| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1972323.9031 | 1979496.5583 | -7172.6553 | 83583.2634 | 193047.3849 | -109464.1214 |
| Total P&L (%) | 1972.3239 | 1979.4966 | -7.1727 | 83.5833 | 193.0474 | -109.4641 |
| Avg Daily Profit (%) | 0.9467 | 0.9502 | -0.0034 | 0.0292 | 0.0516 | 0 |
| Buy And Hold Return (%) | 144.3077 | 144.3077 | 144.3077 | 144.3077 | 144.3077 | 144.3077 |
| Max Trade Drawdown | -179594 | -163438 | -46658 | -1252816 | -1127659 | -234285 |
| Profit Factor | 3.6648 | 4.5623 | 0.9611 | 1.0306 | 1.0929 | 0.8327 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
| Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
| Profitability (%) | 40.3101 | 34.375 | 46.1538 | 40.3101 | 34.375 | 46.1538 |
| Ratio Avg Win / Avg Loss | 5.4267 | 8.7098 | 1.1213 | 1.5261 | 2.0864 | 0.9715 |
| Largest Winning Trade | 1888621 | 1888621 | 18939 | 1317448 | 1317448 | 79053 |
| Largest Losing Trade | -48291 | -48291 | -19218 | -275630 | -275630 | -126302 |
| Avg Bars in Trades | 189 | 356 | 24 | 189 | 356 | 24 |
| Avg Bars in Winners | 301 | 682 | 22 | 301 | 682 | 22 |
| Avg Bars in Losers | 113 | 185 | 26 | 113 | 185 | 26 |
| Bars Traded | 24439 | 22818 | 1621 | 24439 | 22818 | 1621 |
| 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 | 600580 | -124764 | -712287 | -508898 | -447463 | -713954 |
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579471200000,
"first_datapoint_time": 1580400000000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759540792921,
"expiration_time": 1766016000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 130,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 33,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
1972323.9030512113,
1979496.558337995,
-7172.6552867827,
83583.2634371949,
193047.3848559546,
-109464.1214187598
],
[
1972.323903,
1979.496558,
-7.172655,
83.583263,
193.047385,
-109.464121
],
[
0.946717,
0.95016,
-0.003443,
0.029164,
0.051621,
0
],
[
144.307692,
144.307692,
144.307692,
144.307692,
144.307692,
144.307692
],
[
-179594,
-163438,
-46658,
-1252816,
-1127659,
-234285
],
[
3.664812,
4.562264,
0.961114,
1.030584,
1.092878,
0.832719
],
[
129,
64,
65,
129,
64,
65
],
[
52,
22,
30,
52,
22,
30
],
[
77,
42,
35,
77,
42,
35
],
[
40.310078,
34.375,
46.153846,
40.310078,
34.375,
46.153846
],
[
5.426741,
8.709776,
1.121299,
1.526057,
2.086403,
0.971505
],
[
1888621,
1888621,
18939,
1317448,
1317448,
79053
],
[
-48291,
-48291,
-19218,
-275630,
-275630,
-126302
],
[
189,
356,
24,
189,
356,
24
],
[
301,
682,
22,
301,
682,
22
],
[
113,
185,
26,
113,
185,
26
],
[
24439,
22818,
1621,
24439,
22818,
1621
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
600580,
-124764,
-712287,
-508898,
-447463,
-713954
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579471200000,
"first_datapoint_time": 1580400000000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759540792921,
"expiration_time": 1766016000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 130,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 33,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|