| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1545770.4074 | 30841.5659 | -1576611.9733 | 6483795.0959 | -7438979.1812 | 13922774.2771 |
| Total P&L (%) | -1545.7704 | 30.8416 | -1576.612 | 6483.7951 | -7438.9792 | 13922.7743 |
| Avg Daily Profit (%) | -0.6465 | 0.0129 | -0.6594 | 0.1753 | 0 | 0.207 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1856937 | -78679 | -1862207 | -45916189 | -24584485 | -42971075 |
| Profit Factor | 0.2999 | 1.1839 | 0.2272 | 1.0834 | 0.752 | 1.2915 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 73 | 34 | 39 | 69 | 31 | 38 |
| Losing Trades | 14 | 10 | 4 | 18 | 13 | 5 |
| Profitability (%) | 83.908 | 77.2727 | 90.6977 | 79.3103 | 70.4545 | 88.3721 |
| Ratio Avg Win / Avg Loss | 0.0575 | 0.3482 | 0.0233 | 0.2826 | 0.3154 | 0.1699 |
| Largest Winning Trade | 29856 | 21696 | 29856 | 9357989 | 5976558 | 9357989 |
| Largest Losing Trade | -1714248 | -51665 | -1714248 | -30955417 | -24584485 | -30955417 |
| Avg Bars in Trades | 99 | 29 | 170 | 99 | 29 | 170 |
| Avg Bars in Winners | 52 | 13 | 86 | 76 | 13 | 127 |
| Avg Bars in Losers | 343 | 84 | 989 | 187 | 67 | 496 |
| Bars Traded | 8648 | 1308 | 7340 | 8648 | 1308 | 7340 |
| Profit Streak | 175.6458 | 175.6458 | 488.3958 | 175.6458 | 175.6458 | 488.3958 |
| Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575029 | -194142 | -574373 | -117373 | -577207 | 455056 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9564,
"evaluation_days": 2391,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558116000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760066997593,
"expiration_time": 1766251872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 215,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
-1545770.4074402105,
30841.5658870736,
-1576611.9733272842,
6483795.095864426,
-7438979.181186188,
13922774.277050605
],
[
-1545.770407,
30.841566,
-1576.611973,
6483.795096,
-7438.979181,
13922.774277
],
[
-0.646495,
0.012899,
-0.659394,
0.175277,
0,
0.206959
],
[
10,
10,
10,
10,
10,
10
],
[
-1856937,
-78679,
-1862207,
-45916189,
-24584485,
-42971075
],
[
0.299907,
1.183855,
0.227228,
1.083377,
0.752009,
1.291469
],
[
87,
44,
43,
87,
44,
43
],
[
73,
34,
39,
69,
31,
38
],
[
14,
10,
4,
18,
13,
5
],
[
83.908046,
77.272727,
90.697674,
79.310345,
70.454545,
88.372093
],
[
0.057516,
0.348193,
0.023305,
0.28262,
0.315358,
0.16993
],
[
29856,
21696,
29856,
9357989,
5976558,
9357989
],
[
-1714248,
-51665,
-1714248,
-30955417,
-24584485,
-30955417
],
[
99,
29,
170,
99,
29,
170
],
[
52,
13,
86,
76,
13,
127
],
[
343,
84,
989,
187,
67,
496
],
[
8648,
1308,
7340,
8648,
1308,
7340
],
[
175.645805,
175.645805,
488.395805,
175.645805,
175.645805,
488.395805
],
[
2,
1,
8,
2,
1,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575029,
-194142,
-574373,
-117373,
-577207,
455056
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9564,
"evaluation_days": 2391,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1558116000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760066997593,
"expiration_time": 1766251872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 215,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|