| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1720864.984 | 1458045.9639 | 262819.0201 | 33880823.8143 | 8100489.8901 | 25780333.9242 |
| Total P&L (%) | 1720.865 | 1458.046 | 262.819 | 33880.8238 | 8100.4899 | 25780.3339 |
| Avg Daily Profit (%) | 0.723 | 0.6125 | 0.1104 | 0.2452 | 0.1853 | 0.2337 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105433 | -65874 | -68777 | -16496608 | -18196874 | -13802078 |
| Profit Factor | 4.1732 | 6.6482 | 1.9249 | 1.3736 | 1.1663 | 1.6142 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 50 | 45.9459 | 54.0541 | 50 | 45.9459 | 54.0541 |
| Ratio Avg Win / Avg Loss | 4.1732 | 7.8214 | 1.6361 | 1.3736 | 1.3721 | 1.3721 |
| Largest Winning Trade | 825390 | 825390 | 75024 | 14392755 | 14392755 | 13735127 |
| Largest Losing Trade | -35358 | -35358 | -30978 | -6522631 | -6522631 | -5275798 |
| Avg Bars in Trades | 93 | 82 | 105 | 93 | 82 | 105 |
| Avg Bars in Winners | 120 | 117 | 122 | 120 | 117 | 122 |
| Avg Bars in Losers | 67 | 52 | 85 | 67 | 52 | 85 |
| Bars Traded | 6937 | 3044 | 3893 | 6937 | 3044 | 3893 |
| Profit Streak | 50.8731 | 50.8731 | 150.2065 | 50.8731 | 50.8731 | 150.2065 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -47667 | 687066 | -40050 | -58405 | -30662 | 437511 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 2380.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556467200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759121840032,
"expiration_time": 1765273824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 105,
"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": [
[
1720864.9840008048,
1458045.9639441888,
262819.0200566157,
33880823.81434271,
8100489.890140935,
25780333.924201768
],
[
1720.864984,
1458.045964,
262.81902,
33880.823814,
8100.48989,
25780.333924
],
[
0.722952,
0.612539,
0.110413,
0.245156,
0.185305,
0.233689
],
[
10,
10,
10,
10,
10,
10
],
[
-105433,
-65874,
-68777,
-16496608,
-18196874,
-13802078
],
[
4.173211,
6.648195,
1.924876,
1.373643,
1.166327,
1.614186
],
[
74,
37,
37,
74,
37,
37
],
[
37,
17,
20,
37,
17,
20
],
[
37,
20,
17,
37,
20,
17
],
[
50,
45.945946,
54.054054,
50,
45.945946,
54.054054
],
[
4.173211,
7.821406,
1.636145,
1.373643,
1.372149,
1.372058
],
[
825390,
825390,
75024,
14392755,
14392755,
13735127
],
[
-35358,
-35358,
-30978,
-6522631,
-6522631,
-5275798
],
[
93,
82,
105,
93,
82,
105
],
[
120,
117,
122,
120,
117,
122
],
[
67,
52,
85,
67,
52,
85
],
[
6937,
3044,
3893,
6937,
3044,
3893
],
[
50.873148,
50.873148,
150.206482,
50.873148,
50.873149,
150.206482
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-47667,
687066,
-40050,
-58405,
-30662,
437511
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 2380.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556467200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759121840032,
"expiration_time": 1765273824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 105,
"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) |
|---|