / Avg Loss | 6.0926 | 8.5944 | 3.4964 | 2.1023 | 1.8912 | 2.3456 |
| Largest Winning Trade | 651053 | 651053 | 70245 | 6453453 | 5553168 | 6453453 |
| Largest Losing Trade | -36788 | -25679 | -36788 | -3500055 | -2624641 | -3500055 |
| Avg Bars in Trades | 87 | 60 | 114 | 87 | 60 | 114 |
| Avg Bars in Winners | 192 | 113 | 284 | 192 | 113 | 284 |
| Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
| Bars Traded | 6892 | 2438 | 4454 | 6892 | 2438 | 4454 |
| 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 | -19727 | 472727 | -77235 | -78805 | -68443 | -28082 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7134,
"evaluation_days": 2378,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558742400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758912879721,
"expiration_time": 1765066176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 26,
"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": [
[
1248432.1148413701,
1036698.8640087969,
211733.250832573,
8344755.083141092,
3557784.855208871,
4786970.227932212
],
[
1248.432115,
1036.698864,
211.733251,
8344.755083,
3557.784855,
4786.970228
],
[
0.524992,
0.435954,
0.089038,
0.186723,
0.151479,
0.163681
],
[
10,
10,
10,
10,
10,
10
],
[
-85130,
-63737,
-82663,
-10925995,
-8890253,
-9094795
],
[
3.34493,
5.156626,
1.748207,
1.154205,
1.134711,
1.172788
],
[
79,
40,
39,
79,
40,
39
],
[
28,
15,
13,
28,
15,
13
],
[
51,
25,
26,
51,
25,
26
],
[
35.443038,
37.5,
33.333333,
35.443038,
37.5,
33.333333
],
[
6.09255,
8.594377,
3.496413,
2.102301,
1.891185,
2.345576
],
[
651053,
651053,
70245,
6453453,
5553168,
6453453
],
[
-36788,
-25679,
-36788,
-3500055,
-2624641,
-3500055
],
[
87,
60,
114,
87,
60,
114
],
[
192,
113,
284,
192,
113,
284
],
[
29,
29,
28,
29,
29,
28
],
[
6892,
2438,
4454,
6892,
2438,
4454
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-19727,
472727,
-77235,
-78805,
-68443,
-28082
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7134,
"evaluation_days": 2378,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558742400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758912879721,
"expiration_time": 1765066176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 26,
"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) |
|---|