| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 149598.7607 | 552035.838 | -402437.0773 | -99985.6161 | 722198.5428 | -822184.1589 |
| Total P&L (%) | 149.5988 | 552.0358 | -402.4371 | -99.9856 | 722.1985 | -822.1842 |
| Avg Daily Profit (%) | 0.0629 | 0.232 | -0.1691 | -0.3711 | 0.0886 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -761849 | -304059 | -525026 | -1232536 | -440315 | -882668 |
| Profit Factor | 1.0506 | 1.405 | 0.7477 | 0.9516 | 2.0071 | 0.3902 |
| Total Trades | 713 | 357 | 356 | 713 | 357 | 356 |
| Winning Trades | 305 | 144 | 161 | 305 | 144 | 161 |
| Losing Trades | 408 | 213 | 195 | 408 | 213 | 195 |
| Profitability (%) | 42.777 | 40.3361 | 45.2247 | 42.777 | 40.3361 | 45.2247 |
| Ratio Avg Win / Avg Loss | 1.4054 | 2.0783 | 0.9056 | 1.2729 | 2.9688 | 0.4726 |
| Largest Winning Trade | 715637 | 715637 | 57040 | 1081434 | 1081434 | 131956 |
| Largest Losing Trade | -68468 | -34837 | -68468 | -444633 | -248690 | -444633 |
| Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
| Avg Bars in Winners | 26 | 27 | 24 | 26 | 27 | 24 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 13961 | 7080 | 6881 | 13961 | 7080 | 6881 |
| Profit Streak | 5.572 | 5.572 | 7.7386 | 5.572 | 5.572 | 7.7386 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -271502 | 312615 | -580374 | -576742 | -71934 | -580374 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14277,
"evaluation_days": 2379.5,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556251200000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759124617094,
"expiration_time": 1765286064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 94,
"offset": 99
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.35783,
"nb": 0.1,
"nc": 0.57873
}
}
} {
"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": [
[
149598.7606780595,
552035.8379699676,
-402437.0772919076,
-99985.616070348,
722198.5427975917,
-822184.1588679387
],
[
149.598761,
552.035838,
-402.437077,
-99.985616,
722.198543,
-822.184159
],
[
0.06287,
0.231997,
-0.169127,
-0.371103,
0.088579,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-761849,
-304059,
-525026,
-1232536,
-440315,
-882668
],
[
1.050578,
1.405043,
0.747668,
0.951591,
2.007068,
0.390202
],
[
713,
357,
356,
713,
357,
356
],
[
305,
144,
161,
305,
144,
161
],
[
408,
213,
195,
408,
213,
195
],
[
42.776999,
40.336134,
45.224719,
42.776999,
40.336134,
45.224719
],
[
1.405363,
2.078292,
0.90556,
1.272947,
2.968788,
0.472605
],
[
715637,
715637,
57040,
1081434,
1081434,
131956
],
[
-68468,
-34837,
-68468,
-444633,
-248690,
-444633
],
[
19,
19,
19,
19,
19,
19
],
[
26,
27,
24,
26,
27,
24
],
[
14,
14,
14,
14,
14,
14
],
[
13961,
7080,
6881,
13961,
7080,
6881
],
[
5.571957,
5.571957,
7.738624,
5.571957,
5.571957,
7.738624
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-271502,
312615,
-580374,
-576742,
-71934,
-580374
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14277,
"evaluation_days": 2379.5,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556251200000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759124617094,
"expiration_time": 1765286064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 94,
"offset": 99
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.35783,
"nb": 0.1,
"nc": 0.57873
}
}
}
| # | 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) |
|---|