| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1586997.3684 | 1426664.0361 | 160333.3323 | 3452489.566 | 4905759.3857 | -1453269.8196 |
| Total P&L (%) | 1586.9974 | 1426.664 | 160.3333 | 3452.4896 | 4905.7594 | -1453.2698 |
| Avg Daily Profit (%) | 0.6647 | 0.5976 | 0.0672 | 0.1497 | 0.164 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149347 | -141098 | -74062 | -34942385 | -19090661 | -19705633 |
| Profit Factor | 3.1265 | 4.371 | 1.4963 | 1.0571 | 1.1679 | 0.9535 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
| Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
| Profitability (%) | 41.6667 | 33.3333 | 50 | 41.6667 | 33.3333 | 50 |
| Ratio Avg Win / Avg Loss | 4.3772 | 8.7421 | 1.4963 | 1.4799 | 2.3359 | 0.9535 |
| Largest Winning Trade | 887163 | 887163 | 54978 | 18944551 | 18944551 | 11321256 |
| Largest Losing Trade | -45820 | -45597 | -45820 | -16192587 | -8730481 | -16192587 |
| Avg Bars in Trades | 41 | 50 | 31 | 41 | 50 | 31 |
| Avg Bars in Winners | 62 | 88 | 45 | 62 | 88 | 45 |
| Avg Bars in Losers | 26 | 32 | 18 | 26 | 32 | 18 |
| Bars Traded | 4469 | 2746 | 1723 | 4469 | 2746 | 1723 |
| 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 | 541091 | -168045 | -282038 | -153539 | -213776 | -760833 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4775,
"evaluation_days": 2387.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1562371200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759723264001,
"expiration_time": 1765897200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 11,
"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": [
[
1586997.368446334,
1426664.0361155062,
160333.332330828,
3452489.566019838,
4905759.385650888,
-1453269.8196310448
],
[
1586.997368,
1426.664036,
160.333332,
3452.489566,
4905.759386,
-1453.26982
],
[
0.664711,
0.597556,
0.067155,
0.14965,
0.164037,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-149347,
-141098,
-74062,
-34942385,
-19090661,
-19705633
],
[
3.126546,
4.371039,
1.496284,
1.057089,
1.167931,
0.953514
],
[
108,
54,
54,
108,
54,
54
],
[
45,
18,
27,
45,
18,
27
],
[
63,
36,
27,
63,
36,
27
],
[
41.666667,
33.333333,
50,
41.666667,
33.333333,
50
],
[
4.377164,
8.742079,
1.496284,
1.479925,
2.335862,
0.953514
],
[
887163,
887163,
54978,
18944551,
18944551,
11321256
],
[
-45820,
-45597,
-45820,
-16192587,
-8730481,
-16192587
],
[
41,
50,
31,
41,
50,
31
],
[
62,
88,
45,
62,
88,
45
],
[
26,
32,
18,
26,
32,
18
],
[
4469,
2746,
1723,
4469,
2746,
1723
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
541091,
-168045,
-282038,
-153539,
-213776,
-760833
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4775,
"evaluation_days": 2387.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1562371200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759723264001,
"expiration_time": 1765897200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 11,
"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) |
|---|