| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1129071.303 | 959733.6291 | 169337.674 | 10463901.4322 | 1069046.6754 | 9394854.7569 |
| Total P&L (%) | 1129.0713 | 959.7336 | 169.3377 | 10463.9014 | 1069.0467 | 9394.8548 |
| Avg Daily Profit (%) | 0.4732 | 0.4022 | 0.071 | 0.1955 | 0.1031 | 0.191 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131903 | -80591 | -56019 | -32076597 | -19897892 | -12178704 |
| Profit Factor | 2.5797 | 3.4661 | 1.5201 | 1.1005 | 1.0177 | 1.2151 |
| Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
| Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
| Profitability (%) | 34.7826 | 31.8841 | 37.6812 | 34.7826 | 31.8841 | 37.6812 |
| Ratio Avg Win / Avg Loss | 4.8369 | 7.4047 | 2.514 | 2.0634 | 2.1741 | 2.0095 |
| Largest Winning Trade | 328973 | 328973 | 62329 | 15666199 | 13036605 | 15666199 |
| Largest Losing Trade | -36272 | -36272 | -34646 | -5624939 | -5624939 | -4483684 |
| Avg Bars in Trades | 30 | 28 | 33 | 30 | 28 | 33 |
| Avg Bars in Winners | 60 | 52 | 67 | 60 | 52 | 67 |
| Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
| Bars Traded | 4270 | 1938 | 2332 | 4270 | 1938 | 2332 |
| 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 | 350614 | -92329 | -202386 | -106449 | -363611 | -98111 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4772,
"evaluation_days": 2386,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1564056000000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759589250330,
"expiration_time": 1765763712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 4,
"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": [
[
1129071.3030178696,
959733.6290643602,
169337.6739535093,
10463901.432245499,
1069046.6753933765,
9394854.756852124
],
[
1129.071303,
959.733629,
169.337674,
10463.901432,
1069.046675,
9394.854757
],
[
0.473207,
0.402235,
0.070971,
0.195498,
0.103103,
0.191018
],
[
10,
10,
10,
10,
10,
10
],
[
-131903,
-80591,
-56019,
-32076597,
-19897892,
-12178704
],
[
2.579659,
3.466051,
1.520114,
1.100473,
1.017681,
1.215065
],
[
138,
69,
69,
138,
69,
69
],
[
48,
22,
26,
48,
22,
26
],
[
90,
47,
43,
90,
47,
43
],
[
34.782609,
31.884058,
37.681159,
34.782609,
31.884058,
37.681159
],
[
4.83686,
7.404745,
2.514035,
2.063386,
2.174137,
2.00953
],
[
328973,
328973,
62329,
15666199,
13036605,
15666199
],
[
-36272,
-36272,
-34646,
-5624939,
-5624939,
-4483684
],
[
30,
28,
33,
30,
28,
33
],
[
60,
52,
67,
60,
52,
67
],
[
15,
16,
13,
15,
16,
13
],
[
4270,
1938,
2332,
4270,
1938,
2332
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
350614,
-92329,
-202386,
-106449,
-363611,
-98111
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4772,
"evaluation_days": 2386,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1564056000000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759589250330,
"expiration_time": 1765763712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 4,
"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) |
|---|