| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 848417.0948 | 804944.3125 | 43472.7823 | -698562.8924 | -520284.9086 | -178277.9838 |
| Total P&L (%) | 848.4171 | 804.9443 | 43.4728 | -698.5629 | -520.2849 | -178.278 |
| Avg Daily Profit (%) | 0.3569 | 0.3386 | 0.0183 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -181699 | -122291 | -175990 | -2524385 | -1730590 | -939937 |
| Profit Factor | 2.1316 | 3.5155 | 1.1012 | 0.8695 | 0.799 | 0.9355 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 70 | 33 | 37 | 76 | 37 | 39 |
| Losing Trades | 74 | 39 | 35 | 68 | 35 | 33 |
| Profitability (%) | 48.6111 | 45.8333 | 51.3889 | 52.7778 | 51.3889 | 54.1667 |
| Ratio Avg Win / Avg Loss | 2.2534 | 4.1547 | 1.0416 | 0.778 | 0.7559 | 0.7916 |
| Largest Winning Trade | 758622 | 758622 | 53599 | 943919 | 263873 | 943919 |
| Largest Losing Trade | -140170 | -29282 | -140170 | -1064643 | -1064643 | -602863 |
| Avg Bars in Trades | 46 | 45 | 47 | 46 | 45 | 47 |
| Avg Bars in Winners | 59 | 69 | 49 | 34 | 21 | 45 |
| Avg Bars in Losers | 34 | 25 | 45 | 60 | 70 | 50 |
| Bars Traded | 6724 | 3287 | 3437 | 6724 | 3287 | 3437 |
| Profit Streak | 60.0906 | 60.0906 | 60.4239 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 532198 | -64173 | -357486 | -580036 | -660056 | -659418 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7132,
"evaluation_days": 2377.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1560499200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758881428552,
"expiration_time": 1765006848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 244
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 149,
"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": [
[
848417.0947936756,
804944.3125094773,
43472.782284198,
-698562.8923774417,
-520284.9085708124,
-178277.9838066291
],
[
848.417095,
804.944313,
43.472782,
-698.562892,
-520.284909,
-178.277984
],
[
0.356878,
0.338592,
0.018286,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-181699,
-122291,
-175990,
-2524385,
-1730590,
-939937
],
[
2.131559,
3.515519,
1.10115,
0.869476,
0.799046,
0.935474
],
[
144,
72,
72,
144,
72,
72
],
[
70,
33,
37,
76,
37,
39
],
[
74,
39,
35,
68,
35,
33
],
[
48.611111,
45.833333,
51.388889,
52.777778,
51.388889,
54.166667
],
[
2.253362,
4.154704,
1.041628,
0.777952,
0.755855,
0.791555
],
[
758622,
758622,
53599,
943919,
263873,
943919
],
[
-140170,
-29282,
-140170,
-1064643,
-1064643,
-602863
],
[
46,
45,
47,
46,
45,
47
],
[
59,
69,
49,
34,
21,
45
],
[
34,
25,
45,
60,
70,
50
],
[
6724,
3287,
3437,
6724,
3287,
3437
],
[
60.090608,
60.090608,
60.423941,
0,
0,
0
],
[
5,
2,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
532198,
-64173,
-357486,
-580036,
-660056,
-659418
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7132,
"evaluation_days": 2377.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1560499200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758881428552,
"expiration_time": 1765006848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 244
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 149,
"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) |
|---|