| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1266594.8354 | 1375456.6147 | -108861.7793 | -89505.2209 | 383678.2204 | -473183.4413 |
| Total P&L (%) | 1266.5948 | 1375.4566 | -108.8618 | -89.5052 | 383.6782 | -473.1834 |
| Avg Daily Profit (%) | 0.5333 | 0.5792 | -0.0458 | -0.0949 | 0.0664 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -364227 | -250069 | -152218 | -1464324 | -1123065 | -480568 |
| Profit Factor | 2.1265 | 2.9352 | 0.7368 | 0.9665 | 1.2004 | 0.3745 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
| Profitability (%) | 36.3636 | 34.8485 | 37.8788 | 36.3636 | 34.8485 | 37.8788 |
| Ratio Avg Win / Avg Loss | 3.7214 | 5.4875 | 1.2083 | 1.6914 | 2.2441 | 0.6141 |
| Largest Winning Trade | 1078657 | 1078657 | 59042 | 1181861 | 1181861 | 111728 |
| Largest Losing Trade | -42107 | -42107 | -41750 | -366430 | -366430 | -144976 |
| Avg Bars in Trades | 105 | 160 | 50 | 105 | 160 | 50 |
| Avg Bars in Winners | 160 | 260 | 68 | 160 | 260 | 68 |
| Avg Bars in Losers | 74 | 106 | 40 | 74 | 106 | 40 |
| Bars Traded | 13950 | 10591 | 3359 | 13950 | 10591 | 3359 |
| 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 | 359206 | -113466 | -708283 | -582953 | -234044 | -709949 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556179200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758879237708,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 52,
"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": [
[
1266594.835403974,
1375456.6147221848,
-108861.7793182111,
-89505.2209425623,
383678.2203862272,
-473183.4413287895
],
[
1266.594835,
1375.456615,
-108.861779,
-89.505221,
383.67822,
-473.183441
],
[
0.533341,
0.579181,
-0.04584,
-0.094879,
0.066395,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-364227,
-250069,
-152218,
-1464324,
-1123065,
-480568
],
[
2.126523,
2.935188,
0.736781,
0.966496,
1.200351,
0.374474
],
[
132,
66,
66,
132,
66,
66
],
[
48,
23,
25,
48,
23,
25
],
[
84,
43,
41,
84,
43,
41
],
[
36.363636,
34.848485,
37.878788,
36.363636,
34.848485,
37.878788
],
[
3.721415,
5.487526,
1.208321,
1.691368,
2.244134,
0.614137
],
[
1078657,
1078657,
59042,
1181861,
1181861,
111728
],
[
-42107,
-42107,
-41750,
-366430,
-366430,
-144976
],
[
105,
160,
50,
105,
160,
50
],
[
160,
260,
68,
160,
260,
68
],
[
74,
106,
40,
74,
106,
40
],
[
13950,
10591,
3359,
13950,
10591,
3359
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
359206,
-113466,
-708283,
-582953,
-234044,
-709949
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556179200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758879237708,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 52,
"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) |
|---|