| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 363307.4627 | 421172.8172 | -57865.3546 | -100102.678 | 115921.0638 | -216023.7419 |
| Total P&L (%) | 363.3075 | 421.1728 | -57.8654 | -100.1027 | 115.9211 | -216.0237 |
| Avg Daily Profit (%) | 0.1529 | 0.1773 | -0.0244 | 0 | 0.0324 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -212399 | -124445 | -246393 | -256291 | -127298 | -336329 |
| Profit Factor | 1.2085 | 1.5903 | 0.9438 | 0.8811 | 1.384 | 0.6002 |
| Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
| Winning Trades | 173 | 80 | 93 | 121 | 65 | 56 |
| Losing Trades | 87 | 50 | 37 | 139 | 65 | 74 |
| Profitability (%) | 66.5385 | 61.5385 | 71.5385 | 46.5385 | 50 | 43.0769 |
| Ratio Avg Win / Avg Loss | 0.6077 | 0.994 | 0.3755 | 1.0122 | 1.384 | 0.7931 |
| Largest Winning Trade | 79423 | 79423 | 50078 | 54444 | 54444 | 24675 |
| Largest Losing Trade | -108980 | -58302 | -108980 | -227718 | -88122 | -227718 |
| Avg Bars in Trades | 36 | 35 | 36 | 36 | 35 | 36 |
| Avg Bars in Winners | 25 | 24 | 26 | 39 | 41 | 37 |
| Avg Bars in Losers | 56 | 54 | 59 | 32 | 30 | 34 |
| Bars Traded | 9370 | 4678 | 4692 | 9370 | 4678 | 4692 |
| Profit Streak | 16.9466 | 16.9466 | 36.9466 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 362169 | 341137 | -577205 | -579097 | -149206 | -583679 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556020800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758926589060,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 239,
"offset": 0,
"std": 4.15724
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 119,
"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": [
[
363307.4626676,
421172.8172455717,
-57865.354577972,
-100102.6780341333,
115921.0638480776,
-216023.7418822109
],
[
363.307463,
421.172817,
-57.865355,
-100.102678,
115.921064,
-216.023742
],
[
0.152939,
0.177299,
-0.024359,
0,
0.032409,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-212399,
-124445,
-246393,
-256291,
-127298,
-336329
],
[
1.208513,
1.590327,
0.943761,
0.881139,
1.383993,
0.60018
],
[
260,
130,
130,
260,
130,
130
],
[
173,
80,
93,
121,
65,
56
],
[
87,
50,
37,
139,
65,
74
],
[
66.538462,
61.538462,
71.538462,
46.538462,
50,
43.076923
],
[
0.607749,
0.993955,
0.375475,
1.012218,
1.383993,
0.793095
],
[
79423,
79423,
50078,
54444,
54444,
24675
],
[
-108980,
-58302,
-108980,
-227718,
-88122,
-227718
],
[
36,
35,
36,
36,
35,
36
],
[
25,
24,
26,
39,
41,
37
],
[
56,
54,
59,
32,
30,
34
],
[
9370,
4678,
4692,
9370,
4678,
4692
],
[
16.946633,
16.946633,
36.946633,
0,
0,
0
],
[
3,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
362169,
341137,
-577205,
-579097,
-149206,
-583679
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556020800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758926589060,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 239,
"offset": 0,
"std": 4.15724
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 119,
"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) |
|---|