| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1436620.3426 | 1440728.2843 | -4107.9417 | 50196.5306 | -197719.7747 | 247916.3053 |
| Total P&L (%) | 1436.6203 | 1440.7283 | -4.1079 | 50.1965 | -197.7198 | 247.9163 |
| Avg Daily Profit (%) | 0.6896 | 0.6916 | -0.002 | 0.0195 | 0 | 0.0599 |
| Buy And Hold Return (%) | 123.1928 | 123.1928 | 123.1928 | 123.1928 | 123.1928 | 123.1928 |
| Max Trade Drawdown | -183473 | -129697 | -61719 | -3639410 | -3210213 | -606368 |
| Profit Factor | 2.7503 | 3.2885 | 0.9785 | 1.0058 | 0.9729 | 1.1853 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Profitability (%) | 43.5644 | 40 | 47.0588 | 43.5644 | 40 | 47.0588 |
| Ratio Avg Win / Avg Loss | 3.5629 | 4.9327 | 1.1008 | 1.303 | 1.4594 | 1.3335 |
| Largest Winning Trade | 1219988 | 1219988 | 23552 | 2113505 | 2113505 | 334510 |
| Largest Losing Trade | -68341 | -68341 | -37972 | -1727130 | -1727130 | -303804 |
| Avg Bars in Trades | 244 | 451 | 41 | 244 | 451 | 41 |
| Avg Bars in Winners | 310 | 612 | 58 | 310 | 612 | 58 |
| Avg Bars in Losers | 193 | 344 | 25 | 193 | 344 | 25 |
| Bars Traded | 24687 | 22586 | 2101 | 24687 | 22586 | 2101 |
| 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 | 548516 | -165418 | -760310 | -548920 | -763055 | -317644 |
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579824000000,
"first_datapoint_time": 1580580000000,
"last_datapoint_time": 1759888800000,
"evaluation_time": 1759897129299,
"expiration_time": 1766368800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 240,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 106,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
1436620.3426124116,
1440728.284328271,
-4107.94171586,
50196.5306165517,
-197719.7746864007,
247916.3053029517
],
[
1436.620343,
1440.728284,
-4.107942,
50.196531,
-197.719775,
247.916305
],
[
0.689579,
0.691551,
-0.001972,
0.019527,
0,
0.059864
],
[
123.192771,
123.192771,
123.192771,
123.192771,
123.192771,
123.192771
],
[
-183473,
-129697,
-61719,
-3639410,
-3210213,
-606368
],
[
2.750343,
3.288472,
0.978516,
1.005808,
0.972935,
1.185341
],
[
101,
50,
51,
101,
50,
51
],
[
44,
20,
24,
44,
20,
24
],
[
57,
30,
27,
57,
30,
27
],
[
43.564356,
40,
47.058824,
43.564356,
40,
47.058824
],
[
3.562944,
4.932709,
1.10083,
1.302978,
1.459402,
1.333509
],
[
1219988,
1219988,
23552,
2113505,
2113505,
334510
],
[
-68341,
-68341,
-37972,
-1727130,
-1727130,
-303804
],
[
244,
451,
41,
244,
451,
41
],
[
310,
612,
58,
310,
612,
58
],
[
193,
344,
25,
193,
344,
25
],
[
24687,
22586,
2101,
24687,
22586,
2101
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
548516,
-165418,
-760310,
-548920,
-763055,
-317644
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579824000000,
"first_datapoint_time": 1580580000000,
"last_datapoint_time": 1759888800000,
"evaluation_time": 1759897129299,
"expiration_time": 1766368800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 240,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 106,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|