| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 911683.7614 | 713500.0753 | 198183.686 | 1519290.7279 | 1004297.6658 | 514993.0621 |
| Total P&L (%) | 911.6838 | 713.5001 | 198.1837 | 1519.2907 | 1004.2977 | 514.9931 |
| Avg Daily Profit (%) | 0.3811 | 0.2983 | 0.0829 | 0.1165 | 0.1005 | 0.076 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86815 | -77848 | -165780 | -1975397 | -2442192 | -1135763 |
| Profit Factor | 2.0959 | 2.693 | 1.4828 | 1.1373 | 1.1584 | 1.1089 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
| Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Profitability (%) | 61.1111 | 59.2593 | 62.963 | 61.1111 | 59.2593 | 62.963 |
| Ratio Avg Win / Avg Loss | 1.3337 | 1.8514 | 0.8722 | 0.7237 | 0.7964 | 0.6523 |
| Largest Winning Trade | 188887 | 188887 | 65250 | 1063128 | 990996 | 1063128 |
| Largest Losing Trade | -86815 | -51673 | -86815 | -1138672 | -1138672 | -833071 |
| Avg Bars in Trades | 42 | 36 | 49 | 42 | 36 | 49 |
| Avg Bars in Winners | 45 | 26 | 63 | 45 | 26 | 63 |
| Avg Bars in Losers | 38 | 50 | 25 | 38 | 50 | 25 |
| Bars Traded | 4636 | 1950 | 2686 | 4636 | 1950 | 2686 |
| Profit Streak | 27.9139 | 0 | 55.4139 | 27.9139 | 0 | 55.4139 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 530212 | -164839 | -260614 | -106031 | -285223 | -371344 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4784,
"evaluation_days": 2392,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557964800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760133361205,
"expiration_time": 1766297664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 53,
"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": [
[
911683.7613534315,
713500.0753165507,
198183.6860368807,
1519290.7278633218,
1004297.6657805184,
514993.0620828053
],
[
911.683761,
713.500075,
198.183686,
1519.290728,
1004.297666,
514.993062
],
[
0.381139,
0.298286,
0.082853,
0.11648,
0.10046,
0.075967
],
[
10,
10,
10,
10,
10,
10
],
[
-86815,
-77848,
-165780,
-1975397,
-2442192,
-1135763
],
[
2.095858,
2.693013,
1.482789,
1.137252,
1.158426,
1.108875
],
[
108,
54,
54,
108,
54,
54
],
[
66,
32,
34,
66,
32,
34
],
[
42,
22,
20,
42,
22,
20
],
[
61.111111,
59.259259,
62.962963,
61.111111,
59.259259,
62.962963
],
[
1.333728,
1.851447,
0.872229,
0.723706,
0.796418,
0.652279
],
[
188887,
188887,
65250,
1063128,
990996,
1063128
],
[
-86815,
-51673,
-86815,
-1138672,
-1138672,
-833071
],
[
42,
36,
49,
42,
36,
49
],
[
45,
26,
63,
45,
26,
63
],
[
38,
50,
25,
38,
50,
25
],
[
4636,
1950,
2686,
4636,
1950,
2686
],
[
27.913903,
0,
55.413903,
27.913903,
0,
55.413903
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
530212,
-164839,
-260614,
-106031,
-285223,
-371344
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4784,
"evaluation_days": 2392,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557964800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760133361205,
"expiration_time": 1766297664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 53,
"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) |
|---|