| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1442219.599 | 1195069.791 | 247149.8079 | 17215418.2431 | 1563864.4015 | 15651553.8415 |
| Total P&L (%) | 1442.2196 | 1195.0698 | 247.1498 | 17215.4182 | 1563.8644 | 15651.5538 |
| Avg Daily Profit (%) | 0.6049 | 0.5012 | 0.1037 | 0.2164 | 0.118 | 0.2124 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124307 | -50939 | -93629 | -23252712 | -13540620 | -16307121 |
| Profit Factor | 3.8313 | 5.8785 | 1.9347 | 1.2277 | 1.039 | 1.4408 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Profitability (%) | 47.619 | 43.75 | 51.6129 | 47.619 | 43.75 | 51.6129 |
| Ratio Avg Win / Avg Loss | 4.2145 | 7.5581 | 1.8138 | 1.3505 | 1.3359 | 1.3507 |
| Largest Winning Trade | 693044 | 693044 | 73246 | 11648884 | 8239661 | 11648884 |
| Largest Losing Trade | -45710 | -35300 | -45710 | -9364668 | -8811218 | -9364668 |
| Avg Bars in Trades | 110 | 89 | 131 | 110 | 89 | 131 |
| Avg Bars in Winners | 173 | 155 | 189 | 173 | 155 | 189 |
| Avg Bars in Losers | 53 | 39 | 69 | 53 | 39 | 69 |
| Bars Traded | 6949 | 2875 | 4073 | 6949 | 2875 | 4073 |
| 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 | -133489 | 597186 | -50754 | -144105 | -215133 | 333256 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7153,
"evaluation_days": 2384.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558224000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759464192254,
"expiration_time": 1765629792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 34,
"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": [
[
1442219.5989730428,
1195069.7910379875,
247149.8079350558,
17215418.243062116,
1563864.4015366007,
15651553.841525514
],
[
1442.219599,
1195.069791,
247.149808,
17215.418243,
1563.864402,
15651.553842
],
[
0.604874,
0.501218,
0.103656,
0.216403,
0.117995,
0.212424
],
[
10,
10,
10,
10,
10,
10
],
[
-124307,
-50939,
-93629,
-23252712,
-13540620,
-16307121
],
[
3.831347,
5.878491,
1.934726,
1.227746,
1.039018,
1.440764
],
[
63,
32,
31,
63,
32,
31
],
[
30,
14,
16,
30,
14,
16
],
[
33,
18,
15,
33,
18,
15
],
[
47.619048,
43.75,
51.612903,
47.619048,
43.75,
51.612903
],
[
4.214481,
7.558059,
1.813806,
1.350521,
1.335881,
1.350716
],
[
693044,
693044,
73246,
11648884,
8239661,
11648884
],
[
-45710,
-35300,
-45710,
-9364668,
-8811218,
-9364668
],
[
110,
89,
131,
110,
89,
131
],
[
173,
155,
189,
173,
155,
189
],
[
53,
39,
69,
53,
39,
69
],
[
6949,
2875,
4073,
6949,
2875,
4073
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-133489,
597186,
-50754,
-144105,
-215133,
333256
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7153,
"evaluation_days": 2384.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558224000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759464192254,
"expiration_time": 1765629792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 34,
"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) |
|---|