| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1192873.4566 | 1352281.2014 | -159407.7448 | -90089.9346 | 554896.0769 | -644986.0115 |
| Total P&L (%) | 1192.8735 | 1352.2812 | -159.4077 | -90.0899 | 554.8961 | -644.986 |
| Avg Daily Profit (%) | 0.5726 | 0.6491 | -0.0765 | -0.1109 | 0.0902 | 0 |
| Buy And Hold Return (%) | 126.6862 | 126.6862 | 126.6862 | 126.6862 | 126.6862 | 126.6862 |
| Max Trade Drawdown | -263079 | -187817 | -180037 | -1082016 | -689922 | -717295 |
| Profit Factor | 2.1008 | 3.0477 | 0.6234 | 0.9627 | 1.3899 | 0.349 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
| Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
| Profitability (%) | 35.0515 | 29.1667 | 40.8163 | 35.0515 | 29.1667 | 40.8163 |
| Ratio Avg Win / Avg Loss | 3.8927 | 7.4017 | 0.9039 | 1.7838 | 3.3756 | 0.506 |
| Largest Winning Trade | 1007538 | 1007538 | 57912 | 993336 | 993336 | 128466 |
| Largest Losing Trade | -54106 | -54106 | -40063 | -437469 | -371898 | -437469 |
| Avg Bars in Trades | 252 | 401 | 105 | 252 | 401 | 105 |
| Avg Bars in Winners | 411 | 808 | 133 | 411 | 808 | 133 |
| Avg Bars in Losers | 166 | 234 | 85 | 166 | 234 | 85 |
| Bars Traded | 24453 | 19292 | 5161 | 24453 | 19292 | 5161 |
| 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 | 347837 | 228112 | -584253 | -583555 | -83560 | -584253 |
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579420800000,
"first_datapoint_time": 1582977600000,
"last_datapoint_time": 1759485600000,
"evaluation_time": 1759492347529,
"expiration_time": 1765965600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 246,
"offset": 247
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 160,
"offset": 0,
"std": 4.09168
}
}
} {
"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": [
[
1192873.4566078817,
1352281.2014468901,
-159407.744839008,
-90089.9345567078,
554896.0769064312,
-644986.0114631396
],
[
1192.873457,
1352.281201,
-159.407745,
-90.089935,
554.896077,
-644.986011
],
[
0.57258,
0.649096,
-0.076516,
-0.110896,
0.090248,
0
],
[
126.686217,
126.686217,
126.686217,
126.686217,
126.686217,
126.686217
],
[
-263079,
-187817,
-180037,
-1082016,
-689922,
-717295
],
[
2.100823,
3.047743,
0.623366,
0.962676,
1.389948,
0.348984
],
[
97,
48,
49,
97,
48,
49
],
[
34,
14,
20,
34,
14,
20
],
[
63,
34,
29,
63,
34,
29
],
[
35.051546,
29.166667,
40.816327,
35.051546,
29.166667,
40.816327
],
[
3.892701,
7.401661,
0.903881,
1.783782,
3.375588,
0.506026
],
[
1007538,
1007538,
57912,
993336,
993336,
128466
],
[
-54106,
-54106,
-40063,
-437469,
-371898,
-437469
],
[
252,
401,
105,
252,
401,
105
],
[
411,
808,
133,
411,
808,
133
],
[
166,
234,
85,
166,
234,
85
],
[
24453,
19292,
5161,
24453,
19292,
5161
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347837,
228112,
-584253,
-583555,
-83560,
-584253
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579420800000,
"first_datapoint_time": 1582977600000,
"last_datapoint_time": 1759485600000,
"evaluation_time": 1759492347529,
"expiration_time": 1765965600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 246,
"offset": 247
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 160,
"offset": 0,
"std": 4.09168
}
}
}
| # | 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) |
|---|