| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1303910.6149 | 1186771.7359 | 117138.879 | 302122.7006 | 408674.1444 | -106551.4438 |
| Total P&L (%) | 1303.9106 | 1186.7717 | 117.1389 | 302.1227 | 408.6741 | -106.5514 |
| Avg Daily Profit (%) | 0.5464 | 0.4973 | 0.0491 | 0.0583 | 0.0682 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147361 | -98938 | -89495 | -850233 | -545406 | -452895 |
| Profit Factor | 2.7973 | 4.3292 | 1.3174 | 1.1356 | 1.4 | 0.9117 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Profitability (%) | 53.0864 | 48.7805 | 57.5 | 53.0864 | 48.7805 | 57.5 |
| Ratio Avg Win / Avg Loss | 2.472 | 4.5456 | 0.9738 | 1.0035 | 1.47 | 0.6739 |
| Largest Winning Trade | 889409 | 889409 | 65344 | 427868 | 427868 | 184112 |
| Largest Losing Trade | -74764 | -69975 | -74764 | -410225 | -410225 | -268752 |
| Avg Bars in Trades | 113 | 96 | 130 | 113 | 96 | 130 |
| Avg Bars in Winners | 137 | 127 | 146 | 137 | 127 | 146 |
| Avg Bars in Losers | 86 | 67 | 108 | 86 | 67 | 108 |
| Bars Traded | 9184 | 3965 | 5219 | 9184 | 3965 | 5219 |
| Profit Streak | 116.0843 | 116.0843 | 149.0843 | 116.0843 | 116.0843 | 149.0843 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 66518 | 662444 | -126874 | -200916 | -100681 | -578814 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9546,
"evaluation_days": 2386.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557316800000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759672882535,
"expiration_time": 1765851408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 41,
"offset": 130
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 179,
"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": [
[
1303910.6148584895,
1186771.7358843454,
117138.8789741446,
302122.7006244993,
408674.144446247,
-106551.4438217478
],
[
1303.910615,
1186.771736,
117.138879,
302.122701,
408.674144,
-106.551444
],
[
0.546369,
0.497285,
0.049084,
0.058328,
0.068183,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-147361,
-98938,
-89495,
-850233,
-545406,
-452895
],
[
2.797279,
4.329175,
1.317436,
1.135578,
1.399966,
0.911695
],
[
81,
41,
40,
81,
41,
40
],
[
43,
20,
23,
43,
20,
23
],
[
38,
21,
17,
38,
21,
17
],
[
53.08642,
48.780488,
57.5,
53.08642,
48.780488,
57.5
],
[
2.472014,
4.545633,
0.973757,
1.003534,
1.469964,
0.673861
],
[
889409,
889409,
65344,
427868,
427868,
184112
],
[
-74764,
-69975,
-74764,
-410225,
-410225,
-268752
],
[
113,
96,
130,
113,
96,
130
],
[
137,
127,
146,
137,
127,
146
],
[
86,
67,
108,
86,
67,
108
],
[
9184,
3965,
5219,
9184,
3965,
5219
],
[
116.084288,
116.084289,
149.084288,
116.084289,
116.084289,
149.084289
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
66518,
662444,
-126874,
-200916,
-100681,
-578814
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9546,
"evaluation_days": 2386.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557316800000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759672882535,
"expiration_time": 1765851408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 41,
"offset": 130
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 179,
"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) |
|---|