| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1801925.3281 | 1550304.9099 | 251620.4183 | 11570572.3054 | 3747441.3197 | 7823130.9856 |
| Total P&L (%) | 1801.9253 | 1550.3049 | 251.6204 | 11570.5723 | 3747.4413 | 7823.131 |
| Avg Daily Profit (%) | 0.7585 | 0.6526 | 0.1059 | 0.2006 | 0.1538 | 0.1842 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -165759 | -111480 | -64740 | -12689352 | -9801011 | -11244545 |
| Profit Factor | 3.6397 | 4.779 | 1.9238 | 1.1915 | 1.1033 | 1.3241 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
| Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
| Profitability (%) | 52 | 46 | 58 | 52 | 46 | 58 |
| Ratio Avg Win / Avg Loss | 3.3598 | 5.6101 | 1.3931 | 1.0999 | 1.2952 | 0.9588 |
| Largest Winning Trade | 1035299 | 1035299 | 49052 | 7990902 | 7990902 | 4517846 |
| Largest Losing Trade | -51869 | -51869 | -51722 | -8681393 | -5699971 | -8681393 |
| Avg Bars in Trades | 89 | 133 | 46 | 89 | 133 | 46 |
| Avg Bars in Winners | 113 | 188 | 53 | 113 | 188 | 53 |
| Avg Bars in Losers | 64 | 86 | 36 | 64 | 86 | 36 |
| Bars Traded | 8984 | 6680 | 2304 | 8984 | 6680 | 2304 |
| 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 | 724845 | -162071 | -228051 | -1274 | -280854 | -172550 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557576000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758878123549,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 231,
"offset": 0,
"std": 3.84234
}
}
}
{
"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": [
[
1801925.3281446942,
1550304.9098534847,
251620.4182912094,
11570572.3053869,
3747441.319745985,
7823130.985640919
],
[
1801.925328,
1550.30491,
251.620418,
11570.572305,
3747.44132,
7823.130986
],
[
0.758546,
0.652623,
0.105923,
0.200565,
0.15377,
0.184231
],
[
10,
10,
10,
10,
10,
10
],
[
-165759,
-111480,
-64740,
-12689352,
-9801011,
-11244545
],
[
3.639748,
4.77897,
1.923827,
1.191532,
1.10331,
1.324118
],
[
100,
50,
50,
100,
50,
50
],
[
52,
23,
29,
52,
23,
29
],
[
48,
27,
21,
48,
27,
21
],
[
52,
46,
58,
52,
46,
58
],
[
3.359767,
5.610096,
1.393116,
1.099876,
1.29519,
0.958844
],
[
1035299,
1035299,
49052,
7990902,
7990902,
4517846
],
[
-51869,
-51869,
-51722,
-8681393,
-5699971,
-8681393
],
[
89,
133,
46,
89,
133,
46
],
[
113,
188,
53,
113,
188,
53
],
[
64,
86,
36,
64,
86,
36
],
[
8984,
6680,
2304,
8984,
6680,
2304
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
724845,
-162071,
-228051,
-1274,
-280854,
-172550
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9502,
"evaluation_days": 2375.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557576000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758878123549,
"expiration_time": 1764872496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 231,
"offset": 0,
"std": 3.84234
}
}
}
| # | 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) |
|---|