| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1566711.8529 | 1396152.8468 | 170559.0061 | 2126841.2198 | -2110202.3586 | 4237043.5784 |
| Total P&L (%) | 1566.7119 | 1396.1528 | 170.559 | 2126.8412 | -2110.2024 | 4237.0436 |
| Avg Daily Profit (%) | 0.6553 | 0.584 | 0.0713 | 0.1299 | 0 | 0.1578 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -159952 | -83656 | -102102 | -27941685 | -23773316 | -17272863 |
| Profit Factor | 3.1574 | 4.2961 | 1.5636 | 1.0297 | 0.9531 | 1.1588 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Profitability (%) | 42.4658 | 37.8378 | 47.2222 | 42.4658 | 37.8378 | 47.2222 |
| Ratio Avg Win / Avg Loss | 4.2777 | 7.0578 | 1.7475 | 1.395 | 1.5658 | 1.2951 |
| Largest Winning Trade | 901550 | 901550 | 63329 | 17341204 | 17341204 | 8562674 |
| Largest Losing Trade | -44431 | -42328 | -44431 | -12769963 | -12769963 | -11880931 |
| Avg Bars in Trades | 95 | 110 | 79 | 95 | 110 | 79 |
| Avg Bars in Winners | 145 | 171 | 124 | 145 | 171 | 124 |
| Avg Bars in Losers | 58 | 73 | 39 | 58 | 73 | 39 |
| Bars Traded | 6960 | 4088 | 2872 | 6960 | 4088 | 2872 |
| 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 | -61244 | 499474 | -95957 | -286313 | -582724 | -39297 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7172,
"evaluation_days": 2390.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557014400000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760029214318,
"expiration_time": 1766193408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 72,
"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": [
[
1566711.8528880414,
1396152.8467532878,
170559.0061347542,
2126841.2197511927,
-2110202.358599673,
4237043.578350869
],
[
1566.711853,
1396.152847,
170.559006,
2126.84122,
-2110.202359,
4237.043578
],
[
0.655344,
0.584001,
0.071344,
0.129888,
0,
0.157811
],
[
10,
10,
10,
10,
10,
10
],
[
-159952,
-83656,
-102102,
-27941685,
-23773316,
-17272863
],
[
3.157366,
4.296067,
1.563583,
1.029661,
0.953123,
1.158759
],
[
73,
37,
36,
73,
37,
36
],
[
31,
14,
17,
31,
14,
17
],
[
42,
23,
19,
42,
23,
19
],
[
42.465753,
37.837838,
47.222222,
42.465753,
37.837838,
47.222222
],
[
4.277722,
7.057825,
1.747533,
1.395025,
1.565845,
1.295084
],
[
901550,
901550,
63329,
17341204,
17341204,
8562674
],
[
-44431,
-42328,
-44431,
-12769963,
-12769963,
-11880931
],
[
95,
110,
79,
95,
110,
79
],
[
145,
171,
124,
145,
171,
124
],
[
58,
73,
39,
58,
73,
39
],
[
6960,
4088,
2872,
6960,
4088,
2872
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-61244,
499474,
-95957,
-286313,
-582724,
-39297
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7172,
"evaluation_days": 2390.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557014400000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760029214318,
"expiration_time": 1766193408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 72,
"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) |
|---|