| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1033132.1027 | 1089168.6721 | -56036.5694 | -92239.103 | 41828.419 | -134067.522 |
| Total P&L (%) | 1033.1321 | 1089.1687 | -56.0366 | -92.2391 | 41.8284 | -134.0675 |
| Avg Daily Profit (%) | 0.4336 | 0.4571 | -0.0235 | -0.1072 | 0.0147 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -200967 | -115611 | -177566 | -133396 | -64475 | -139102 |
| Profit Factor | 1.7761 | 2.9993 | 0.9287 | 0.8172 | 1.234 | 0.5885 |
| Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
| Winning Trades | 149 | 80 | 69 | 149 | 80 | 69 |
| Losing Trades | 138 | 64 | 74 | 138 | 64 | 74 |
| Profitability (%) | 51.9164 | 55.5556 | 48.2517 | 51.9164 | 55.5556 | 48.2517 |
| Ratio Avg Win / Avg Loss | 1.645 | 2.3994 | 0.996 | 0.7568 | 0.9872 | 0.6311 |
| Largest Winning Trade | 762354 | 762354 | 71671 | 60151 | 60151 | 33792 |
| Largest Losing Trade | -88076 | -69404 | -88076 | -86085 | -47496 | -86085 |
| Avg Bars in Trades | 48 | 44 | 53 | 48 | 44 | 53 |
| Avg Bars in Winners | 54 | 47 | 61 | 54 | 47 | 61 |
| Avg Bars in Losers | 43 | 39 | 46 | 43 | 39 | 46 |
| Bars Traded | 14040 | 6363 | 7677 | 14040 | 6363 | 7677 |
| Profit Streak | 28.8711 | 28.8711 | 32.5378 | 28.8711 | 28.8711 | 32.5378 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 602097 | 647152 | -580181 | -577455 | -175284 | -580181 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14297,
"evaluation_days": 2382.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556755200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759409666758,
"expiration_time": 1765582704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 227
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 193,
"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": [
[
1033132.1027395141,
1089168.6721491849,
-56036.5694096701,
-92239.1030248721,
41828.4190096141,
-134067.5220344861
],
[
1033.132103,
1089.168672,
-56.036569,
-92.239103,
41.828419,
-134.067522
],
[
0.433574,
0.45709,
-0.023517,
-0.107213,
0.014666,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-200967,
-115611,
-177566,
-133396,
-64475,
-139102
],
[
1.776098,
2.999295,
0.928744,
0.817176,
1.23401,
0.58847
],
[
287,
144,
143,
287,
144,
143
],
[
149,
80,
69,
149,
80,
69
],
[
138,
64,
74,
138,
64,
74
],
[
51.916376,
55.555556,
48.251748,
51.916376,
55.555556,
48.251748
],
[
1.644976,
2.399436,
0.996044,
0.756848,
0.987208,
0.631112
],
[
762354,
762354,
71671,
60151,
60151,
33792
],
[
-88076,
-69404,
-88076,
-86085,
-47496,
-86085
],
[
48,
44,
53,
48,
44,
53
],
[
54,
47,
61,
54,
47,
61
],
[
43,
39,
46,
43,
39,
46
],
[
14040,
6363,
7677,
14040,
6363,
7677
],
[
28.871143,
28.871143,
32.53781,
28.871143,
28.871143,
32.53781
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
602097,
647152,
-580181,
-577455,
-175284,
-580181
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14297,
"evaluation_days": 2382.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556755200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759409666758,
"expiration_time": 1765582704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 227
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 193,
"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) |
|---|