| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1733983.832 | 1539611.495 | 194372.337 | 7481423.3458 | 4727430.136 | 2753993.2098 |
| Total P&L (%) | 1733.9838 | 1539.6115 | 194.3723 | 7481.4233 | 4727.4301 | 2753.9932 |
| Avg Daily Profit (%) | 0.7248 | 0.6435 | 0.0812 | 0.1811 | 0.1622 | 0.1402 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145802 | -91394 | -93896 | -34072431 | -16883464 | -23722891 |
| Profit Factor | 3.2034 | 5.1659 | 1.4657 | 1.0721 | 1.0891 | 1.0543 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Profitability (%) | 43.5185 | 42.5926 | 44.4444 | 43.5185 | 42.5926 | 44.4444 |
| Ratio Avg Win / Avg Loss | 4.1576 | 6.9627 | 1.8321 | 1.3915 | 1.468 | 1.3179 |
| Largest Winning Trade | 1027759 | 1027759 | 72959 | 12862996 | 12862996 | 11115779 |
| Largest Losing Trade | -37508 | -33447 | -37508 | -13111563 | -13111563 | -6632517 |
| Avg Bars in Trades | 43 | 33 | 53 | 43 | 33 | 53 |
| Avg Bars in Winners | 72 | 57 | 87 | 72 | 57 | 87 |
| Avg Bars in Losers | 20 | 16 | 25 | 20 | 16 | 25 |
| Bars Traded | 4672 | 1808 | 2864 | 4672 | 1808 | 2864 |
| Profit Streak | 0 | 18.7999 | 0 | 0 | 18.7999 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 590833 | -162630 | -264491 | -135568 | -297134 | -348507 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4785,
"evaluation_days": 2392.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555718400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760166714591,
"expiration_time": 1766342160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 31,
"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": [
[
1733983.8319926334,
1539611.494965395,
194372.3370272386,
7481423.345762763,
4727430.135987766,
2753993.2097749994
],
[
1733.983832,
1539.611495,
194.372337,
7481.423346,
4727.430136,
2753.99321
],
[
0.724758,
0.643516,
0.081242,
0.181074,
0.162175,
0.140174
],
[
10,
10,
10,
10,
10,
10
],
[
-145802,
-91394,
-93896,
-34072431,
-16883464,
-23722891
],
[
3.203417,
5.165872,
1.465702,
1.072106,
1.08914,
1.054297
],
[
108,
54,
54,
108,
54,
54
],
[
47,
23,
24,
47,
23,
24
],
[
61,
31,
30,
61,
31,
30
],
[
43.518519,
42.592593,
44.444444,
43.518519,
42.592593,
44.444444
],
[
4.157626,
6.962697,
1.832127,
1.391457,
1.467971,
1.317871
],
[
1027759,
1027759,
72959,
12862996,
12862996,
11115779
],
[
-37508,
-33447,
-37508,
-13111563,
-13111563,
-6632517
],
[
43,
33,
53,
43,
33,
53
],
[
72,
57,
87,
72,
57,
87
],
[
20,
16,
25,
20,
16,
25
],
[
4672,
1808,
2864,
4672,
1808,
2864
],
[
0,
18.799937,
0,
0,
18.799937,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
590833,
-162630,
-264491,
-135568,
-297134,
-348507
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4785,
"evaluation_days": 2392.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555718400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760166714591,
"expiration_time": 1766342160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 31,
"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) |
|---|