| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1263589.1113 | 1076508.134 | 187080.9773 | 4134805.178 | -3662868.0169 | 7797673.1949 |
| Total P&L (%) | 1263.5891 | 1076.5081 | 187.081 | 4134.8052 | -3662.868 | 7797.6732 |
| Avg Daily Profit (%) | 0.5318 | 0.4531 | 0.0787 | 0.1578 | 0 | 0.1841 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -143013 | -84964 | -78303 | -16375085 | -12045374 | -6695470 |
| Profit Factor | 3.5704 | 5.3652 | 1.7636 | 1.096 | 0.8461 | 1.4042 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 20 | 10 | 10 | 20 | 10 | 10 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 34.4828 | 34.4828 | 34.4828 | 34.4828 | 34.4828 | 34.4828 |
| Ratio Avg Win / Avg Loss | 6.7837 | 10.1938 | 3.3509 | 2.0823 | 1.6075 | 2.6679 |
| Largest Winning Trade | 674890 | 674890 | 67072 | 6233565 | 6233565 | 6067405 |
| Largest Losing Trade | -38446 | -38446 | -35593 | -6219929 | -6219929 | -4285226 |
| Avg Bars in Trades | 78 | 64 | 92 | 78 | 64 | 92 |
| Avg Bars in Winners | 172 | 144 | 199 | 172 | 144 | 199 |
| Avg Bars in Losers | 28 | 21 | 36 | 28 | 21 | 36 |
| Bars Traded | 4534 | 1858 | 2676 | 4534 | 1858 | 2676 |
| 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 | -168191 | 438262 | -90567 | -291990 | -584089 | 131165 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4752,
"evaluation_days": 2376,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559692800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758939100986,
"expiration_time": 1764873792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 234,
"offset": 0,
"std": 2.8298
}
}
} {
"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": [
[
1263589.111296764,
1076508.1340015065,
187080.9772952571,
4134805.177977614,
-3662868.016947845,
7797673.194925459
],
[
1263.589111,
1076.508134,
187.080977,
4134.805178,
-3662.868017,
7797.673195
],
[
0.531814,
0.453076,
0.078738,
0.157781,
0,
0.184056
],
[
10,
10,
10,
10,
10,
10
],
[
-143013,
-84964,
-78303,
-16375085,
-12045374,
-6695470
],
[
3.57038,
5.365165,
1.763649,
1.095964,
0.846061,
1.404173
],
[
58,
29,
29,
58,
29,
29
],
[
20,
10,
10,
20,
10,
10
],
[
38,
19,
19,
38,
19,
19
],
[
34.482759,
34.482759,
34.482759,
34.482759,
34.482759,
34.482759
],
[
6.783722,
10.193814,
3.350933,
2.082331,
1.607516,
2.667929
],
[
674890,
674890,
67072,
6233565,
6233565,
6067405
],
[
-38446,
-38446,
-35593,
-6219929,
-6219929,
-4285226
],
[
78,
64,
92,
78,
64,
92
],
[
172,
144,
199,
172,
144,
199
],
[
28,
21,
36,
28,
21,
36
],
[
4534,
1858,
2676,
4534,
1858,
2676
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168191,
438262,
-90567,
-291990,
-584089,
131165
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4752,
"evaluation_days": 2376,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559692800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758939100986,
"expiration_time": 1764873792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 234,
"offset": 0,
"std": 2.8298
}
}
}
| # | 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) |
|---|