| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 680230.1483 | 583205.7882 | 97024.3601 | -342350.6148 | 1215223.7219 | -1557574.3367 |
| Total P&L (%) | 680.2301 | 583.2058 | 97.0244 | -342.3506 | 1215.2237 | -1557.5743 |
| Avg Daily Profit (%) | 0.2846 | 0.244 | 0.0406 | 0 | 0.1079 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133843 | -31810 | -165490 | -1890100 | -344919 | -1753477 |
| Profit Factor | 2.4099 | 4.7697 | 1.296 | 0.8807 | 2.9091 | 0.3023 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 29 | 14 | 15 | 36 | 19 | 17 |
| Losing Trades | 34 | 18 | 16 | 27 | 13 | 14 |
| Profitability (%) | 46.0317 | 43.75 | 48.3871 | 57.1429 | 59.375 | 54.8387 |
| Ratio Avg Win / Avg Loss | 2.8254 | 6.1325 | 1.3824 | 0.6605 | 1.9905 | 0.2489 |
| Largest Winning Trade | 430516 | 430516 | 72420 | 1271706 | 1271706 | 192488 |
| Largest Losing Trade | -107456 | -20159 | -107456 | -1199427 | -193150 | -1199427 |
| Avg Bars in Trades | 68 | 27 | 110 | 68 | 27 | 110 |
| Avg Bars in Winners | 130 | 44 | 210 | 52 | 28 | 79 |
| Avg Bars in Losers | 15 | 14 | 17 | 90 | 27 | 149 |
| Bars Traded | 4332 | 893 | 3439 | 4332 | 893 | 3439 |
| Profit Streak | 0 | 0 | 281.7667 | 146.2667 | 315.7667 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -139190 | 498776 | -138697 | -730279 | -40208 | -580190 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4780,
"evaluation_days": 2390,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559347200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759947841630,
"expiration_time": 1766119680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 14,
"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": [
[
680230.1483024854,
583205.7882493995,
97024.3600530859,
-342350.6147707581,
1215223.7218814904,
-1557574.3366522482
],
[
680.230148,
583.205788,
97.02436,
-342.350615,
1215.223722,
-1557.574337
],
[
0.284615,
0.244019,
0.040596,
0,
0.107865,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-133843,
-31810,
-165490,
-1890100,
-344919,
-1753477
],
[
2.4099,
4.769693,
1.296025,
0.88067,
2.909142,
0.302294
],
[
63,
32,
31,
63,
32,
31
],
[
29,
14,
15,
36,
19,
17
],
[
34,
18,
16,
27,
13,
14
],
[
46.031746,
43.75,
48.387097,
57.142857,
59.375,
54.83871
],
[
2.825401,
6.132462,
1.382426,
0.660503,
1.990466,
0.248948
],
[
430516,
430516,
72420,
1271706,
1271706,
192488
],
[
-107456,
-20159,
-107456,
-1199427,
-193150,
-1199427
],
[
68,
27,
110,
68,
27,
110
],
[
130,
44,
210,
52,
28,
79
],
[
15,
14,
17,
90,
27,
149
],
[
4332,
893,
3439,
4332,
893,
3439
],
[
0,
0,
281.766685,
146.266685,
315.766686,
0
],
[
0,
0,
1,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-139190,
498776,
-138697,
-730279,
-40208,
-580190
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4780,
"evaluation_days": 2390,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559347200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759947841630,
"expiration_time": 1766119680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 14,
"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) |
|---|