| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 485821.5952 | 464488.3726 | 21333.2226 | -16560.207 | 108836.9366 | -125397.1436 |
| Total P&L (%) | 485.8216 | 464.4884 | 21.3332 | -16.5602 | 108.8369 | -125.3971 |
| Avg Daily Profit (%) | 0.2032 | 0.1943 | 0.0089 | -0.0076 | 0.0308 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -224257 | -169887 | -85400 | -4236959 | -3851565 | -813571 |
| Profit Factor | 1.3012 | 1.4452 | 1.0375 | 0.9982 | 1.0162 | 0.9486 |
| Total Trades | 479 | 239 | 240 | 479 | 239 | 240 |
| Winning Trades | 317 | 158 | 159 | 317 | 158 | 159 |
| Losing Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Profitability (%) | 66.1795 | 66.1088 | 66.25 | 66.1795 | 66.1088 | 66.25 |
| Ratio Avg Win / Avg Loss | 0.665 | 0.7409 | 0.5285 | 0.5101 | 0.521 | 0.4833 |
| Largest Winning Trade | 86653 | 86653 | 13572 | 1909457 | 1909457 | 180481 |
| Largest Losing Trade | -70922 | -70922 | -34330 | -2060378 | -2060378 | -477158 |
| Avg Bars in Trades | 29 | 52 | 6 | 29 | 52 | 6 |
| Avg Bars in Winners | 14 | 23 | 5 | 14 | 23 | 5 |
| Avg Bars in Losers | 58 | 108 | 8 | 58 | 108 | 8 |
| Bars Traded | 14004 | 12508 | 1496 | 14004 | 12508 | 1496 |
| Profit Streak | 5.2378 | 8.2378 | 5.2378 | 5.2378 | 8.2378 | 5.2378 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 436767 | 388358 | -364105 | -574718 | -352157 | -576981 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14343,
"evaluation_days": 2390.5,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1554436800000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760074947596,
"expiration_time": 1766264976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 5,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 67,
"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": [
[
485821.5952367921,
464488.3725909848,
21333.2226458071,
-16560.207014734,
108836.9365725952,
-125397.14358733
],
[
485.821595,
464.488373,
21.333223,
-16.560207,
108.836937,
-125.397144
],
[
0.20323,
0.194306,
0.008924,
-0.007573,
0.030809,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-224257,
-169887,
-85400,
-4236959,
-3851565,
-813571
],
[
1.301199,
1.445179,
1.037454,
0.99819,
1.01623,
0.948632
],
[
479,
239,
240,
479,
239,
240
],
[
317,
158,
159,
317,
158,
159
],
[
162,
81,
81,
162,
81,
81
],
[
66.179541,
66.108787,
66.25,
66.179541,
66.108787,
66.25
],
[
0.664966,
0.740883,
0.528514,
0.510116,
0.520979,
0.483265
],
[
86653,
86653,
13572,
1909457,
1909457,
180481
],
[
-70922,
-70922,
-34330,
-2060378,
-2060378,
-477158
],
[
29,
52,
6,
29,
52,
6
],
[
14,
23,
5,
14,
23,
5
],
[
58,
108,
8,
58,
108,
8
],
[
14004,
12508,
1496,
14004,
12508,
1496
],
[
5.237819,
8.237819,
5.237819,
5.237819,
8.237819,
5.237819
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436767,
388358,
-364105,
-574718,
-352157,
-576981
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14343,
"evaluation_days": 2390.5,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1554436800000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760074947596,
"expiration_time": 1766264976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 5,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 67,
"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) |
|---|