| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 799581.6786 | 754653.8804 | 44927.7982 | 76164.9398 | 233341.2843 | -157176.3445 |
| Total P&L (%) | 799.5817 | 754.6539 | 44.9278 | 76.1649 | 233.3413 | -157.1763 |
| Avg Daily Profit (%) | 0.3353 | 0.3164 | 0.0188 | 0.0237 | 0.0505 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93044 | -85359 | -121146 | -325232 | -284072 | -309713 |
| Profit Factor | 2.2425 | 3.3338 | 1.1403 | 1.0535 | 1.3458 | 0.7901 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 34.4262 | 32.2581 | 36.6667 | 34.4262 | 32.2581 | 36.6667 |
| Ratio Avg Win / Avg Loss | 4.2714 | 7.0009 | 1.9697 | 2.0067 | 2.8261 | 1.3648 |
| Largest Winning Trade | 667266 | 667266 | 64877 | 304999 | 304999 | 125730 |
| Largest Losing Trade | -39370 | -27009 | -39370 | -123804 | -99676 | -123804 |
| Avg Bars in Trades | 74 | 47 | 103 | 74 | 47 | 103 |
| Avg Bars in Winners | 174 | 110 | 231 | 174 | 110 | 231 |
| Avg Bars in Losers | 22 | 17 | 28 | 22 | 17 | 28 |
| Bars Traded | 4563 | 1470 | 3093 | 4563 | 1470 | 3093 |
| 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 | -158872 | 304822 | -239759 | -494054 | -130944 | -584344 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4770,
"evaluation_days": 2385,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1560816000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759523870318,
"expiration_time": 1765674720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 15,
"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": [
[
799581.6786437794,
754653.880429703,
44927.7982140763,
76164.9397764857,
233341.2843158067,
-157176.344539321
],
[
799.581679,
754.65388,
44.927798,
76.16494,
233.341284,
-157.176345
],
[
0.335254,
0.316417,
0.018838,
0.023745,
0.050495,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-93044,
-85359,
-121146,
-325232,
-284072,
-309713
],
[
2.242508,
3.333752,
1.14033,
1.053493,
1.34575,
0.790138
],
[
61,
31,
30,
61,
31,
30
],
[
21,
10,
11,
21,
10,
11
],
[
40,
21,
19,
40,
21,
19
],
[
34.42623,
32.258065,
36.666667,
34.42623,
32.258065,
36.666667
],
[
4.271445,
7.000879,
1.969662,
2.006653,
2.826076,
1.364785
],
[
667266,
667266,
64877,
304999,
304999,
125730
],
[
-39370,
-27009,
-39370,
-123804,
-99676,
-123804
],
[
74,
47,
103,
74,
47,
103
],
[
174,
110,
231,
174,
110,
231
],
[
22,
17,
28,
22,
17,
28
],
[
4563,
1470,
3093,
4563,
1470,
3093
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-158872,
304822,
-239759,
-494054,
-130944,
-584344
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4770,
"evaluation_days": 2385,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1560816000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759523870318,
"expiration_time": 1765674720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 15,
"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) |
|---|