| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 630799.9346 | 605382.5104 | 25417.4242 | 34223.9387 | -1005193.4396 | 1039417.3783 |
| Total P&L (%) | 630.7999 | 605.3825 | 25.4174 | 34.2239 | -1005.1934 | 1039.4174 |
| Avg Daily Profit (%) | 0.2644 | 0.2538 | 0.0107 | 0.0123 | 0 | 0.102 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -229609 | -126431 | -158207 | -4345644 | -2848780 | -2182907 |
| Profit Factor | 1.5363 | 2.0353 | 1.043 | 1.0037 | 0.8145 | 1.2664 |
| Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
| Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
| Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
| Profitability (%) | 43.1655 | 38.5714 | 47.8261 | 43.1655 | 38.5714 | 47.8261 |
| Ratio Avg Win / Avg Loss | 2.0228 | 3.2414 | 1.1378 | 1.3215 | 1.2972 | 1.3815 |
| Largest Winning Trade | 223743 | 223743 | 62618 | 1713423 | 1337410 | 1713423 |
| Largest Losing Trade | -43159 | -31167 | -43159 | -1318398 | -1318398 | -852671 |
| Avg Bars in Trades | 33 | 34 | 31 | 33 | 34 | 31 |
| Avg Bars in Winners | 44 | 48 | 41 | 44 | 48 | 41 |
| Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
| Bars Traded | 4650 | 2444 | 2206 | 4650 | 2444 | 2206 |
| 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 | 321761 | -86536 | -458174 | -397867 | -678013 | -159250 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4771,
"evaluation_days": 2385.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557964800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759576232401,
"expiration_time": 1765719216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 105,
"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": [
[
630799.9345526758,
605382.5103510164,
25417.4242016593,
34223.9386622235,
-1005193.4396405286,
1039417.378302752
],
[
630.799935,
605.38251,
25.417424,
34.223939,
-1005.19344,
1039.417378
],
[
0.264431,
0.253776,
0.010655,
0.012339,
0,
0.102048
],
[
10,
10,
10,
10,
10,
10
],
[
-229609,
-126431,
-158207,
-4345644,
-2848780,
-2182907
],
[
1.536328,
2.035328,
1.042977,
1.003672,
0.814501,
1.266392
],
[
139,
70,
69,
139,
70,
69
],
[
60,
27,
33,
60,
27,
33
],
[
79,
43,
36,
79,
43,
36
],
[
43.165468,
38.571429,
47.826087,
43.165468,
38.571429,
47.826087
],
[
2.022832,
3.241448,
1.137793,
1.321501,
1.297169,
1.381518
],
[
223743,
223743,
62618,
1713423,
1337410,
1713423
],
[
-43159,
-31167,
-43159,
-1318398,
-1318398,
-852671
],
[
33,
34,
31,
33,
34,
31
],
[
44,
48,
41,
44,
48,
41
],
[
24,
26,
23,
24,
26,
23
],
[
4650,
2444,
2206,
4650,
2444,
2206
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321761,
-86536,
-458174,
-397867,
-678013,
-159250
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4771,
"evaluation_days": 2385.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557964800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759576232401,
"expiration_time": 1765719216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 105,
"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) |
|---|