| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1830295.011 | 1589605.2093 | 240689.8017 | 14161751.862 | -341216.4717 | 14502968.3338 |
| Total P&L (%) | 1830.295 | 1589.6052 | 240.6898 | 14161.7519 | -341.2165 | 14502.9683 |
| Avg Daily Profit (%) | 0.7692 | 0.6681 | 0.1012 | 0.2087 | 0 | 0.2097 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113058 | -98931 | -56289 | -17348575 | -14411042 | -6147862 |
| Profit Factor | 3.5786 | 4.6252 | 1.8871 | 1.1878 | 0.9932 | 1.5824 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Profitability (%) | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 | 47.3684 |
| Ratio Avg Win / Avg Loss | 3.9762 | 5.1391 | 2.0968 | 1.3198 | 1.1036 | 1.7582 |
| Largest Winning Trade | 977031 | 977031 | 67149 | 11567097 | 11567097 | 9408613 |
| Largest Losing Trade | -40274 | -40274 | -36097 | -9156307 | -9156307 | -4049895 |
| Avg Bars in Trades | 89 | 105 | 74 | 89 | 105 | 74 |
| Avg Bars in Winners | 131 | 149 | 112 | 131 | 149 | 112 |
| Avg Bars in Losers | 52 | 65 | 39 | 52 | 65 | 39 |
| Bars Traded | 6834 | 4003 | 2831 | 6834 | 4003 | 2831 |
| 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 | -35145 | 667736 | -55355 | -60582 | -580121 | 361115 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7138,
"evaluation_days": 2379.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559318400000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759027313822,
"expiration_time": 1765184832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 50,
"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": [
[
1830295.0110066338,
1589605.209323818,
240689.8016828157,
14161751.862029925,
-341216.4717364861,
14502968.3337664
],
[
1830.295011,
1589.605209,
240.689802,
14161.751862,
-341.216472,
14502.968334
],
[
0.769248,
0.668089,
0.101159,
0.208686,
0,
0.209682
],
[
10,
10,
10,
10,
10,
10
],
[
-113058,
-98931,
-56289,
-17348575,
-14411042,
-6147862
],
[
3.578617,
4.625193,
1.887144,
1.187849,
0.993242,
1.582417
],
[
76,
38,
38,
76,
38,
38
],
[
36,
18,
18,
36,
18,
18
],
[
40,
20,
20,
40,
20,
20
],
[
47.368421,
47.368421,
47.368421,
47.368421,
47.368421,
47.368421
],
[
3.976241,
5.139103,
2.096826,
1.319833,
1.103602,
1.758241
],
[
977031,
977031,
67149,
11567097,
11567097,
9408613
],
[
-40274,
-40274,
-36097,
-9156307,
-9156307,
-4049895
],
[
89,
105,
74,
89,
105,
74
],
[
131,
149,
112,
131,
149,
112
],
[
52,
65,
39,
52,
65,
39
],
[
6834,
4003,
2831,
6834,
4003,
2831
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-35145,
667736,
-55355,
-60582,
-580121,
361115
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7138,
"evaluation_days": 2379.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559318400000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759027313822,
"expiration_time": 1765184832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 50,
"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) |
|---|