| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1582307.0194 | 1404694.5627 | 177612.4567 | 4665989.6727 | 4834983.1596 | -168993.4869 |
| Total P&L (%) | 1582.307 | 1404.6946 | 177.6125 | 4665.9897 | 4834.9832 | -168.9935 |
| Avg Daily Profit (%) | 0.6643 | 0.5897 | 0.0746 | 0.1624 | 0.1638 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112171 | -61175 | -132658 | -7595048 | -5692358 | -5645647 |
| Profit Factor | 2.842 | 4.4033 | 1.398 | 1.1167 | 1.2621 | 0.9922 |
| Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
| Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
| Losing Trades | 154 | 79 | 75 | 154 | 79 | 75 |
| Profitability (%) | 29.6804 | 28.1818 | 31.1927 | 29.6804 | 28.1818 | 31.1927 |
| Ratio Avg Win / Avg Loss | 6.7333 | 11.2213 | 3.0838 | 2.6457 | 3.2164 | 2.1886 |
| Largest Winning Trade | 969371 | 969371 | 65938 | 4303375 | 4092388 | 4303375 |
| Largest Losing Trade | -30442 | -26446 | -30442 | -1476315 | -970964 | -1476315 |
| Avg Bars in Trades | 21 | 17 | 24 | 21 | 17 | 24 |
| Avg Bars in Winners | 59 | 49 | 67 | 59 | 49 | 67 |
| Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
| Bars Traded | 4636 | 1916 | 2720 | 4636 | 1916 | 2720 |
| 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 | 348067 | 106237 | -98894 | -91103 | -7082 | -585300 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4764,
"evaluation_days": 2382,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557748800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759236574795,
"expiration_time": 1765407744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.57535,
"nb": 0.86777,
"nc": 0.1
}
}
} {
"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": [
[
1582307.0193918063,
1404694.5627104463,
177612.4566813603,
4665989.672717758,
4834983.159649122,
-168993.4869313666
],
[
1582.307019,
1404.694563,
177.612457,
4665.989673,
4834.98316,
-168.993487
],
[
0.664277,
0.589712,
0.074564,
0.162352,
0.163817,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-112171,
-61175,
-132658,
-7595048,
-5692358,
-5645647
],
[
2.841997,
4.403278,
1.397994,
1.11669,
1.262131,
0.992155
],
[
219,
110,
109,
219,
110,
109
],
[
65,
31,
34,
65,
31,
34
],
[
154,
79,
75,
154,
79,
75
],
[
29.680365,
28.181818,
31.192661,
29.680365,
28.181818,
31.192661
],
[
6.733347,
11.221258,
3.083809,
2.645696,
3.216398,
2.188577
],
[
969371,
969371,
65938,
4303375,
4092388,
4303375
],
[
-30442,
-26446,
-30442,
-1476315,
-970964,
-1476315
],
[
21,
17,
24,
21,
17,
24
],
[
59,
49,
67,
59,
49,
67
],
[
5,
4,
5,
5,
4,
5
],
[
4636,
1916,
2720,
4636,
1916,
2720
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348067,
106237,
-98894,
-91103,
-7082,
-585300
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4764,
"evaluation_days": 2382,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557748800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759236574795,
"expiration_time": 1765407744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.57535,
"nb": 0.86777,
"nc": 0.1
}
}
}
| # | 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) |
|---|