| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 530646.2104 | 600680.0773 | -70033.8669 | -35283.5889 | 270081.4037 | -305364.9926 |
| Total P&L (%) | 530.6462 | 600.6801 | -70.0339 | -35.2836 | 270.0814 | -305.365 |
| Avg Daily Profit (%) | 0.2547 | 0.2883 | -0.0336 | -0.0209 | 0.0628 | 0 |
| Buy And Hold Return (%) | 38.8785 | 38.8785 | 38.8785 | 38.8785 | 38.8785 | 38.8785 |
| Max Trade Drawdown | -133874 | -140553 | -213493 | -474996 | -307301 | -401069 |
| Profit Factor | 1.4906 | 2.168 | 0.8766 | 0.9792 | 1.3057 | 0.6259 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
| Profitability (%) | 41.8605 | 39.0625 | 44.6154 | 41.8605 | 39.0625 | 44.6154 |
| Ratio Avg Win / Avg Loss | 2.0703 | 3.382 | 1.0881 | 1.3601 | 2.0369 | 0.777 |
| Largest Winning Trade | 202479 | 202479 | 64122 | 327603 | 327603 | 90381 |
| Largest Losing Trade | -52633 | -41996 | -52633 | -141834 | -141834 | -139879 |
| Avg Bars in Trades | 190 | 187 | 194 | 190 | 187 | 194 |
| Avg Bars in Winners | 287 | 312 | 266 | 287 | 312 | 266 |
| Avg Bars in Losers | 121 | 107 | 135 | 121 | 107 | 135 |
| Bars Traded | 24616 | 12004 | 12612 | 24616 | 12004 | 12612 |
| Profit Streak | 17.1559 | 0 | 26.8226 | 17.1559 | 0 | 26.8226 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 310011 | -130794 | -712622 | -581364 | -251550 | -714288 |
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579867200000,
"first_datapoint_time": 1581645600000,
"last_datapoint_time": 1759932000000,
"evaluation_time": 1759938268313,
"expiration_time": 1766412000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 174,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
530646.2103616111,
600680.0772990688,
-70033.8669374573,
-35283.5888836687,
270081.403722878,
-305364.9926065465
],
[
530.64621,
600.680077,
-70.033867,
-35.283589,
270.081404,
-305.364993
],
[
0.254711,
0.288327,
-0.033616,
-0.020885,
0.06283,
0
],
[
38.878505,
38.878505,
38.878505,
38.878505,
38.878505,
38.878505
],
[
-133874,
-140553,
-213493,
-474996,
-307301,
-401069
],
[
1.490587,
2.167953,
0.876561,
0.979241,
1.305703,
0.62588
],
[
129,
64,
65,
129,
64,
65
],
[
54,
25,
29,
54,
25,
29
],
[
75,
39,
36,
75,
39,
36
],
[
41.860465,
39.0625,
44.615385,
41.860465,
39.0625,
44.615385
],
[
2.07026,
3.382006,
1.088144,
1.360057,
2.036897,
0.776955
],
[
202479,
202479,
64122,
327603,
327603,
90381
],
[
-52633,
-41996,
-52633,
-141834,
-141834,
-139879
],
[
190,
187,
194,
190,
187,
194
],
[
287,
312,
266,
287,
312,
266
],
[
121,
107,
135,
121,
107,
135
],
[
24616,
12004,
12612,
24616,
12004,
12612
],
[
17.155883,
0,
26.82255,
17.155883,
0,
26.82255
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310011,
-130794,
-712622,
-581364,
-251550,
-714288
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579867200000,
"first_datapoint_time": 1581645600000,
"last_datapoint_time": 1759932000000,
"evaluation_time": 1759938268313,
"expiration_time": 1766412000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 174,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|