| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 422002.5333 | 455652.2518 | -33649.7185 | -84506.0809 | 56651.4912 | -141157.5721 |
| Total P&L (%) | 422.0025 | 455.6523 | -33.6497 | -84.5061 | 56.6515 | -141.1576 |
| Avg Daily Profit (%) | 0.1764 | 0.1904 | -0.0141 | -0.0779 | 0.0188 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -184653 | -123645 | -236797 | -133512 | -68952 | -199213 |
| Profit Factor | 1.2246 | 1.5128 | 0.966 | 0.8838 | 1.1762 | 0.6519 |
| Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
| Winning Trades | 168 | 82 | 86 | 168 | 82 | 86 |
| Losing Trades | 156 | 80 | 76 | 156 | 80 | 76 |
| Profitability (%) | 51.8519 | 50.6173 | 53.0864 | 51.8519 | 50.6173 | 53.0864 |
| Ratio Avg Win / Avg Loss | 1.1371 | 1.4759 | 0.8537 | 0.8206 | 1.1475 | 0.5761 |
| Largest Winning Trade | 202761 | 202761 | 58517 | 77734 | 77734 | 46896 |
| Largest Losing Trade | -65342 | -41841 | -65342 | -80085 | -27626 | -80085 |
| Avg Bars in Trades | 44 | 40 | 47 | 44 | 40 | 47 |
| Avg Bars in Winners | 52 | 47 | 58 | 52 | 47 | 58 |
| Avg Bars in Losers | 34 | 34 | 35 | 34 | 34 | 35 |
| Bars Traded | 14273 | 6621 | 7652 | 14273 | 6621 | 7652 |
| 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 | 323143 | 334672 | -580084 | -578843 | -194987 | -580084 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14357,
"evaluation_days": 2392.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1554508800000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760280570701,
"expiration_time": 1766472624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 67,
"offset": 0,
"a": 0.57729
}
}
} {
"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": [
[
422002.5333153894,
455652.2517787486,
-33649.7184633592,
-84506.0809020469,
56651.4912073576,
-141157.5721094045
],
[
422.002533,
455.652252,
-33.649718,
-84.506081,
56.651491,
-141.157572
],
[
0.176361,
0.190424,
-0.014063,
-0.077899,
0.01876,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-184653,
-123645,
-236797,
-133512,
-68952,
-199213
],
[
1.224566,
1.512753,
0.966029,
0.883754,
1.176227,
0.651885
],
[
324,
162,
162,
324,
162,
162
],
[
168,
82,
86,
168,
82,
86
],
[
156,
80,
76,
156,
80,
76
],
[
51.851852,
50.617284,
53.08642,
51.851852,
50.617284,
53.08642
],
[
1.137097,
1.475857,
0.8537,
0.820629,
1.147539,
0.576084
],
[
202761,
202761,
58517,
77734,
77734,
46896
],
[
-65342,
-41841,
-65342,
-80085,
-27626,
-80085
],
[
44,
40,
47,
44,
40,
47
],
[
52,
47,
58,
52,
47,
58
],
[
34,
34,
35,
34,
34,
35
],
[
14273,
6621,
7652,
14273,
6621,
7652
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323143,
334672,
-580084,
-578843,
-194987,
-580084
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14357,
"evaluation_days": 2392.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1554508800000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760280570701,
"expiration_time": 1766472624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 67,
"offset": 0,
"a": 0.57729
}
}
}
| # | 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) |
|---|