| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1399946.601 | 1121697.343 | 278249.2581 | 16061487.6949 | 10396955.7282 | 5664531.9668 |
| Total P&L (%) | 1399.9466 | 1121.6973 | 278.2493 | 16061.4877 | 10396.9557 | 5664.532 |
| Avg Daily Profit (%) | 0.5864 | 0.4698 | 0.1165 | 0.2132 | 0.1951 | 0.17 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89887 | -95020 | -87053 | -7863463 | -8371856 | -5984501 |
| Profit Factor | 2.4088 | 3.1474 | 1.5903 | 1.2769 | 1.3554 | 1.197 |
| Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
| Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Profitability (%) | 51.7949 | 51.5464 | 52.0408 | 51.7949 | 51.5464 | 52.0408 |
| Ratio Avg Win / Avg Loss | 2.2418 | 2.9586 | 1.4656 | 1.1884 | 1.274 | 1.1031 |
| Largest Winning Trade | 741737 | 741737 | 59749 | 4229119 | 4229119 | 2845919 |
| Largest Losing Trade | -56466 | -40255 | -56466 | -5530718 | -4663632 | -5530718 |
| Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
| Avg Bars in Winners | 27 | 31 | 24 | 27 | 31 | 24 |
| Avg Bars in Losers | 19 | 22 | 15 | 19 | 22 | 15 |
| Bars Traded | 4592 | 2594 | 1998 | 4592 | 2594 | 1998 |
| 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 | 628578 | 595483 | -35306 | 346488 | 309632 | 151791 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4775,
"evaluation_days": 2387.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559088000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759754187042,
"expiration_time": 1765897200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 65,
"offset": 66
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 212,
"offset": 0,
"std": 1.05339
}
}
} {
"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": [
[
1399946.6010459801,
1121697.3429617507,
278249.2580842288,
16061487.694932872,
10396955.728178171,
5664531.966754702
],
[
1399.946601,
1121.697343,
278.249258,
16061.487695,
10396.955728,
5664.531967
],
[
0.586365,
0.469821,
0.116544,
0.21322,
0.195108,
0.169958
],
[
10,
10,
10,
10,
10,
10
],
[
-89887,
-95020,
-87053,
-7863463,
-8371856,
-5984501
],
[
2.408784,
3.147395,
1.590294,
1.276876,
1.35536,
1.197012
],
[
195,
97,
98,
195,
97,
98
],
[
101,
50,
51,
101,
50,
51
],
[
94,
47,
47,
94,
47,
47
],
[
51.794872,
51.546392,
52.040816,
51.794872,
51.546392,
52.040816
],
[
2.241839,
2.958551,
1.465565,
1.188379,
1.274038,
1.103129
],
[
741737,
741737,
59749,
4229119,
4229119,
2845919
],
[
-56466,
-40255,
-56466,
-5530718,
-4663632,
-5530718
],
[
23,
26,
20,
23,
26,
20
],
[
27,
31,
24,
27,
31,
24
],
[
19,
22,
15,
19,
22,
15
],
[
4592,
2594,
1998,
4592,
2594,
1998
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
628578,
595483,
-35306,
346488,
309632,
151791
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4775,
"evaluation_days": 2387.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559088000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759754187042,
"expiration_time": 1765897200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 65,
"offset": 66
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 212,
"offset": 0,
"std": 1.05339
}
}
}
| # | 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) |
|---|