| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1732551.354 | 1548294.9332 | 184256.4208 | 3845681.1271 | 3703510.2088 | 142170.9183 |
| Total P&L (%) | 1732.5514 | 1548.2949 | 184.2564 | 3845.6811 | 3703.5102 | 142.1709 |
| Avg Daily Profit (%) | 0.728 | 0.6506 | 0.0774 | 0.1546 | 0.153 | 0.0372 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126437 | -138067 | -86029 | -27434495 | -26530386 | -10722025 |
| Profit Factor | 3.1226 | 4.3786 | 1.5147 | 1.0501 | 1.0802 | 1.0047 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 39.2157 | 33.3333 | 45.098 | 39.2157 | 33.3333 | 45.098 |
| Ratio Avg Win / Avg Loss | 4.8401 | 8.7572 | 1.844 | 1.6277 | 2.1605 | 1.2231 |
| Largest Winning Trade | 1073529 | 1073529 | 68503 | 22813428 | 22813428 | 6438434 |
| Largest Losing Trade | -40500 | -40500 | -29206 | -7247811 | -7247811 | -6611042 |
| Avg Bars in Trades | 92 | 81 | 102 | 92 | 81 | 102 |
| Avg Bars in Winners | 166 | 169 | 164 | 166 | 169 | 164 |
| Avg Bars in Losers | 44 | 37 | 52 | 44 | 37 | 52 |
| Bars Traded | 9404 | 4152 | 5252 | 9404 | 4152 | 5252 |
| 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 | 525427 | -167308 | -269024 | -160545 | -310046 | -540612 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9519,
"evaluation_days": 2379.75,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1554638400000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759093761673,
"expiration_time": 1765250712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 243,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 55,
"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": [
[
1732551.3539654536,
1548294.9331651835,
184256.4208002705,
3845681.1270900266,
3703510.208837482,
142170.918252542
],
[
1732.551354,
1548.294933,
184.256421,
3845.681127,
3703.510209,
142.170918
],
[
0.728039,
0.650612,
0.077427,
0.154556,
0.153012,
0.037174
],
[
10,
10,
10,
10,
10,
10
],
[
-126437,
-138067,
-86029,
-27434495,
-26530386,
-10722025
],
[
3.122631,
4.378611,
1.514734,
1.050131,
1.080246,
1.004652
],
[
102,
51,
51,
102,
51,
51
],
[
40,
17,
23,
40,
17,
23
],
[
62,
34,
28,
62,
34,
28
],
[
39.215686,
33.333333,
45.098039,
39.215686,
33.333333,
45.098039
],
[
4.840077,
8.757222,
1.844023,
1.627704,
2.160492,
1.223055
],
[
1073529,
1073529,
68503,
22813428,
22813428,
6438434
],
[
-40500,
-40500,
-29206,
-7247811,
-7247811,
-6611042
],
[
92,
81,
102,
92,
81,
102
],
[
166,
169,
164,
166,
169,
164
],
[
44,
37,
52,
44,
37,
52
],
[
9404,
4152,
5252,
9404,
4152,
5252
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
525427,
-167308,
-269024,
-160545,
-310046,
-540612
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9519,
"evaluation_days": 2379.75,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1554638400000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759093761673,
"expiration_time": 1765250712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 243,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 55,
"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) |
|---|