| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1268225.2586 | 1095498.9803 | 172726.2783 | 4350799.5746 | 2393938.371 | 1956861.2036 |
| Total P&L (%) | 1268.2253 | 1095.499 | 172.7263 | 4350.7996 | 2393.9384 | 1956.8612 |
| Avg Daily Profit (%) | 0.5329 | 0.4603 | 0.0726 | 0.1596 | 0.1353 | 0.1271 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76002 | -75781 | -58259 | -6068929 | -6825613 | -7155301 |
| Profit Factor | 3.7794 | 7.1839 | 1.6188 | 1.1979 | 1.2682 | 1.1498 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Profitability (%) | 55.3846 | 54.5455 | 56.25 | 55.3846 | 54.5455 | 56.25 |
| Ratio Avg Win / Avg Loss | 3.0445 | 5.9866 | 1.2591 | 0.9649 | 1.0568 | 0.8943 |
| Largest Winning Trade | 757734 | 757734 | 76499 | 4638012 | 4638012 | 2950481 |
| Largest Losing Trade | -55711 | -34625 | -55711 | -5209131 | -3268384 | -5209131 |
| Avg Bars in Trades | 134 | 66 | 205 | 134 | 66 | 205 |
| Avg Bars in Winners | 201 | 95 | 306 | 201 | 95 | 306 |
| Avg Bars in Losers | 52 | 32 | 74 | 52 | 32 | 74 |
| Bars Traded | 8774 | 2208 | 6566 | 8774 | 2208 | 6566 |
| Profit Streak | 0 | 0 | 307.8635 | 0 | 0 | 307.8635 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -117518 | 696801 | -92331 | -132157 | -11602 | -78535 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9519,
"evaluation_days": 2379.75,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557684000000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759092207610,
"expiration_time": 1765250712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 81,
"offset": 115
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1268225.2585686618,
1095498.9802801914,
172726.2782884709,
4350799.574564128,
2393938.3709535603,
1956861.203610564
],
[
1268.225259,
1095.49898,
172.726278,
4350.799575,
2393.938371,
1956.861204
],
[
0.532924,
0.460342,
0.072582,
0.159626,
0.13525,
0.127143
],
[
10,
10,
10,
10,
10,
10
],
[
-76002,
-75781,
-58259,
-6068929,
-6825613,
-7155301
],
[
3.779432,
7.183864,
1.618791,
1.19786,
1.268198,
1.149799
],
[
65,
33,
32,
65,
33,
32
],
[
36,
18,
18,
36,
18,
18
],
[
29,
15,
14,
29,
15,
14
],
[
55.384615,
54.545455,
56.25,
55.384615,
54.545455,
56.25
],
[
3.044543,
5.986554,
1.25906,
0.964943,
1.056831,
0.894288
],
[
757734,
757734,
76499,
4638012,
4638012,
2950481
],
[
-55711,
-34625,
-55711,
-5209131,
-3268384,
-5209131
],
[
134,
66,
205,
134,
66,
205
],
[
201,
95,
306,
201,
95,
306
],
[
52,
32,
74,
52,
32,
74
],
[
8774,
2208,
6566,
8774,
2208,
6566
],
[
0,
0,
307.863514,
0,
0,
307.863514
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-117518,
696801,
-92331,
-132157,
-11602,
-78535
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9519,
"evaluation_days": 2379.75,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557684000000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759092207610,
"expiration_time": 1765250712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 81,
"offset": 115
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|