| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1610769.7072 | 1551778.3597 | 58991.3475 | 357450.5251 | 407274.7287 | -49824.2035 |
| Total P&L (%) | 1610.7697 | 1551.7784 | 58.9913 | 357.4505 | 407.2747 | -49.8242 |
| Avg Daily Profit (%) | 0.6783 | 0.6534 | 0.0248 | 0.064 | 0.0684 | -0.029 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -231447 | -120946 | -139188 | -13910846 | -7919678 | -8359613 |
| Profit Factor | 2.803 | 4.4588 | 1.1326 | 1.0106 | 1.0227 | 0.9968 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
| Profitability (%) | 31.9149 | 27.6596 | 36.1702 | 31.9149 | 27.6596 | 36.1702 |
| Ratio Avg Win / Avg Loss | 5.9797 | 11.6614 | 1.9988 | 2.156 | 2.6747 | 1.7591 |
| Largest Winning Trade | 1037533 | 1037533 | 72712 | 5424370 | 5424370 | 5231867 |
| Largest Losing Trade | -51692 | -49813 | -51692 | -4065395 | -4065395 | -3165755 |
| Avg Bars in Trades | 149 | 130 | 168 | 149 | 130 | 168 |
| Avg Bars in Winners | 351 | 336 | 363 | 351 | 336 | 363 |
| Avg Bars in Losers | 54 | 51 | 57 | 54 | 51 | 57 |
| Bars Traded | 14034 | 6121 | 7913 | 14034 | 6121 | 7913 |
| 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 | 384945 | 46778 | -239223 | -321905 | -314084 | -583297 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556366400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758852128277,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 53,
"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": [
[
1610769.7072076488,
1551778.359681095,
58991.3475265533,
357450.5251310602,
407274.7286727253,
-49824.2035416661
],
[
1610.769707,
1551.77836,
58.991348,
357.450525,
407.274729,
-49.824204
],
[
0.678267,
0.653427,
0.02484,
0.064046,
0.068402,
-0.029035
],
[
10,
10,
10,
10,
10,
10
],
[
-231447,
-120946,
-139188,
-13910846,
-7919678,
-8359613
],
[
2.803004,
4.458771,
1.132645,
1.010641,
1.022679,
0.996813
],
[
94,
47,
47,
94,
47,
47
],
[
30,
13,
17,
30,
13,
17
],
[
64,
34,
30,
64,
34,
30
],
[
31.914894,
27.659574,
36.170213,
31.914894,
27.659574,
36.170213
],
[
5.979742,
11.661401,
1.998785,
2.156035,
2.6747,
1.759081
],
[
1037533,
1037533,
72712,
5424370,
5424370,
5231867
],
[
-51692,
-49813,
-51692,
-4065395,
-4065395,
-3165755
],
[
149,
130,
168,
149,
130,
168
],
[
351,
336,
363,
351,
336,
363
],
[
54,
51,
57,
54,
51,
57
],
[
14034,
6121,
7913,
14034,
6121,
7913
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
384945,
46778,
-239223,
-321905,
-314084,
-583297
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556366400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758852128277,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 53,
"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) |
|---|