| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1915841.0643 | 1663110.046 | 252731.0184 | 18823988.9508 | -15692596.3157 | 34516585.2665 |
| Total P&L (%) | 1915.8411 | 1663.11 | 252.731 | 18823.989 | -15692.5963 | 34516.5853 |
| Avg Daily Profit (%) | 0.8031 | 0.6971 | 0.1059 | 0.22 | 0 | 0.2454 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112809 | -82216 | -67919 | -59133412 | -60540840 | -42571516 |
| Profit Factor | 4.1526 | 5.2783 | 2.1542 | 1.0753 | 0.9054 | 1.4108 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Profitability (%) | 45.7143 | 40 | 51.4286 | 45.7143 | 40 | 51.4286 |
| Ratio Avg Win / Avg Loss | 4.9312 | 7.9175 | 2.0345 | 1.277 | 1.3581 | 1.3325 |
| Largest Winning Trade | 1075703 | 1075703 | 61759 | 38902754 | 38902754 | 21853829 |
| Largest Losing Trade | -40069 | -40069 | -35331 | -27005361 | -27005361 | -20669075 |
| Avg Bars in Trades | 97 | 110 | 84 | 97 | 110 | 84 |
| Avg Bars in Winners | 152 | 185 | 126 | 152 | 185 | 126 |
| Avg Bars in Losers | 50 | 60 | 38 | 50 | 60 | 38 |
| Bars Traded | 6802 | 3855 | 2947 | 6802 | 3855 | 2947 |
| 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 | -80102 | 589938 | -47283 | -229896 | -583009 | 337047 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7157,
"evaluation_days": 2385.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558512000000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759575005184,
"expiration_time": 1765748448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 105,
"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": [
[
1915841.0643372198,
1663110.0459733533,
252731.0183638669,
18823988.950829145,
-15692596.31571247,
34516585.266541645
],
[
1915.841064,
1663.110046,
252.731018,
18823.988951,
-15692.596316,
34516.585267
],
[
0.803062,
0.697125,
0.105937,
0.220013,
0,
0.245386
],
[
10,
10,
10,
10,
10,
10
],
[
-112809,
-82216,
-67919,
-59133412,
-60540840,
-42571516
],
[
4.15261,
5.278332,
2.154174,
1.075333,
0.905389,
1.410846
],
[
70,
35,
35,
70,
35,
35
],
[
32,
14,
18,
32,
14,
18
],
[
38,
21,
17,
38,
21,
17
],
[
45.714286,
40,
51.428571,
45.714286,
40,
51.428571
],
[
4.931224,
7.917498,
2.034497,
1.276958,
1.358083,
1.332466
],
[
1075703,
1075703,
61759,
38902754,
38902754,
21853829
],
[
-40069,
-40069,
-35331,
-27005361,
-27005361,
-20669075
],
[
97,
110,
84,
97,
110,
84
],
[
152,
185,
126,
152,
185,
126
],
[
50,
60,
38,
50,
60,
38
],
[
6802,
3855,
2947,
6802,
3855,
2947
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-80102,
589938,
-47283,
-229896,
-583009,
337047
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7157,
"evaluation_days": 2385.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558512000000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759575005184,
"expiration_time": 1765748448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 105,
"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) |
|---|