| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 673990.5712 | 601513.1384 | 72477.4329 | 203852.6934 | 505303.4263 | -301450.7328 |
| Total P&L (%) | 673.9906 | 601.5131 | 72.4774 | 203.8527 | 505.3034 | -301.4507 |
| Avg Daily Profit (%) | 0.283 | 0.2525 | 0.0304 | 0.0467 | 0.0756 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -206552 | -149894 | -123390 | -2787973 | -2019970 | -977071 |
| Profit Factor | 1.3932 | 1.7232 | 1.0821 | 1.0189 | 1.0948 | 0.945 |
| Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
| Winning Trades | 146 | 67 | 79 | 146 | 67 | 79 |
| Losing Trades | 215 | 113 | 102 | 215 | 113 | 102 |
| Profitability (%) | 40.4432 | 37.2222 | 43.6464 | 40.4432 | 37.2222 | 43.6464 |
| Ratio Avg Win / Avg Loss | 2.0516 | 2.9064 | 1.3972 | 1.5004 | 1.8465 | 1.2201 |
| Largest Winning Trade | 270552 | 270552 | 60151 | 1267562 | 1267562 | 460953 |
| Largest Losing Trade | -42085 | -42085 | -34782 | -716537 | -716537 | -376606 |
| Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
| Avg Bars in Winners | 29 | 34 | 24 | 29 | 34 | 24 |
| Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
| Bars Traded | 7067 | 3772 | 3296 | 7067 | 3772 | 3296 |
| Profit Streak | 8.7817 | 0 | 12.4484 | 8.7817 | 0 | 12.4484 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346646 | 268148 | -283616 | -330128 | -210972 | -580295 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7146,
"evaluation_days": 2382,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1554912000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759257942647,
"expiration_time": 1765422144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 51,
"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": [
[
673990.5712117802,
601513.1383523587,
72477.4328594213,
203852.693410294,
505303.426255028,
-301450.732844735
],
[
673.990571,
601.513138,
72.477433,
203.852693,
505.303426,
-301.450733
],
[
0.282952,
0.252524,
0.030427,
0.046668,
0.075619,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-206552,
-149894,
-123390,
-2787973,
-2019970,
-977071
],
[
1.393164,
1.723242,
1.08212,
1.018865,
1.094829,
0.944962
],
[
361,
180,
181,
361,
180,
181
],
[
146,
67,
79,
146,
67,
79
],
[
215,
113,
102,
215,
113,
102
],
[
40.443213,
37.222222,
43.646409,
40.443213,
37.222222,
43.646409
],
[
2.051578,
2.906363,
1.397167,
1.500384,
1.846502,
1.220078
],
[
270552,
270552,
60151,
1267562,
1267562,
460953
],
[
-42085,
-42085,
-34782,
-716537,
-716537,
-376606
],
[
19,
20,
18,
19,
20,
18
],
[
29,
34,
24,
29,
34,
24
],
[
13,
12,
13,
13,
12,
13
],
[
7067,
3772,
3296,
7067,
3772,
3296
],
[
8.781743,
0,
12.44841,
8.781744,
0,
12.44841
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346646,
268148,
-283616,
-330128,
-210972,
-580295
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7146,
"evaluation_days": 2382,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1554912000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759257942647,
"expiration_time": 1765422144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 51,
"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) |
|---|