| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1909906.7908 | 1634054.1478 | 275852.643 | 28457222.7432 | 10419652.2122 | 18037570.531 |
| Total P&L (%) | 1909.9068 | 1634.0541 | 275.8526 | 28457.2227 | 10419.6522 | 18037.5705 |
| Avg Daily Profit (%) | 0.8035 | 0.6874 | 0.1161 | 0.2382 | 0.1961 | 0.219 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -114399 | -89369 | -42607 | -46240428 | -48059833 | -34999155 |
| Profit Factor | 4.2532 | 5.8231 | 2.111 | 1.1493 | 1.0956 | 1.2208 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 39.4366 | 33.3333 | 45.7143 | 39.4366 | 33.3333 | 45.7143 |
| Ratio Avg Win / Avg Loss | 6.5317 | 11.6463 | 2.5068 | 1.7649 | 2.1913 | 1.4497 |
| Largest Winning Trade | 921395 | 921395 | 67881 | 27178181 | 27178181 | 21836182 |
| Largest Losing Trade | -28129 | -28129 | -24813 | -17351695 | -14626685 | -17351695 |
| Avg Bars in Trades | 97 | 93 | 102 | 97 | 93 | 102 |
| Avg Bars in Winners | 186 | 189 | 183 | 186 | 189 | 183 |
| Avg Bars in Losers | 40 | 45 | 34 | 40 | 45 | 34 |
| Bars Traded | 6953 | 3360 | 3593 | 6953 | 3360 | 3593 |
| 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 | -74969 | 508281 | -35733 | -142252 | -112707 | 220457 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7131,
"evaluation_days": 2377,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556179200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758835526332,
"expiration_time": 1764977184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 95,
"offset": 0,
"a": 0.6909
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 20,
"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": [
[
1909906.7907746779,
1634054.1477942462,
275852.6429804322,
28457222.743248984,
10419652.212227926,
18037570.531021073
],
[
1909.906791,
1634.054148,
275.852643,
28457.222743,
10419.652212,
18037.570531
],
[
0.803495,
0.687444,
0.116051,
0.238167,
0.196062,
0.219027
],
[
10,
10,
10,
10,
10,
10
],
[
-114399,
-89369,
-42607,
-46240428,
-48059833,
-34999155
],
[
4.253189,
5.823147,
2.110995,
1.149259,
1.095626,
1.220793
],
[
71,
36,
35,
71,
36,
35
],
[
28,
12,
16,
28,
12,
16
],
[
43,
24,
19,
43,
24,
19
],
[
39.43662,
33.333333,
45.714286,
39.43662,
33.333333,
45.714286
],
[
6.531683,
11.646293,
2.506806,
1.764933,
2.191253,
1.449691
],
[
921395,
921395,
67881,
27178181,
27178181,
21836182
],
[
-28129,
-28129,
-24813,
-17351695,
-14626685,
-17351695
],
[
97,
93,
102,
97,
93,
102
],
[
186,
189,
183,
186,
189,
183
],
[
40,
45,
34,
40,
45,
34
],
[
6953,
3360,
3593,
6953,
3360,
3593
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-74969,
508281,
-35733,
-142252,
-112707,
220457
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7131,
"evaluation_days": 2377,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556179200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758835526332,
"expiration_time": 1764977184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 95,
"offset": 0,
"a": 0.6909
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 20,
"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) |
|---|