| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 316875.3122 | 389265.3479 | -72390.0357 | -98579.2891 | 578461.0934 | -677040.3825 |
| Total P&L (%) | 316.8753 | 389.2653 | -72.39 | -98.5793 | 578.4611 | -677.0404 |
| Avg Daily Profit (%) | 0.1328 | 0.1631 | -0.0303 | -0.1781 | 0.0803 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -279593 | -121807 | -373115 | -594959 | -193512 | -1020443 |
| Profit Factor | 1.1878 | 1.4883 | 0.9187 | 0.948 | 1.9137 | 0.4641 |
| Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
| Winning Trades | 108 | 51 | 57 | 108 | 51 | 57 |
| Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
| Profitability (%) | 50.7042 | 47.6636 | 53.7736 | 50.7042 | 47.6636 | 53.7736 |
| Ratio Avg Win / Avg Loss | 1.1548 | 1.6342 | 0.7897 | 0.9217 | 2.1013 | 0.399 |
| Largest Winning Trade | 131077 | 131077 | 51219 | 269342 | 269342 | 137666 |
| Largest Losing Trade | -90104 | -53631 | -90104 | -536499 | -170896 | -536499 |
| Avg Bars in Trades | 44 | 44 | 44 | 44 | 44 | 44 |
| Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
| Avg Bars in Losers | 45 | 44 | 45 | 45 | 44 | 45 |
| Bars Traded | 9540 | 4780 | 4760 | 9540 | 4780 | 4760 |
| Profit Streak | 35.3357 | 46.8357 | 35.3357 | 35.3357 | 46.8357 | 35.3357 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -27077 | 340626 | -580018 | -578131 | -81930 | -580018 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9546,
"evaluation_days": 2386.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1553472000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759673007579,
"expiration_time": 1765851408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.03005,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
316875.3122148039,
389265.3479494023,
-72390.0357345988,
-98579.2891066545,
578461.0933551507,
-677040.3824618056
],
[
316.875312,
389.265348,
-72.390036,
-98.579289,
578.461093,
-677.040382
],
[
0.132778,
0.163111,
-0.030333,
-0.178094,
0.080261,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-279593,
-121807,
-373115,
-594959,
-193512,
-1020443
],
[
1.187793,
1.488273,
0.918675,
0.948023,
1.91366,
0.464134
],
[
213,
107,
106,
213,
107,
106
],
[
108,
51,
57,
108,
51,
57
],
[
105,
56,
49,
105,
56,
49
],
[
50.704225,
47.663551,
53.773585,
50.704225,
47.663551,
53.773585
],
[
1.154799,
1.634182,
0.789738,
0.921689,
2.101273,
0.398992
],
[
131077,
131077,
51219,
269342,
269342,
137666
],
[
-90104,
-53631,
-90104,
-536499,
-170896,
-536499
],
[
44,
44,
44,
44,
44,
44
],
[
44,
44,
44,
44,
44,
44
],
[
45,
44,
45,
45,
44,
45
],
[
9540,
4780,
4760,
9540,
4780,
4760
],
[
35.335736,
46.835736,
35.335736,
35.335736,
46.835736,
35.335736
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-27077,
340626,
-580018,
-578131,
-81930,
-580018
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9546,
"evaluation_days": 2386.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1553472000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759673007579,
"expiration_time": 1765851408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.03005,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|