| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1506539.4096 | 1512870.9866 | -6331.5771 | 69868.609 | 1513327.4637 | -1443458.8548 |
| Total P&L (%) | 1506.5394 | 1512.871 | -6.3316 | 69.8686 | 1513.3275 | -1443.4589 |
| Avg Daily Profit (%) | 0.6329 | 0.6355 | -0.0027 | 0.0223 | 0.1169 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -238817 | -175156 | -134250 | -5585746 | -4347752 | -2500130 |
| Profit Factor | 2.5223 | 3.9082 | 0.9865 | 1.0044 | 1.1752 | 0.8047 |
| Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
| Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
| Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
| Profitability (%) | 31.0924 | 23.3333 | 38.9831 | 31.0924 | 23.3333 | 38.9831 |
| Ratio Avg Win / Avg Loss | 5.5901 | 12.8414 | 1.5441 | 2.2259 | 3.8612 | 1.2595 |
| Largest Winning Trade | 948861 | 948861 | 63138 | 4545287 | 4545287 | 1420661 |
| Largest Losing Trade | -33566 | -32174 | -33566 | -1214608 | -1214608 | -837891 |
| Avg Bars in Trades | 36 | 32 | 41 | 36 | 32 | 41 |
| Avg Bars in Winners | 77 | 88 | 71 | 77 | 88 | 71 |
| Avg Bars in Losers | 18 | 15 | 22 | 18 | 15 | 22 |
| Bars Traded | 4381 | 1948 | 2433 | 4381 | 1948 | 2433 |
| 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 | 342309 | -187864 | -759242 | -384793 | -269905 | -760353 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4761,
"evaluation_days": 2380.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1564099200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759143978371,
"expiration_time": 1765274256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 247,
"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": [
[
1506539.4095772612,
1512870.9866466068,
-6331.5770693446,
69868.6089631336,
1513327.4637200767,
-1443458.8547569434
],
[
1506.53941,
1512.870987,
-6.331577,
69.868609,
1513.327464,
-1443.458855
],
[
0.632867,
0.635527,
-0.00266,
0.022261,
0.116888,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-238817,
-175156,
-134250,
-5585746,
-4347752,
-2500130
],
[
2.522341,
3.908246,
0.986512,
1.004358,
1.175153,
0.804692
],
[
119,
60,
59,
119,
60,
59
],
[
37,
14,
23,
37,
14,
23
],
[
82,
46,
36,
82,
46,
36
],
[
31.092437,
23.333333,
38.983051,
31.092437,
23.333333,
38.983051
],
[
5.590054,
12.84138,
1.544106,
2.225875,
3.861216,
1.259519
],
[
948861,
948861,
63138,
4545287,
4545287,
1420661
],
[
-33566,
-32174,
-33566,
-1214608,
-1214608,
-837891
],
[
36,
32,
41,
36,
32,
41
],
[
77,
88,
71,
77,
88,
71
],
[
18,
15,
22,
18,
15,
22
],
[
4381,
1948,
2433,
4381,
1948,
2433
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342309,
-187864,
-759242,
-384793,
-269905,
-760353
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4761,
"evaluation_days": 2380.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1564099200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759143978371,
"expiration_time": 1765274256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 247,
"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) |
|---|