| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 601809.4568 | 644115.7399 | -42306.2831 | -194096.3433 | -278677.2687 | 84580.9254 |
| Total P&L (%) | 601.8095 | 644.1157 | -42.3063 | -194.0963 | -278.6773 | 84.5809 |
| Avg Daily Profit (%) | 0.2528 | 0.2706 | -0.0178 | 0 | 0 | 0.0258 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -283005 | -82903 | -273217 | -619752 | -330684 | -345512 |
| Profit Factor | 1.6885 | 2.6732 | 0.9135 | 0.8356 | 0.5258 | 1.1427 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 41 | 20 | 21 | 36 | 17 | 19 |
| Losing Trades | 42 | 22 | 20 | 47 | 25 | 22 |
| Profitability (%) | 49.3976 | 47.619 | 51.2195 | 43.3735 | 40.4762 | 46.3415 |
| Ratio Avg Win / Avg Loss | 1.7297 | 2.9405 | 0.87 | 1.0909 | 0.7732 | 1.3231 |
| Largest Winning Trade | 370178 | 370178 | 48983 | 312607 | 67377 | 312607 |
| Largest Losing Trade | -157879 | -81811 | -157879 | -93711 | -93711 | -90338 |
| Avg Bars in Trades | 82 | 69 | 95 | 82 | 69 | 95 |
| Avg Bars in Winners | 101 | 55 | 145 | 47 | 67 | 28 |
| Avg Bars in Losers | 64 | 83 | 43 | 109 | 71 | 153 |
| Bars Traded | 6861 | 2937 | 3924 | 6861 | 2937 | 3924 |
| Profit Streak | 33.2066 | 33.2066 | 298.2066 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 402180 | 482363 | -579616 | -582965 | -584438 | -223404 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 2380.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559088000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759121847568,
"expiration_time": 1765273824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 91,
"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": [
[
601809.4568263128,
644115.7398810198,
-42306.2830547072,
-194096.3433110938,
-278677.2687486697,
84580.9254375759
],
[
601.809457,
644.11574,
-42.306283,
-194.096343,
-278.677269,
84.580925
],
[
0.252826,
0.270599,
-0.017773,
0,
0,
0.025753
],
[
10,
10,
10,
10,
10,
10
],
[
-283005,
-82903,
-273217,
-619752,
-330684,
-345512
],
[
1.688539,
2.673219,
0.913499,
0.835564,
0.52581,
1.142708
],
[
83,
42,
41,
83,
42,
41
],
[
41,
20,
21,
36,
17,
19
],
[
42,
22,
20,
47,
25,
22
],
[
49.39759,
47.619048,
51.219512,
43.373494,
40.47619,
46.341463
],
[
1.729723,
2.94054,
0.869999,
1.090875,
0.773249,
1.323135
],
[
370178,
370178,
48983,
312607,
67377,
312607
],
[
-157879,
-81811,
-157879,
-93711,
-93711,
-90338
],
[
82,
69,
95,
82,
69,
95
],
[
101,
55,
145,
47,
67,
28
],
[
64,
83,
43,
109,
71,
153
],
[
6861,
2937,
3924,
6861,
2937,
3924
],
[
33.206569,
33.206569,
298.206569,
0,
0,
0
],
[
2,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402180,
482363,
-579616,
-582965,
-584438,
-223404
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7141,
"evaluation_days": 2380.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559088000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759121847568,
"expiration_time": 1765273824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 91,
"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) |
|---|