| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1256859.1844 | 1088901.4792 | 167957.7053 | 2737219.1822 | 1037157.5954 | 1700061.5868 |
| Total P&L (%) | 1256.8592 | 1088.9015 | 167.9577 | 2737.2192 | 1037.1576 | 1700.0616 |
| Avg Daily Profit (%) | 0.5261 | 0.4558 | 0.0703 | 0.1401 | 0.1018 | 0.1211 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -184601 | -151607 | -87253 | -4259491 | -3542998 | -1323604 |
| Profit Factor | 2.5565 | 3.6753 | 1.4194 | 1.2758 | 1.1792 | 1.411 |
| Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
| Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
| Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
| Profitability (%) | 46.6165 | 44.7761 | 48.4848 | 46.6165 | 44.7761 | 48.4848 |
| Ratio Avg Win / Avg Loss | 2.9276 | 4.5329 | 1.5081 | 1.461 | 1.4544 | 1.4992 |
| Largest Winning Trade | 504471 | 504471 | 70914 | 2528706 | 2528706 | 731340 |
| Largest Losing Trade | -54864 | -54864 | -48113 | -1601074 | -1601074 | -749890 |
| Avg Bars in Trades | 69 | 69 | 69 | 69 | 69 | 69 |
| Avg Bars in Winners | 99 | 105 | 93 | 99 | 105 | 93 |
| Avg Bars in Losers | 44 | 40 | 48 | 44 | 40 | 48 |
| Bars Traded | 9296 | 4678 | 4618 | 9296 | 4678 | 4618 |
| Profit Streak | 0 | 0 | 20.0666 | 0 | 0 | 20.0666 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 530483 | -101942 | -221356 | -6574 | -199014 | -154427 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9556,
"evaluation_days": 2389,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556582400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759887358245,
"expiration_time": 1766073888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 17,
"offset": 128
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 112,
"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": [
[
1256859.1844257484,
1088901.479155527,
167957.7052702222,
2737219.182182979,
1037157.595360019,
1700061.5868229584
],
[
1256.859184,
1088.901479,
167.957705,
2737.219182,
1037.157595,
1700.061587
],
[
0.526103,
0.455798,
0.070305,
0.140132,
0.101815,
0.121061
],
[
10,
10,
10,
10,
10,
10
],
[
-184601,
-151607,
-87253,
-4259491,
-3542998,
-1323604
],
[
2.556466,
3.675312,
1.41938,
1.275833,
1.179217,
1.411009
],
[
133,
67,
66,
133,
67,
66
],
[
62,
30,
32,
62,
30,
32
],
[
71,
37,
34,
71,
37,
34
],
[
46.616541,
44.776119,
48.484848,
46.616541,
44.776119,
48.484848
],
[
2.927565,
4.532885,
1.508092,
1.461035,
1.454368,
1.499197
],
[
504471,
504471,
70914,
2528706,
2528706,
731340
],
[
-54864,
-54864,
-48113,
-1601074,
-1601074,
-749890
],
[
69,
69,
69,
69,
69,
69
],
[
99,
105,
93,
99,
105,
93
],
[
44,
40,
48,
44,
40,
48
],
[
9296,
4678,
4618,
9296,
4678,
4618
],
[
0,
0,
20.066646,
0,
0,
20.066646
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
530483,
-101942,
-221356,
-6574,
-199014,
-154427
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9556,
"evaluation_days": 2389,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556582400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759887358245,
"expiration_time": 1766073888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 17,
"offset": 128
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 112,
"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) |
|---|