| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 521466.9218 | 527215.6968 | -5748.775 | -49814.5616 | 502165.5357 | -551980.0973 |
| Total P&L (%) | 521.4669 | 527.2157 | -5.7488 | -49.8146 | 502.1655 | -551.9801 |
| Avg Daily Profit (%) | 0.2179 | 0.2203 | -0.0024 | -0.0288 | 0.075 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -165614 | -97830 | -163165 | -685989 | -277336 | -622348 |
| Profit Factor | 1.372 | 1.8742 | 0.9928 | 0.9803 | 1.4911 | 0.6345 |
| Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
| Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
| Profitability (%) | 42.0814 | 42.3423 | 41.8182 | 42.0814 | 42.3423 | 41.8182 |
| Ratio Avg Win / Avg Loss | 1.8883 | 2.552 | 1.3813 | 1.3493 | 2.0304 | 0.8828 |
| Largest Winning Trade | 217374 | 217374 | 66189 | 267046 | 267046 | 111615 |
| Largest Losing Trade | -53368 | -47140 | -53368 | -361183 | -148773 | -361183 |
| Avg Bars in Trades | 63 | 56 | 70 | 63 | 56 | 70 |
| Avg Bars in Winners | 86 | 71 | 101 | 86 | 71 | 101 |
| Avg Bars in Losers | 46 | 45 | 48 | 46 | 45 | 48 |
| Bars Traded | 14017 | 6256 | 7760 | 14017 | 6256 | 7760 |
| 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 | 284491 | 307130 | -582554 | -581034 | -93219 | -584221 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14362,
"evaluation_days": 2393.67,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555516800000,
"last_datapoint_time": 1760342400000,
"evaluation_time": 1760355823003,
"expiration_time": 1766546784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 117,
"offset": 25
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 114,
"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": [
[
521466.9218285903,
527215.6968359327,
-5748.7750073424,
-49814.5615852984,
502165.5356678092,
-551980.0972531072
],
[
521.466922,
527.215697,
-5.748775,
-49.814562,
502.165536,
-551.980097
],
[
0.217852,
0.220254,
-0.002402,
-0.028799,
0.075033,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-165614,
-97830,
-163165,
-685989,
-277336,
-622348
],
[
1.371999,
1.874158,
0.992802,
0.980334,
1.491074,
0.634547
],
[
221,
111,
110,
221,
111,
110
],
[
93,
47,
46,
93,
47,
46
],
[
128,
64,
64,
128,
64,
64
],
[
42.081448,
42.342342,
41.818182,
42.081448,
42.342342,
41.818182
],
[
1.888343,
2.552045,
1.38129,
1.349276,
2.030399,
0.882848
],
[
217374,
217374,
66189,
267046,
267046,
111615
],
[
-53368,
-47140,
-53368,
-361183,
-148773,
-361183
],
[
63,
56,
70,
63,
56,
70
],
[
86,
71,
101,
86,
71,
101
],
[
46,
45,
48,
46,
45,
48
],
[
14017,
6256,
7760,
14017,
6256,
7760
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
284491,
307130,
-582554,
-581034,
-93219,
-584221
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14362,
"evaluation_days": 2393.67,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555516800000,
"last_datapoint_time": 1760342400000,
"evaluation_time": 1760355823003,
"expiration_time": 1766546784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 117,
"offset": 25
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 114,
"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) |
|---|