| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 225673.5898 | 370785.5794 | -145111.9896 | -100186.8956 | 172361.9218 | -272548.8174 |
| Total P&L (%) | 225.6736 | 370.7856 | -145.112 | -100.1869 | 172.3619 | -272.5488 |
| Avg Daily Profit (%) | 0.0947 | 0.1556 | -0.0609 | 0 | 0.0421 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -249381 | -137595 | -282524 | -367693 | -273796 | -391784 |
| Profit Factor | 1.1395 | 1.4372 | 0.8115 | 0.9429 | 1.1815 | 0.6611 |
| Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
| Winning Trades | 184 | 91 | 93 | 148 | 81 | 67 |
| Losing Trades | 99 | 50 | 49 | 135 | 60 | 75 |
| Profitability (%) | 65.0177 | 64.539 | 65.493 | 52.2968 | 57.4468 | 47.1831 |
| Ratio Avg Win / Avg Loss | 0.6131 | 0.7896 | 0.4276 | 0.8601 | 0.8752 | 0.74 |
| Largest Winning Trade | 114704 | 114704 | 26909 | 138400 | 138400 | 34366 |
| Largest Losing Trade | -104913 | -68593 | -104913 | -231647 | -231647 | -128333 |
| Avg Bars in Trades | 32 | 46 | 19 | 32 | 46 | 19 |
| Avg Bars in Winners | 18 | 23 | 14 | 30 | 40 | 18 |
| Avg Bars in Losers | 58 | 88 | 27 | 35 | 54 | 19 |
| Bars Traded | 9238 | 6532 | 2706 | 9238 | 6532 | 2706 |
| Profit Streak | 50.9248 | 50.9248 | 75.1748 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -130291 | 330860 | -577248 | -579000 | -158460 | -581773 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9529,
"evaluation_days": 2382.25,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556560800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759313503211,
"expiration_time": 1765473192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 12,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 144,
"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": [
[
225673.5898071451,
370785.579402842,
-145111.989595697,
-100186.8956425012,
172361.9217853369,
-272548.8174278384
],
[
225.67359,
370.785579,
-145.11199,
-100.186896,
172.361922,
-272.548817
],
[
0.094731,
0.155645,
-0.060914,
0,
0.042068,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-249381,
-137595,
-282524,
-367693,
-273796,
-391784
],
[
1.139479,
1.437156,
0.811494,
0.942874,
1.181513,
0.661099
],
[
283,
141,
142,
283,
141,
142
],
[
184,
91,
93,
148,
81,
67
],
[
99,
50,
49,
135,
60,
75
],
[
65.017668,
64.539007,
65.492958,
52.29682,
57.446809,
47.183099
],
[
0.613089,
0.789646,
0.427561,
0.860054,
0.875195,
0.740037
],
[
114704,
114704,
26909,
138400,
138400,
34366
],
[
-104913,
-68593,
-104913,
-231647,
-231647,
-128333
],
[
32,
46,
19,
32,
46,
19
],
[
18,
23,
14,
30,
40,
18
],
[
58,
88,
27,
35,
54,
19
],
[
9238,
6532,
2706,
9238,
6532,
2706
],
[
50.924806,
50.924806,
75.174806,
0,
0,
0
],
[
5,
2,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-130291,
330860,
-577248,
-579000,
-158460,
-581773
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9529,
"evaluation_days": 2382.25,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556560800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759313503211,
"expiration_time": 1765473192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 12,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 144,
"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) |
|---|