| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 686158.9793 | 565861.4225 | 120297.5568 | 561584.4106 | 1075903.0733 | -514318.6627 |
| Total P&L (%) | 686.159 | 565.8614 | 120.2976 | 561.5844 | 1075.9031 | -514.3187 |
| Avg Daily Profit (%) | 0.2877 | 0.2373 | 0.0504 | 0.0793 | 0.1034 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -205112 | -107183 | -117967 | -5948649 | -2787075 | -4595040 |
| Profit Factor | 1.5939 | 2.0974 | 1.1881 | 1.0311 | 1.1372 | 0.9495 |
| Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
| Winning Trades | 121 | 65 | 56 | 121 | 65 | 56 |
| Losing Trades | 94 | 43 | 51 | 94 | 43 | 51 |
| Profitability (%) | 56.2791 | 60.1852 | 52.3364 | 56.2791 | 60.1852 | 52.3364 |
| Ratio Avg Win / Avg Loss | 1.2383 | 1.3875 | 1.082 | 0.8011 | 0.7523 | 0.8648 |
| Largest Winning Trade | 77925 | 64091 | 77925 | 1502667 | 1009746 | 1502667 |
| Largest Losing Trade | -82390 | -54032 | -82390 | -3278207 | -1354242 | -3278207 |
| Avg Bars in Trades | 43 | 31 | 54 | 43 | 31 | 54 |
| Avg Bars in Winners | 40 | 26 | 55 | 40 | 26 | 55 |
| Avg Bars in Losers | 46 | 39 | 52 | 46 | 39 | 52 |
| Bars Traded | 9252 | 3431 | 5821 | 9252 | 3431 | 5821 |
| 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 | 453839 | 442328 | -139177 | -272719 | -124741 | -580744 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9540,
"evaluation_days": 2385,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557273600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759557604953,
"expiration_time": 1765717920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 177,
"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": [
[
686158.979344294,
565861.4225338715,
120297.5568104227,
561584.4105700171,
1075903.073259151,
-514318.6626891332
],
[
686.158979,
565.861423,
120.297557,
561.584411,
1075.903073,
-514.318663
],
[
0.287698,
0.237258,
0.050439,
0.079254,
0.103392,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-205112,
-107183,
-117967,
-5948649,
-2787075,
-4595040
],
[
1.593924,
2.097407,
1.188064,
1.031139,
1.137211,
0.949546
],
[
215,
108,
107,
215,
108,
107
],
[
121,
65,
56,
121,
65,
56
],
[
94,
43,
51,
94,
43,
51
],
[
56.27907,
60.185185,
52.336449,
56.27907,
60.185185,
52.336449
],
[
1.238255,
1.387516,
1.081987,
0.80105,
0.752309,
0.864765
],
[
77925,
64091,
77925,
1502667,
1009746,
1502667
],
[
-82390,
-54032,
-82390,
-3278207,
-1354242,
-3278207
],
[
43,
31,
54,
43,
31,
54
],
[
40,
26,
55,
40,
26,
55
],
[
46,
39,
52,
46,
39,
52
],
[
9252,
3431,
5821,
9252,
3431,
5821
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
453839,
442328,
-139177,
-272719,
-124741,
-580744
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9540,
"evaluation_days": 2385,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557273600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759557604953,
"expiration_time": 1765717920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 177,
"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) |
|---|