| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1575569.4853 | 1311177.2343 | 264392.251 | 27064276.6421 | 21440508.4029 | 5623768.2391 |
| Total P&L (%) | 1575.5695 | 1311.1772 | 264.3923 | 27064.2766 | 21440.5084 | 5623.7682 |
| Avg Daily Profit (%) | 0.6597 | 0.549 | 0.1107 | 0.2349 | 0.2252 | 0.1696 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167062 | -102789 | -93290 | -75739568 | -41485550 | -51410906 |
| Profit Factor | 2.9379 | 4.1824 | 1.6593 | 1.1069 | 1.1715 | 1.0439 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Profitability (%) | 47.7941 | 47.0588 | 48.5294 | 47.7941 | 47.0588 | 48.5294 |
| Ratio Avg Win / Avg Loss | 3.2091 | 4.7052 | 1.7599 | 1.2091 | 1.3179 | 1.1072 |
| Largest Winning Trade | 809845 | 809845 | 66512 | 31606685 | 31606685 | 20405177 |
| Largest Losing Trade | -43208 | -43208 | -42714 | -29221838 | -16933226 | -29221838 |
| Avg Bars in Trades | 102 | 77 | 127 | 102 | 77 | 127 |
| Avg Bars in Winners | 161 | 120 | 200 | 161 | 120 | 200 |
| Avg Bars in Losers | 49 | 39 | 59 | 49 | 39 | 59 |
| Bars Traded | 13982 | 5282 | 8700 | 13982 | 5282 | 8700 |
| Profit Streak | 0 | 21.0826 | 0 | 0 | 21.0826 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 614856 | -91834 | -152090 | -95086 | -133729 | -274486 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14330,
"evaluation_days": 2388.33,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556438400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759888735732,
"expiration_time": 1766072160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 27,
"offset": 0,
"a": 0.95099
}
}
} {
"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": [
[
1575569.4853186375,
1311177.2343157935,
264392.2510028448,
27064276.64205223,
21440508.40292629,
5623768.239125934
],
[
1575.569485,
1311.177234,
264.392251,
27064.276642,
21440.508403,
5623.768239
],
[
0.659695,
0.548993,
0.110702,
0.234937,
0.225202,
0.169602
],
[
10,
10,
10,
10,
10,
10
],
[
-167062,
-102789,
-93290,
-75739568,
-41485550,
-51410906
],
[
2.937899,
4.182412,
1.659296,
1.106911,
1.17145,
1.043903
],
[
136,
68,
68,
136,
68,
68
],
[
65,
32,
33,
65,
32,
33
],
[
71,
36,
35,
71,
36,
35
],
[
47.794118,
47.058824,
48.529412,
47.794118,
47.058824,
48.529412
],
[
3.20909,
4.705214,
1.759859,
1.209087,
1.317881,
1.10717
],
[
809845,
809845,
66512,
31606685,
31606685,
20405177
],
[
-43208,
-43208,
-42714,
-29221838,
-16933226,
-29221838
],
[
102,
77,
127,
102,
77,
127
],
[
161,
120,
200,
161,
120,
200
],
[
49,
39,
59,
49,
39,
59
],
[
13982,
5282,
8700,
13982,
5282,
8700
],
[
0,
21.082589,
0,
0,
21.082589,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
614856,
-91834,
-152090,
-95086,
-133729,
-274486
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14330,
"evaluation_days": 2388.33,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556438400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759888735732,
"expiration_time": 1766072160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 27,
"offset": 0,
"a": 0.95099
}
}
}
| # | 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) |
|---|