| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1589450.4866 | 1515775.9859 | 73674.5007 | 415153.172 | 1046822.9574 | -631669.7854 |
| Total P&L (%) | 1589.4505 | 1515.776 | 73.6745 | 415.1532 | 1046.823 | -631.6698 |
| Avg Daily Profit (%) | 0.669 | 0.638 | 0.031 | 0.069 | 0.1027 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -153474 | -97068 | -115111 | -3105922 | -2928821 | -2140923 |
| Profit Factor | 3.0477 | 4.0013 | 1.2717 | 1.0364 | 1.1447 | 0.849 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Profitability (%) | 40.4494 | 36.3636 | 44.4444 | 40.4494 | 36.3636 | 44.4444 |
| Ratio Avg Win / Avg Loss | 4.4869 | 7.0023 | 1.5896 | 1.5258 | 2.0033 | 1.0612 |
| Largest Winning Trade | 1147318 | 1147318 | 72897 | 2549193 | 2549193 | 1078519 |
| Largest Losing Trade | -54708 | -54708 | -36762 | -1363105 | -1363105 | -1241675 |
| Avg Bars in Trades | 50 | 78 | 23 | 50 | 78 | 23 |
| Avg Bars in Winners | 69 | 122 | 27 | 69 | 122 | 27 |
| Avg Bars in Losers | 37 | 53 | 20 | 37 | 53 | 20 |
| Bars Traded | 4494 | 3443 | 1051 | 4494 | 3443 | 1051 |
| 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 | 518095 | 489560 | -152257 | -283666 | -120861 | -580928 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4752,
"evaluation_days": 2376,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559433600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759016478772,
"expiration_time": 1764873792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 16,
"offset": 0,
"std": 1.04403
}
}
} {
"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": [
[
1589450.4866382307,
1515775.9858995248,
73674.5007387057,
415153.1719753781,
1046822.9573808704,
-631669.7854054916
],
[
1589.450487,
1515.775986,
73.674501,
415.153172,
1046.822957,
-631.669785
],
[
0.668961,
0.637953,
0.031008,
0.069018,
0.102729,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-153474,
-97068,
-115111,
-3105922,
-2928821,
-2140923
],
[
3.047718,
4.001298,
1.271696,
1.036371,
1.144743,
0.848961
],
[
89,
44,
45,
89,
44,
45
],
[
36,
16,
20,
36,
16,
20
],
[
53,
28,
25,
53,
28,
25
],
[
40.449438,
36.363636,
44.444444,
40.449438,
36.363636,
44.444444
],
[
4.486919,
7.002271,
1.58962,
1.525768,
2.0033,
1.061202
],
[
1147318,
1147318,
72897,
2549193,
2549193,
1078519
],
[
-54708,
-54708,
-36762,
-1363105,
-1363105,
-1241675
],
[
50,
78,
23,
50,
78,
23
],
[
69,
122,
27,
69,
122,
27
],
[
37,
53,
20,
37,
53,
20
],
[
4494,
3443,
1051,
4494,
3443,
1051
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
518095,
489560,
-152257,
-283666,
-120861,
-580928
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4752,
"evaluation_days": 2376,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559433600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759016478772,
"expiration_time": 1764873792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 16,
"offset": 0,
"std": 1.04403
}
}
}
| # | 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) |
|---|