| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 665819.5929 | 753088.6085 | -87269.0156 | -61433.311 | 105476.4256 | -166909.7366 |
| Total P&L (%) | 665.8196 | 753.0886 | -87.269 | -61.4333 | 105.4764 | -166.9097 |
| Avg Daily Profit (%) | 0.3197 | 0.3616 | -0.0419 | -0.0457 | 0.0346 | 0 |
| Buy And Hold Return (%) | 125.5452 | 125.5452 | 125.5452 | 125.5452 | 125.5452 | 125.5452 |
| Max Trade Drawdown | -167215 | -154336 | -108563 | -1744188 | -1652916 | -282207 |
| Profit Factor | 1.5156 | 1.7943 | 0.7456 | 0.9886 | 1.0246 | 0.849 |
| Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
| Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
| Losing Trades | 161 | 80 | 81 | 161 | 80 | 81 |
| Profitability (%) | 41.4545 | 42.029 | 40.8759 | 41.4545 | 42.029 | 40.8759 |
| Ratio Avg Win / Avg Loss | 2.1405 | 2.4748 | 1.0785 | 1.3962 | 1.4133 | 1.2281 |
| Largest Winning Trade | 321896 | 321896 | 17701 | 1163635 | 1163635 | 170004 |
| Largest Losing Trade | -76996 | -76996 | -18701 | -915499 | -915499 | -94703 |
| Avg Bars in Trades | 90 | 169 | 10 | 90 | 169 | 10 |
| Avg Bars in Winners | 118 | 222 | 11 | 118 | 222 | 11 |
| Avg Bars in Losers | 70 | 131 | 9 | 70 | 131 | 9 |
| Bars Traded | 24825 | 23420 | 1405 | 24825 | 23420 | 1405 |
| 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 | 308089 | 319192 | -582572 | -580996 | -509194 | -582572 |
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579766400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758900137982,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 26,
"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": [
[
665819.5928705,
753088.6084586821,
-87269.0155881821,
-61433.3109589296,
105476.4255932795,
-166909.7365522085
],
[
665.819593,
753.088608,
-87.269016,
-61.433311,
105.476426,
-166.909737
],
[
0.319721,
0.361627,
-0.041906,
-0.045741,
0.034588,
0
],
[
125.545171,
125.545171,
125.545171,
125.545171,
125.545171,
125.545171
],
[
-167215,
-154336,
-108563,
-1744188,
-1652916,
-282207
],
[
1.515647,
1.794265,
0.745626,
0.9886,
1.024625,
0.849029
],
[
275,
138,
137,
275,
138,
137
],
[
114,
58,
56,
114,
58,
56
],
[
161,
80,
81,
161,
80,
81
],
[
41.454545,
42.028986,
40.875912,
41.454545,
42.028986,
40.875912
],
[
2.140519,
2.474848,
1.078494,
1.396181,
1.413276,
1.22806
],
[
321896,
321896,
17701,
1163635,
1163635,
170004
],
[
-76996,
-76996,
-18701,
-915499,
-915499,
-94703
],
[
90,
169,
10,
90,
169,
10
],
[
118,
222,
11,
118,
222,
11
],
[
70,
131,
9,
70,
131,
9
],
[
24825,
23420,
1405,
24825,
23420,
1405
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308089,
319192,
-582572,
-580996,
-509194,
-582572
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579766400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758900137982,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 26,
"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) |
|---|