| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 758943.1693 | 630817.213 | 128125.9563 | -109318.9301 | 3310530.6089 | -3419849.539 |
| Total P&L (%) | 758.9432 | 630.8172 | 128.126 | -109.3189 | 3310.5306 | -3419.8495 |
| Avg Daily Profit (%) | 0.3191 | 0.2652 | 0.0539 | 0 | 0.1485 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -175980 | -60485 | -141982 | -3859959 | -1106206 | -4233804 |
| Profit Factor | 1.931 | 3.2044 | 1.2422 | 0.9909 | 2.1934 | 0.6298 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 59 | 28 | 31 | 53 | 28 | 25 |
| Losing Trades | 35 | 19 | 16 | 41 | 19 | 22 |
| Profitability (%) | 62.766 | 59.5745 | 65.9574 | 56.383 | 59.5745 | 53.1915 |
| Ratio Avg Win / Avg Loss | 1.1455 | 2.1744 | 0.6411 | 0.7665 | 1.4883 | 0.5542 |
| Largest Winning Trade | 154086 | 154086 | 66328 | 1903395 | 1903395 | 1481218 |
| Largest Losing Trade | -101038 | -49281 | -101038 | -2244020 | -490059 | -2244020 |
| Avg Bars in Trades | 73 | 46 | 100 | 73 | 46 | 100 |
| Avg Bars in Winners | 79 | 38 | 116 | 71 | 41 | 105 |
| Avg Bars in Losers | 63 | 59 | 69 | 75 | 55 | 94 |
| Bars Traded | 6917 | 2207 | 4710 | 6917 | 2207 | 4710 |
| Profit Streak | 23.4171 | 0 | 127.7504 | 0 | 45.0837 | 0 |
| Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 506251 | 577500 | -119421 | -579699 | 379293 | -580283 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7136,
"evaluation_days": 2378.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558915200000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758996034171,
"expiration_time": 1765125504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 94,
"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": [
[
758943.16925003,
630817.2129927312,
128125.9562572988,
-109318.9301442411,
3310530.6088907993,
-3419849.5390350395
],
[
758.943169,
630.817213,
128.125956,
-109.31893,
3310.530609,
-3419.849539
],
[
0.319062,
0.265197,
0.053865,
0,
0.148489,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-175980,
-60485,
-141982,
-3859959,
-1106206,
-4233804
],
[
1.930977,
3.204367,
1.242184,
0.990898,
2.193353,
0.629762
],
[
94,
47,
47,
94,
47,
47
],
[
59,
28,
31,
53,
28,
25
],
[
35,
19,
16,
41,
19,
22
],
[
62.765957,
59.574468,
65.957447,
56.382979,
59.574468,
53.191489
],
[
1.145495,
2.174392,
0.641127,
0.766544,
1.488347,
0.55419
],
[
154086,
154086,
66328,
1903395,
1903395,
1481218
],
[
-101038,
-49281,
-101038,
-2244020,
-490059,
-2244020
],
[
73,
46,
100,
73,
46,
100
],
[
79,
38,
116,
71,
41,
105
],
[
63,
59,
69,
75,
55,
94
],
[
6917,
2207,
4710,
6917,
2207,
4710
],
[
23.417062,
0,
127.750395,
0,
45.083729,
0
],
[
1,
0,
3,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
506251,
577500,
-119421,
-579699,
379293,
-580283
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7136,
"evaluation_days": 2378.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558915200000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758996034171,
"expiration_time": 1765125504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 94,
"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) |
|---|