| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 804766.0456 | 834400.5796 | -29634.534 | -91748.4641 | 218823.1412 | -310571.6053 |
| Total P&L (%) | 804.766 | 834.4006 | -29.6345 | -91.7485 | 218.8231 | -310.5716 |
| Avg Daily Profit (%) | 0.3373 | 0.3498 | -0.0124 | -0.1045 | 0.0486 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -232347 | -140893 | -266339 | -309846 | -80919 | -370571 |
| Profit Factor | 1.6201 | 2.4327 | 0.9586 | 0.8707 | 1.8785 | 0.3255 |
| Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
| Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Profitability (%) | 46.3855 | 46.988 | 45.7831 | 46.3855 | 46.988 | 45.7831 |
| Ratio Avg Win / Avg Loss | 1.8726 | 2.7446 | 1.1352 | 1.0064 | 2.1194 | 0.3854 |
| Largest Winning Trade | 438853 | 438853 | 65272 | 250025 | 250025 | 36842 |
| Largest Losing Trade | -94133 | -67585 | -94133 | -167224 | -80655 | -167224 |
| Avg Bars in Trades | 42 | 37 | 46 | 42 | 37 | 46 |
| Avg Bars in Winners | 61 | 51 | 71 | 61 | 51 | 71 |
| Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
| Bars Traded | 6980 | 3115 | 3865 | 6980 | 3115 | 3865 |
| Profit Streak | 70.1181 | 70.1181 | 74.4514 | 70.1181 | 70.1181 | 74.4514 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 476060 | 483041 | -579709 | -578166 | -124958 | -581376 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7157,
"evaluation_days": 2385.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557014400000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759575004730,
"expiration_time": 1765748448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 124,
"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": [
[
804766.0455897442,
834400.5796209767,
-29634.5340312322,
-91748.4640960258,
218823.141238036,
-310571.6053340621
],
[
804.766046,
834.40058,
-29.634534,
-91.748464,
218.823141,
-310.571605
],
[
0.337333,
0.349755,
-0.012422,
-0.104519,
0.048613,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-232347,
-140893,
-266339,
-309846,
-80919,
-370571
],
[
1.62014,
2.432707,
0.958572,
0.870687,
1.878524,
0.325472
],
[
166,
83,
83,
166,
83,
83
],
[
77,
39,
38,
77,
39,
38
],
[
89,
44,
45,
89,
44,
45
],
[
46.385542,
46.987952,
45.783133,
46.385542,
46.987952,
45.783133
],
[
1.872629,
2.744592,
1.135151,
1.006379,
2.11936,
0.385428
],
[
438853,
438853,
65272,
250025,
250025,
36842
],
[
-94133,
-67585,
-94133,
-167224,
-80655,
-167224
],
[
42,
37,
46,
42,
37,
46
],
[
61,
51,
71,
61,
51,
71
],
[
25,
25,
25,
25,
25,
25
],
[
6980,
3115,
3865,
6980,
3115,
3865
],
[
70.11811,
70.11811,
74.451444,
70.11811,
70.11811,
74.451444
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
476060,
483041,
-579709,
-578166,
-124958,
-581376
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7157,
"evaluation_days": 2385.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557014400000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759575004730,
"expiration_time": 1765748448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 124,
"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) |
|---|