| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1727328.2487 | 1413916.7937 | 313411.4551 | 53757341.6939 | 22405408.3529 | 31351933.341 |
| Total P&L (%) | 1727.3282 | 1413.9168 | 313.4115 | 53757.3417 | 22405.4084 | 31351.9333 |
| Avg Daily Profit (%) | 0.7264 | 0.5946 | 0.1318 | 0.2648 | 0.228 | 0.2421 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90044 | -55443 | -76257 | -9214249 | -7893295 | -5328040 |
| Profit Factor | 4.6424 | 6.2695 | 2.522 | 2.2216 | 1.8848 | 2.6779 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
| Profitability (%) | 57.3529 | 50 | 64.7059 | 57.3529 | 50 | 64.7059 |
| Ratio Avg Win / Avg Loss | 3.452 | 6.2695 | 1.3757 | 1.6519 | 1.8848 | 1.4607 |
| Largest Winning Trade | 658858 | 658858 | 64659 | 11554384 | 6309835 | 11554384 |
| Largest Losing Trade | -58053 | -58053 | -57127 | -7893295 | -7893295 | -4769597 |
| Avg Bars in Trades | 99 | 117 | 81 | 99 | 117 | 81 |
| Avg Bars in Winners | 123 | 149 | 103 | 123 | 149 | 103 |
| Avg Bars in Losers | 68 | 86 | 42 | 68 | 86 | 42 |
| Bars Traded | 6789 | 4009 | 2780 | 6789 | 4009 | 2780 |
| Profit Streak | 74.4546 | 75.1213 | 74.4546 | 74.4546 | 75.1213 | 74.4546 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -91104 | 751914 | -10934 | -98353 | 460917 | 534319 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7134,
"evaluation_days": 2378,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1560268800000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758912880804,
"expiration_time": 1765066176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 195,
"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": [
[
1727328.2487381967,
1413916.7936790492,
313411.4550591476,
53757341.693936825,
22405408.35292963,
31351933.341007195
],
[
1727.328249,
1413.916794,
313.411455,
53757.341694,
22405.408353,
31351.933341
],
[
0.726379,
0.594582,
0.131796,
0.264813,
0.228028,
0.242136
],
[
10,
10,
10,
10,
10,
10
],
[
-90044,
-55443,
-76257,
-9214249,
-7893295,
-5328040
],
[
4.642351,
6.269545,
2.522037,
2.22157,
1.884832,
2.677908
],
[
68,
34,
34,
68,
34,
34
],
[
39,
17,
22,
39,
17,
22
],
[
29,
17,
12,
29,
17,
12
],
[
57.352941,
50,
64.705882,
57.352941,
50,
64.705882
],
[
3.452005,
6.269545,
1.375656,
1.651936,
1.884832,
1.460677
],
[
658858,
658858,
64659,
11554384,
6309835,
11554384
],
[
-58053,
-58053,
-57127,
-7893295,
-7893295,
-4769597
],
[
99,
117,
81,
99,
117,
81
],
[
123,
149,
103,
123,
149,
103
],
[
68,
86,
42,
68,
86,
42
],
[
6789,
4009,
2780,
6789,
4009,
2780
],
[
74.454639,
75.121306,
74.454639,
74.454639,
75.121306,
74.454639
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-91104,
751914,
-10934,
-98353,
460917,
534319
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7134,
"evaluation_days": 2378,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1560268800000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758912880804,
"expiration_time": 1765066176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 195,
"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) |
|---|