| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 997361.6476 | 1090723.392 | -93361.7444 | -85508.4742 | 984327.4155 | -1069835.8897 |
| Total P&L (%) | 997.3616 | 1090.7234 | -93.3617 | -85.5085 | 984.3274 | -1069.8359 |
| Avg Daily Profit (%) | 0.4176 | 0.4567 | -0.0391 | -0.0808 | 0.0998 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -237938 | -193513 | -213428 | -1563885 | -705314 | -1219862 |
| Profit Factor | 1.7772 | 2.6822 | 0.8529 | 0.9732 | 1.6416 | 0.3552 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
| Profitability (%) | 36.5672 | 31.3433 | 41.791 | 36.5672 | 31.3433 | 41.791 |
| Ratio Avg Win / Avg Loss | 3.083 | 5.8753 | 1.188 | 1.6882 | 3.596 | 0.4948 |
| Largest Winning Trade | 937317 | 937317 | 59911 | 1425366 | 1425366 | 108514 |
| Largest Losing Trade | -51528 | -47861 | -51528 | -353353 | -340935 | -353353 |
| Avg Bars in Trades | 104 | 100 | 108 | 104 | 100 | 108 |
| Avg Bars in Winners | 188 | 205 | 175 | 188 | 205 | 175 |
| Avg Bars in Losers | 56 | 53 | 60 | 56 | 53 | 60 |
| Bars Traded | 14003 | 6746 | 7257 | 14003 | 6746 | 7257 |
| 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 | 302354 | -108865 | -699261 | -582869 | -180371 | -700928 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14331,
"evaluation_days": 2388.5,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555315200000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759906738138,
"expiration_time": 1766086992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 128,
"offset": 0,
"std": 2.01103
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 38,
"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": [
[
997361.647625607,
1090723.392048021,
-93361.7444224144,
-85508.4741738941,
984327.4155183039,
-1069835.8896921976
],
[
997.361648,
1090.723392,
-93.361744,
-85.508474,
984.327416,
-1069.83589
],
[
0.417568,
0.456656,
-0.039088,
-0.080838,
0.099842,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-237938,
-193513,
-213428,
-1563885,
-705314,
-1219862
],
[
1.77723,
2.682211,
0.852936,
0.973222,
1.641631,
0.355207
],
[
134,
67,
67,
134,
67,
67
],
[
49,
21,
28,
49,
21,
28
],
[
85,
46,
39,
85,
46,
39
],
[
36.567164,
31.343284,
41.791045,
36.567164,
31.343284,
41.791045
],
[
3.082951,
5.875319,
1.188018,
1.688243,
3.595953,
0.494752
],
[
937317,
937317,
59911,
1425366,
1425366,
108514
],
[
-51528,
-47861,
-51528,
-353353,
-340935,
-353353
],
[
104,
100,
108,
104,
100,
108
],
[
188,
205,
175,
188,
205,
175
],
[
56,
53,
60,
56,
53,
60
],
[
14003,
6746,
7257,
14003,
6746,
7257
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302354,
-108865,
-699261,
-582869,
-180371,
-700928
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14331,
"evaluation_days": 2388.5,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555315200000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759906738138,
"expiration_time": 1766086992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 128,
"offset": 0,
"std": 2.01103
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 38,
"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) |
|---|