| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1250963.4942 | 1139799.8356 | 111163.6587 | 590351.619 | 1116707.1918 | -526355.5728 |
| Total P&L (%) | 1250.9635 | 1139.7998 | 111.1637 | 590.3516 | 1116.7072 | -526.3556 |
| Avg Daily Profit (%) | 0.5266 | 0.4798 | 0.0468 | 0.0814 | 0.1052 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116736 | -104881 | -108669 | -5000401 | -3589052 | -2625211 |
| Profit Factor | 2.2282 | 3.4739 | 1.1993 | 1.0386 | 1.1568 | 0.9357 |
| Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
| Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
| Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
| Profitability (%) | 41.3174 | 36.9048 | 45.7831 | 41.3174 | 36.9048 | 45.7831 |
| Ratio Avg Win / Avg Loss | 3.1647 | 5.9393 | 1.4202 | 1.4751 | 1.9777 | 1.1081 |
| Largest Winning Trade | 761152 | 761152 | 69549 | 3389146 | 3389146 | 1726643 |
| Largest Losing Trade | -63421 | -27079 | -63421 | -1513987 | -1186940 | -1513987 |
| Avg Bars in Trades | 55 | 39 | 71 | 55 | 39 | 71 |
| Avg Bars in Winners | 95 | 80 | 107 | 95 | 80 | 107 |
| Avg Bars in Losers | 27 | 16 | 40 | 27 | 16 | 40 |
| Bars Traded | 9272 | 3352 | 5920 | 9272 | 3352 | 5920 |
| Profit Streak | 0 | 0 | 11.4963 | 0 | 0 | 11.4963 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 452451 | 419475 | -133069 | -264513 | -104446 | -580451 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556258400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758822877595,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1250963.4942296364,
1139799.835578319,
111163.658651318,
590351.6190386277,
1116707.191849747,
-526355.5728111209
],
[
1250.963494,
1139.799836,
111.163659,
590.351619,
1116.707192,
-526.355573
],
[
0.526611,
0.479815,
0.046796,
0.081365,
0.105243,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-116736,
-104881,
-108669,
-5000401,
-3589052,
-2625211
],
[
2.228187,
3.473948,
1.199281,
1.038562,
1.156779,
0.935704
],
[
167,
84,
83,
167,
84,
83
],
[
69,
31,
38,
69,
31,
38
],
[
98,
53,
45,
98,
53,
45
],
[
41.317365,
36.904762,
45.783133,
41.317365,
36.904762,
45.783133
],
[
3.164671,
5.939331,
1.420201,
1.475059,
1.977718,
1.10807
],
[
761152,
761152,
69549,
3389146,
3389146,
1726643
],
[
-63421,
-27079,
-63421,
-1513987,
-1186940,
-1513987
],
[
55,
39,
71,
55,
39,
71
],
[
95,
80,
107,
95,
80,
107
],
[
27,
16,
40,
27,
16,
40
],
[
9272,
3352,
5920,
9272,
3352,
5920
],
[
0,
0,
11.496268,
0,
0,
11.496268
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
452451,
419475,
-133069,
-264513,
-104446,
-580451
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556258400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758822877595,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|