| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1211347.4174 | 1298203.6267 | -86856.2093 | -86307.3473 | 345086.649 | -431393.9964 |
| Total P&L (%) | 1211.3474 | 1298.2036 | -86.8562 | -86.3073 | 345.0866 | -431.394 |
| Avg Daily Profit (%) | 0.5099 | 0.5465 | -0.0366 | -0.0837 | 0.0629 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -276145 | -187859 | -189325 | -1046130 | -586734 | -550042 |
| Profit Factor | 2.0218 | 2.9922 | 0.8373 | 0.9615 | 1.2588 | 0.5262 |
| Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
| Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
| Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
| Profitability (%) | 33.3333 | 27.4194 | 39.3443 | 33.3333 | 27.4194 | 39.3443 |
| Ratio Avg Win / Avg Loss | 4.0435 | 7.9206 | 1.2909 | 1.9231 | 3.3321 | 0.8112 |
| Largest Winning Trade | 1117662 | 1117662 | 64777 | 874758 | 874758 | 106798 |
| Largest Losing Trade | -52763 | -50824 | -52763 | -390930 | -318904 | -390930 |
| Avg Bars in Trades | 75 | 80 | 70 | 75 | 80 | 70 |
| Avg Bars in Winners | 131 | 164 | 107 | 131 | 164 | 107 |
| Avg Bars in Losers | 47 | 48 | 46 | 47 | 48 | 46 |
| Bars Traded | 9287 | 4991 | 4296 | 9287 | 4991 | 4296 |
| 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 | 301456 | -156895 | -745213 | -584155 | -281640 | -746880 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555200000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758830415201,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 44,
"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": [
[
1211347.4173995676,
1298203.6266566636,
-86856.2092570966,
-86307.3473124227,
345086.6490485896,
-431393.9963610125
],
[
1211.347417,
1298.203627,
-86.856209,
-86.307347,
345.086649,
-431.393996
],
[
0.509934,
0.546497,
-0.036563,
-0.083666,
0.062874,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-276145,
-187859,
-189325,
-1046130,
-586734,
-550042
],
[
2.021751,
2.992245,
0.837327,
0.961538,
1.258796,
0.526213
],
[
123,
62,
61,
123,
62,
61
],
[
41,
17,
24,
41,
17,
24
],
[
82,
45,
37,
82,
45,
37
],
[
33.333333,
27.419355,
39.344262,
33.333333,
27.419355,
39.344262
],
[
4.043502,
7.920647,
1.290879,
1.923076,
3.332106,
0.811245
],
[
1117662,
1117662,
64777,
874758,
874758,
106798
],
[
-52763,
-50824,
-52763,
-390930,
-318904,
-390930
],
[
75,
80,
70,
75,
80,
70
],
[
131,
164,
107,
131,
164,
107
],
[
47,
48,
46,
47,
48,
46
],
[
9287,
4991,
4296,
9287,
4991,
4296
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301456,
-156895,
-745213,
-584155,
-281640,
-746880
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555200000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758830415201,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 44,
"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) |
|---|