| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1420226.1744 | 1184793.6061 | 235432.5682 | 10893403.2211 | 4430186.651 | 6463216.5702 |
| Total P&L (%) | 1420.2262 | 1184.7936 | 235.4326 | 10893.4032 | 4430.1867 | 6463.2166 |
| Avg Daily Profit (%) | 0.5979 | 0.4988 | 0.0991 | 0.198 | 0.1607 | 0.1763 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116188 | -83533 | -94580 | -5920586 | -5136855 | -3714579 |
| Profit Factor | 2.8305 | 4.4482 | 1.5446 | 1.365 | 1.2963 | 1.4339 |
| Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
| Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
| Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
| Profitability (%) | 54.7826 | 51.7241 | 57.8947 | 54.7826 | 51.7241 | 57.8947 |
| Ratio Avg Win / Avg Loss | 2.3363 | 4.1516 | 1.1234 | 1.1266 | 1.2099 | 1.0428 |
| Largest Winning Trade | 805294 | 805294 | 60692 | 3359505 | 3359505 | 2769859 |
| Largest Losing Trade | -50795 | -35186 | -50795 | -3714579 | -2055143 | -3714579 |
| Avg Bars in Trades | 79 | 78 | 81 | 79 | 78 | 81 |
| Avg Bars in Winners | 99 | 100 | 98 | 99 | 100 | 98 |
| Avg Bars in Losers | 56 | 55 | 58 | 56 | 55 | 58 |
| Bars Traded | 9188 | 4558 | 4630 | 9188 | 4558 | 4630 |
| Profit Streak | 48.5748 | 48.5748 | 149.0748 | 48.5748 | 48.5748 | 149.0748 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 675221 | -161288 | -236762 | 375008 | -171507 | -168942 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558742400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894465990,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 183,
"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": [
[
1420226.1743778808,
1184793.606145623,
235432.568232258,
10893403.221128685,
4430186.650974053,
6463216.570154636
],
[
1420.226174,
1184.793606,
235.432568,
10893.403221,
4430.186651,
6463.21657
],
[
0.597864,
0.498755,
0.099109,
0.198044,
0.160657,
0.176289
],
[
10,
10,
10,
10,
10,
10
],
[
-116188,
-83533,
-94580,
-5920586,
-5136855,
-3714579
],
[
2.830465,
4.448171,
1.544627,
1.36497,
1.296289,
1.433914
],
[
115,
58,
57,
115,
58,
57
],
[
63,
30,
33,
63,
30,
33
],
[
52,
28,
24,
52,
28,
24
],
[
54.782609,
51.724138,
57.894737,
54.782609,
51.724138,
57.894737
],
[
2.336257,
4.151627,
1.123365,
1.126642,
1.20987,
1.042846
],
[
805294,
805294,
60692,
3359505,
3359505,
2769859
],
[
-50795,
-35186,
-50795,
-3714579,
-2055143,
-3714579
],
[
79,
78,
81,
79,
78,
81
],
[
99,
100,
98,
99,
100,
98
],
[
56,
55,
58,
56,
55,
58
],
[
9188,
4558,
4630,
9188,
4558,
4630
],
[
48.574838,
48.574838,
149.074838,
48.574838,
48.574838,
149.074838
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
675221,
-161288,
-236762,
375008,
-171507,
-168942
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558742400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894465990,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 183,
"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) |
|---|