| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1009205.6581 | 1068890.155 | -59684.4969 | -74711.9342 | 172445.9255 | -247157.8597 |
| Total P&L (%) | 1009.2057 | 1068.8902 | -59.6845 | -74.7119 | 172.4459 | -247.1579 |
| Avg Daily Profit (%) | 0.4231 | 0.4481 | -0.025 | -0.0576 | 0.042 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -300461 | -185952 | -181668 | -860145 | -627606 | -375058 |
| Profit Factor | 2.1301 | 3.5294 | 0.8731 | 0.9532 | 1.1895 | 0.6397 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 46.25 | 40 | 52.5 | 46.25 | 40 | 52.5 |
| Ratio Avg Win / Avg Loss | 2.4755 | 5.2941 | 0.79 | 1.1078 | 1.7842 | 0.5787 |
| Largest Winning Trade | 764595 | 764595 | 66944 | 577071 | 577071 | 155799 |
| Largest Losing Trade | -64641 | -54727 | -64641 | -250826 | -237528 | -250826 |
| Avg Bars in Trades | 87 | 92 | 82 | 87 | 92 | 82 |
| Avg Bars in Winners | 126 | 145 | 111 | 126 | 145 | 111 |
| Avg Bars in Losers | 54 | 56 | 51 | 54 | 56 | 51 |
| Bars Traded | 7001 | 3685 | 3316 | 7001 | 3685 | 3316 |
| 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 | -11240 | 468508 | -580425 | -604347 | -151632 | -580425 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7156,
"evaluation_days": 2385.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557072000000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759558615950,
"expiration_time": 1765718784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 117,
"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": [
[
1009205.6580644441,
1068890.15501277,
-59684.4969483263,
-74711.9341851621,
172445.9255196532,
-247157.8597048153
],
[
1009.205658,
1068.890155,
-59.684497,
-74.711934,
172.445926,
-247.15786
],
[
0.423088,
0.44811,
-0.025021,
-0.057621,
0.042027,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-300461,
-185952,
-181668,
-860145,
-627606,
-375058
],
[
2.130066,
3.529412,
0.873137,
0.95319,
1.189468,
0.639662
],
[
80,
40,
40,
80,
40,
40
],
[
37,
16,
21,
37,
16,
21
],
[
43,
24,
19,
43,
24,
19
],
[
46.25,
40,
52.5,
46.25,
40,
52.5
],
[
2.475482,
5.294118,
0.789981,
1.107761,
1.784203,
0.578742
],
[
764595,
764595,
66944,
577071,
577071,
155799
],
[
-64641,
-54727,
-64641,
-250826,
-237528,
-250826
],
[
87,
92,
82,
87,
92,
82
],
[
126,
145,
111,
126,
145,
111
],
[
54,
56,
51,
54,
56,
51
],
[
7001,
3685,
3316,
7001,
3685,
3316
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-11240,
468508,
-580425,
-604347,
-151632,
-580425
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7156,
"evaluation_days": 2385.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557072000000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759558615950,
"expiration_time": 1765718784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 117,
"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) |
|---|