| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 933455.7608 | 924986.211 | 8469.5499 | 179660.2583 | -21821.5524 | 201481.8107 |
| Total P&L (%) | 933.4558 | 924.9862 | 8.4696 | 179.6603 | -21.8216 | 201.4818 |
| Avg Daily Profit (%) | 0.4481 | 0.444 | 0.0041 | 0.0494 | -0.0118 | 0.053 |
| Buy And Hold Return (%) | 133.2317 | 133.2317 | 133.2317 | 133.2317 | 133.2317 | 133.2317 |
| Max Trade Drawdown | -104854 | -110643 | -29600 | -1646805 | -1677021 | -101153 |
| Profit Factor | 2.2905 | 2.4142 | 1.1223 | 1.0386 | 0.995 | 1.729 |
| Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
| Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Profitability (%) | 53.3835 | 53.0303 | 53.7313 | 53.3835 | 53.0303 | 53.7313 |
| Ratio Avg Win / Avg Loss | 2.0002 | 2.1383 | 0.9664 | 0.907 | 0.8813 | 1.4889 |
| Largest Winning Trade | 588337 | 588337 | 10083 | 1235320 | 1235320 | 169996 |
| Largest Losing Trade | -77233 | -77233 | -10481 | -1433326 | -1433326 | -85146 |
| Avg Bars in Trades | 187 | 374 | 2 | 187 | 374 | 2 |
| Avg Bars in Winners | 139 | 280 | 2 | 139 | 280 | 2 |
| Avg Bars in Losers | 241 | 480 | 2 | 241 | 480 | 2 |
| Bars Traded | 24910 | 24734 | 176 | 24910 | 24734 | 176 |
| 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 | 551149 | -109102 | -556768 | -363259 | -704565 | -246054 |
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579780800000,
"first_datapoint_time": 1579939200000,
"last_datapoint_time": 1759845600000,
"evaluation_time": 1759847612384,
"expiration_time": 1766325600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 170,
"offset": 0,
"std": 3.46584
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
933455.7608126545,
924986.2109593565,
8469.5498532984,
179660.2583118557,
-21821.5523834846,
201481.8106953402
],
[
933.455761,
924.986211,
8.46955,
179.660258,
-21.821552,
201.481811
],
[
0.448059,
0.443994,
0.004065,
0.049376,
-0.011816,
0.052984
],
[
133.231707,
133.231707,
133.231707,
133.231707,
133.231707,
133.231707
],
[
-104854,
-110643,
-29600,
-1646805,
-1677021,
-101153
],
[
2.290505,
2.414217,
1.12228,
1.038615,
0.995014,
1.729046
],
[
133,
66,
67,
133,
66,
67
],
[
71,
35,
36,
71,
35,
36
],
[
62,
31,
31,
62,
31,
31
],
[
53.383459,
53.030303,
53.731343,
53.383459,
53.030303,
53.731343
],
[
2.00016,
2.138307,
0.966408,
0.906959,
0.881298,
1.488901
],
[
588337,
588337,
10083,
1235320,
1235320,
169996
],
[
-77233,
-77233,
-10481,
-1433326,
-1433326,
-85146
],
[
187,
374,
2,
187,
374,
2
],
[
139,
280,
2,
139,
280,
2
],
[
241,
480,
2,
241,
480,
2
],
[
24910,
24734,
176,
24910,
24734,
176
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
551149,
-109102,
-556768,
-363259,
-704565,
-246054
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579780800000,
"first_datapoint_time": 1579939200000,
"last_datapoint_time": 1759845600000,
"evaluation_time": 1759847612384,
"expiration_time": 1766325600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 170,
"offset": 0,
"std": 3.46584
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|