| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 942998.6204 | 814126.9979 | 128871.6225 | 1354662.7643 | 3760579.1843 | -2405916.42 |
| Total P&L (%) | 942.9986 | 814.127 | 128.8716 | 1354.6628 | 3760.5792 | -2405.9164 |
| Avg Daily Profit (%) | 0.396 | 0.3419 | 0.0541 | 0.1125 | 0.1535 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -139233 | -135015 | -102586 | -6416404 | -4314847 | -4145327 |
| Profit Factor | 1.8575 | 2.3483 | 1.2599 | 1.0598 | 1.3074 | 0.7692 |
| Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
| Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
| Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
| Profitability (%) | 38.3234 | 32.1429 | 44.5783 | 38.3234 | 32.1429 | 44.5783 |
| Ratio Avg Win / Avg Loss | 2.9895 | 4.9576 | 1.5664 | 1.7056 | 2.7602 | 0.9563 |
| Largest Winning Trade | 292376 | 292376 | 66035 | 4796883 | 4796883 | 1378723 |
| Largest Losing Trade | -37224 | -32030 | -37224 | -1483915 | -1079919 | -1483915 |
| Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
| Avg Bars in Winners | 98 | 104 | 94 | 98 | 104 | 94 |
| Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
| Bars Traded | 9289 | 4323 | 4966 | 9289 | 4323 | 4966 |
| 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 | 344586 | 232157 | -122144 | -199714 | 57858 | -583218 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9526,
"evaluation_days": 2381.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555718400000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759251656622,
"expiration_time": 1765406448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 34,
"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": [
[
942998.6203908104,
814126.997850728,
128871.6225400829,
1354662.7643410352,
3760579.1843038825,
-2405916.419962842
],
[
942.99862,
814.126998,
128.871623,
1354.662764,
3760.579184,
-2405.91642
],
[
0.395968,
0.341855,
0.054114,
0.112486,
0.153525,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-139233,
-135015,
-102586,
-6416404,
-4314847,
-4145327
],
[
1.857528,
2.348333,
1.259891,
1.059796,
1.30744,
0.769166
],
[
167,
84,
83,
167,
84,
83
],
[
64,
27,
37,
64,
27,
37
],
[
103,
57,
46,
103,
57,
46
],
[
38.323353,
32.142857,
44.578313,
38.323353,
32.142857,
44.578313
],
[
2.989458,
4.957592,
1.56635,
1.70561,
2.760151,
0.956261
],
[
292376,
292376,
66035,
4796883,
4796883,
1378723
],
[
-37224,
-32030,
-37224,
-1483915,
-1079919,
-1483915
],
[
55,
51,
59,
55,
51,
59
],
[
98,
104,
94,
98,
104,
94
],
[
29,
26,
32,
29,
26,
32
],
[
9289,
4323,
4966,
9289,
4323,
4966
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344586,
232157,
-122144,
-199714,
57858,
-583218
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9526,
"evaluation_days": 2381.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555718400000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759251656622,
"expiration_time": 1765406448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 34,
"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) |
|---|