| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1880503.6591 | 1645373.6926 | 235129.9665 | 10998365.9824 | 8150614.8299 | 2847751.1525 |
| Total P&L (%) | 1880.5037 | 1645.3737 | 235.13 | 10998.366 | 8150.6148 | 2847.7512 |
| Avg Daily Profit (%) | 0.7859 | 0.6876 | 0.0983 | 0.197 | 0.1846 | 0.1415 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -123497 | -115658 | -47089 | -25891827 | -21964120 | -11431396 |
| Profit Factor | 3.5405 | 4.6974 | 1.7965 | 1.0966 | 1.1198 | 1.0622 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Profitability (%) | 43.5294 | 44.186 | 42.8571 | 43.5294 | 44.186 | 42.8571 |
| Ratio Avg Win / Avg Loss | 4.5931 | 5.9336 | 2.3954 | 1.4227 | 1.4145 | 1.4162 |
| Largest Winning Trade | 1081721 | 1081721 | 64566 | 25632854 | 25632854 | 9686890 |
| Largest Losing Trade | -41198 | -41198 | -34678 | -11431396 | -8351050 | -11431396 |
| Avg Bars in Trades | 165 | 190 | 139 | 165 | 190 | 139 |
| Avg Bars in Winners | 268 | 298 | 236 | 268 | 298 | 236 |
| Avg Bars in Losers | 85 | 104 | 65 | 85 | 104 | 65 |
| Bars Traded | 14028 | 8187 | 5841 | 14028 | 8187 | 5841 |
| 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 | 629310 | 632464 | -61114 | -108499 | -82997 | -158578 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14357,
"evaluation_days": 2392.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556740800000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760279910808,
"expiration_time": 1766472624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 109,
"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": [
[
1880503.6590968547,
1645373.6926462045,
235129.9664506502,
10998365.982422978,
8150614.829886225,
2847751.1525367713
],
[
1880.503659,
1645.373693,
235.129966,
10998.365982,
8150.61483,
2847.751153
],
[
0.785891,
0.687627,
0.098264,
0.197006,
0.184591,
0.141507
],
[
10,
10,
10,
10,
10,
10
],
[
-123497,
-115658,
-47089,
-25891827,
-21964120,
-11431396
],
[
3.54053,
4.697403,
1.796528,
1.096641,
1.119849,
1.062179
],
[
85,
43,
42,
85,
43,
42
],
[
37,
19,
18,
37,
19,
18
],
[
48,
24,
24,
48,
24,
24
],
[
43.529412,
44.186047,
42.857143,
43.529412,
44.186047,
42.857143
],
[
4.59312,
5.933562,
2.395371,
1.422669,
1.414546,
1.416239
],
[
1081721,
1081721,
64566,
25632854,
25632854,
9686890
],
[
-41198,
-41198,
-34678,
-11431396,
-8351050,
-11431396
],
[
165,
190,
139,
165,
190,
139
],
[
268,
298,
236,
268,
298,
236
],
[
85,
104,
65,
85,
104,
65
],
[
14028,
8187,
5841,
14028,
8187,
5841
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
629310,
632464,
-61114,
-108499,
-82997,
-158578
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14357,
"evaluation_days": 2392.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556740800000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760279910808,
"expiration_time": 1766472624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 109,
"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) |
|---|