| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 637233.2326 | 541333.0164 | 95900.2163 | 186301.4304 | -46587.8409 | 232889.2713 |
| Total P&L (%) | 637.2332 | 541.333 | 95.9002 | 186.3014 | -46.5878 | 232.8893 |
| Avg Daily Profit (%) | 0.2674 | 0.2271 | 0.0402 | 0.0441 | -0.0263 | 0.0505 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -171846 | -87184 | -108939 | -526938 | -339905 | -220298 |
| Profit Factor | 2.0725 | 2.6362 | 1.3642 | 1.1444 | 0.9364 | 1.4181 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
| Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
| Profitability (%) | 41.4414 | 33.9286 | 49.0909 | 41.4414 | 33.9286 | 49.0909 |
| Ratio Avg Win / Avg Loss | 2.9285 | 5.1336 | 1.4148 | 1.6171 | 1.8236 | 1.4706 |
| Largest Winning Trade | 541335 | 541335 | 50519 | 262803 | 218224 | 262803 |
| Largest Losing Trade | -59602 | -27915 | -59602 | -135016 | -135016 | -76810 |
| Avg Bars in Trades | 41 | 33 | 49 | 41 | 33 | 49 |
| Avg Bars in Winners | 72 | 73 | 71 | 72 | 73 | 71 |
| Avg Bars in Losers | 19 | 12 | 27 | 19 | 12 | 27 |
| Bars Traded | 4593 | 1877 | 2716 | 4593 | 1877 | 2716 |
| Profit Streak | 4.5803 | 9.5803 | 0 | 4.5803 | 9.5803 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 354329 | -172620 | -319092 | -197191 | -763918 | -305116 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4767,
"evaluation_days": 2383.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1560556800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759370138650,
"expiration_time": 1765541232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 164,
"na": 0.63774,
"nb": 0.1,
"nc": 0.75664
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.76944,
"nc": 0.1
}
}
} {
"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": [
[
637233.2326132841,
541333.0163594893,
95900.2162537946,
186301.4303878206,
-46587.8408954006,
232889.2712832213
],
[
637.233233,
541.333016,
95.900216,
186.30143,
-46.587841,
232.889271
],
[
0.267352,
0.227117,
0.040235,
0.044141,
-0.026308,
0.05047
],
[
10,
10,
10,
10,
10,
10
],
[
-171846,
-87184,
-108939,
-526938,
-339905,
-220298
],
[
2.072504,
2.636152,
1.364228,
1.144443,
0.936424,
1.418108
],
[
111,
56,
55,
111,
56,
55
],
[
46,
19,
27,
46,
19,
27
],
[
65,
37,
28,
65,
37,
28
],
[
41.441441,
33.928571,
49.090909,
41.441441,
33.928571,
49.090909
],
[
2.928538,
5.133559,
1.414755,
1.617147,
1.823562,
1.47063
],
[
541335,
541335,
50519,
262803,
218224,
262803
],
[
-59602,
-27915,
-59602,
-135016,
-135016,
-76810
],
[
41,
33,
49,
41,
33,
49
],
[
72,
73,
71,
72,
73,
71
],
[
19,
12,
27,
19,
12,
27
],
[
4593,
1877,
2716,
4593,
1877,
2716
],
[
4.580308,
9.580308,
0,
4.580308,
9.580308,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354329,
-172620,
-319092,
-197191,
-763918,
-305116
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4767,
"evaluation_days": 2383.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1560556800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759370138650,
"expiration_time": 1765541232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 164,
"na": 0.63774,
"nb": 0.1,
"nc": 0.75664
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.76944,
"nc": 0.1
}
}
}
| # | 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) |
|---|