| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 734818.9117 | 650102.7364 | 84716.1753 | 173883.8859 | -121392.4314 | 295276.3173 |
| Total P&L (%) | 734.8189 | 650.1027 | 84.7162 | 173.8839 | -121.3924 | 295.2763 |
| Avg Daily Profit (%) | 0.3073 | 0.2718 | 0.0354 | 0.0421 | 0 | 0.0575 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122999 | -117530 | -20045 | -2577688 | -2648425 | -207488 |
| Profit Factor | 2.1981 | 2.1895 | 2.2687 | 1.0353 | 0.9734 | 1.8026 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
| Profitability (%) | 70.1299 | 71.0526 | 69.2308 | 70.1299 | 71.0526 | 69.2308 |
| Ratio Avg Win / Avg Loss | 0.9362 | 0.892 | 1.0083 | 0.441 | 0.3966 | 0.8011 |
| Largest Winning Trade | 194848 | 194848 | 18622 | 954698 | 954698 | 154058 |
| Largest Losing Trade | -82347 | -82347 | -19221 | -1820228 | -1820228 | -140000 |
| Avg Bars in Trades | 174 | 342 | 11 | 174 | 342 | 11 |
| Avg Bars in Winners | 56 | 104 | 7 | 56 | 104 | 7 |
| Avg Bars in Losers | 453 | 927 | 19 | 453 | 927 | 19 |
| Bars Traded | 13468 | 13030 | 437 | 13468 | 13030 | 437 |
| Profit Streak | 91.7303 | 0 | 309.5637 | 91.7303 | 0 | 309.5637 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -32472 | 460150 | -138208 | -362825 | -578035 | -111357 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14349,
"evaluation_days": 2391.5,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1554940800000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760160700717,
"expiration_time": 1766353968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 102,
"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": [
[
734818.9116828418,
650102.7363682961,
84716.1753145457,
173883.8858952186,
-121392.4313569069,
295276.3172521256
],
[
734.818912,
650.102736,
84.716175,
173.883886,
-121.392431,
295.276317
],
[
0.307263,
0.271839,
0.035424,
0.042139,
0,
0.057487
],
[
10,
10,
10,
10,
10,
10
],
[
-122999,
-117530,
-20045,
-2577688,
-2648425,
-207488
],
[
2.198112,
2.189493,
2.268658,
1.035292,
0.973374,
1.802559
],
[
77,
38,
39,
77,
38,
39
],
[
54,
27,
27,
54,
27,
27
],
[
23,
11,
12,
23,
11,
12
],
[
70.12987,
71.052632,
69.230769,
70.12987,
71.052632,
69.230769
],
[
0.936233,
0.892016,
1.008292,
0.440958,
0.39656,
0.801137
],
[
194848,
194848,
18622,
954698,
954698,
154058
],
[
-82347,
-82347,
-19221,
-1820228,
-1820228,
-140000
],
[
174,
342,
11,
174,
342,
11
],
[
56,
104,
7,
56,
104,
7
],
[
453,
927,
19,
453,
927,
19
],
[
13468,
13030,
437,
13468,
13030,
437
],
[
91.730332,
0,
309.563666,
91.730332,
0,
309.563666
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-32472,
460150,
-138208,
-362825,
-578035,
-111357
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14349,
"evaluation_days": 2391.5,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1554940800000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760160700717,
"expiration_time": 1766353968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 102,
"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) |
|---|