| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1508032.2176 | 1552875.3931 | -44843.1755 | 18120.4686 | 1889541.9436 | -1871421.4751 |
| Total P&L (%) | 1508.0322 | 1552.8754 | -44.8432 | 18.1205 | 1889.5419 | -1871.4215 |
| Avg Daily Profit (%) | 0.7239 | 0.7454 | -0.0215 | 0.008 | 0.1437 | 0 |
| Buy And Hold Return (%) | 89.5161 | 89.5161 | 89.5161 | 89.5161 | 89.5161 | 89.5161 |
| Max Trade Drawdown | -274792 | -157014 | -194902 | -3865678 | -2127056 | -2325712 |
| Profit Factor | 2.5013 | 3.6861 | 0.8948 | 1.0026 | 1.4902 | 0.3918 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
| Profitability (%) | 36.5385 | 34.6154 | 38.4615 | 36.5385 | 34.6154 | 38.4615 |
| Ratio Avg Win / Avg Loss | 4.3444 | 6.9626 | 1.4317 | 1.7414 | 2.8149 | 0.6268 |
| Largest Winning Trade | 1109427 | 1109427 | 65672 | 3616794 | 3616794 | 389862 |
| Largest Losing Trade | -51761 | -51761 | -49421 | -1368970 | -1040360 | -1368970 |
| Avg Bars in Trades | 234 | 272 | 197 | 234 | 272 | 197 |
| Avg Bars in Winners | 435 | 537 | 343 | 435 | 537 | 343 |
| Avg Bars in Losers | 119 | 132 | 105 | 119 | 132 | 105 |
| Bars Traded | 24439 | 14188 | 10251 | 24439 | 14188 | 10251 |
| 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 | 443689 | -166507 | -763653 | -569424 | -184534 | -765320 |
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 2083.25,
"actual_first_datapoint_time": 1579197600000,
"first_datapoint_time": 1580824800000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759259777367,
"expiration_time": 1765734940800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 227,
"offset": 0,
"a": 0.64703
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 99,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
1508032.217586437,
1552875.3931082077,
-44843.1755217708,
18120.4685799433,
1889541.9436428742,
-1871421.475062931
],
[
1508.032218,
1552.875393,
-44.843176,
18.120469,
1889.541944,
-1871.421475
],
[
0.723884,
0.74541,
-0.021526,
0.007994,
0.143652,
0
],
[
89.516129,
89.516129,
89.516129,
89.516129,
89.516129,
89.516129
],
[
-274792,
-157014,
-194902,
-3865678,
-2127056,
-2325712
],
[
2.501306,
3.68606,
0.894822,
1.002614,
1.490229,
0.391773
],
[
104,
52,
52,
104,
52,
52
],
[
38,
18,
20,
38,
18,
20
],
[
66,
34,
32,
66,
34,
32
],
[
36.538462,
34.615385,
38.461538,
36.538462,
34.615385,
38.461538
],
[
4.344373,
6.962558,
1.431716,
1.741383,
2.814876,
0.626837
],
[
1109427,
1109427,
65672,
3616794,
3616794,
389862
],
[
-51761,
-51761,
-49421,
-1368970,
-1040360,
-1368970
],
[
234,
272,
197,
234,
272,
197
],
[
435,
537,
343,
435,
537,
343
],
[
119,
132,
105,
119,
132,
105
],
[
24439,
14188,
10251,
24439,
14188,
10251
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
443689,
-166507,
-763653,
-569424,
-184534,
-765320
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 2083.25,
"actual_first_datapoint_time": 1579197600000,
"first_datapoint_time": 1580824800000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759259777367,
"expiration_time": 1765734940800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 227,
"offset": 0,
"a": 0.64703
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 99,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|