| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1242100.0173 | 1056274.0399 | 185825.9774 | 6331567.8235 | 1332266.15 | 4999301.6736 |
| Total P&L (%) | 1242.1 | 1056.274 | 185.826 | 6331.5678 | 1332.2662 | 4999.3017 |
| Avg Daily Profit (%) | 0.52 | 0.4422 | 0.0778 | 0.1745 | 0.1115 | 0.1647 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87316 | -63887 | -52966 | -4818912 | -3615244 | -2439520 |
| Profit Factor | 3.3664 | 5.9097 | 1.5999 | 1.3598 | 1.1466 | 1.5876 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Profitability (%) | 58.3333 | 58.3333 | 58.3333 | 58.3333 | 58.3333 | 58.3333 |
| Ratio Avg Win / Avg Loss | 2.4046 | 4.2212 | 1.1428 | 0.9713 | 0.819 | 1.134 |
| Largest Winning Trade | 566278 | 566278 | 76243 | 2930567 | 1486813 | 2930567 |
| Largest Losing Trade | -64497 | -37716 | -64497 | -2118048 | -2118048 | -1672738 |
| Avg Bars in Trades | 130 | 108 | 152 | 130 | 108 | 152 |
| Avg Bars in Winners | 162 | 133 | 190 | 162 | 133 | 190 |
| Avg Bars in Losers | 85 | 73 | 97 | 85 | 73 | 97 |
| Bars Traded | 9381 | 3902 | 5479 | 9381 | 3902 | 5479 |
| Profit Streak | 58.5446 | 58.5446 | 82.0446 | 58.5446 | 58.5446 | 82.0446 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -63754 | 742551 | -85126 | -74361 | -102631 | 418247 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9555,
"evaluation_days": 2388.75,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556452800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759863851957,
"expiration_time": 1766051640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 200,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
1242100.0172640246,
1056274.0398523333,
185825.9774116915,
6331567.823511503,
1332266.149950838,
4999301.673560664
],
[
1242.100017,
1056.27404,
185.825977,
6331.567824,
1332.26615,
4999.301674
],
[
0.519979,
0.442187,
0.077792,
0.174461,
0.111495,
0.164727
],
[
10,
10,
10,
10,
10,
10
],
[
-87316,
-63887,
-52966,
-4818912,
-3615244,
-2439520
],
[
3.366401,
5.909734,
1.59992,
1.359806,
1.146578,
1.587598
],
[
72,
36,
36,
72,
36,
36
],
[
42,
21,
21,
42,
21,
21
],
[
30,
15,
15,
30,
15,
15
],
[
58.333333,
58.333333,
58.333333,
58.333333,
58.333333,
58.333333
],
[
2.404572,
4.221238,
1.1428,
0.97129,
0.818984,
1.133999
],
[
566278,
566278,
76243,
2930567,
1486813,
2930567
],
[
-64497,
-37716,
-64497,
-2118048,
-2118048,
-1672738
],
[
130,
108,
152,
130,
108,
152
],
[
162,
133,
190,
162,
133,
190
],
[
85,
73,
97,
85,
73,
97
],
[
9381,
3902,
5479,
9381,
3902,
5479
],
[
58.544583,
58.544583,
82.044583,
58.544583,
58.544583,
82.044583
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-63754,
742551,
-85126,
-74361,
-102631,
418247
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9555,
"evaluation_days": 2388.75,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556452800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759863851957,
"expiration_time": 1766051640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 200,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|