| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1989961.887 | 1906813.0134 | 83148.8737 | 253038.9115 | -3625236.3079 | 3878275.2194 |
| Total P&L (%) | 1989.9619 | 1906.813 | 83.1489 | 253.0389 | -3625.2363 | 3878.2752 |
| Avg Daily Profit (%) | 0.8323 | 0.7975 | 0.0348 | 0.0528 | 0 | 0.1542 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -261190 | -193056 | -135539 | -29037530 | -26581242 | -4162213 |
| Profit Factor | 3.4204 | 4.454 | 1.3078 | 1.0063 | 0.8924 | 1.5846 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 41.9753 | 39.0244 | 45 | 41.9753 | 39.0244 | 45 |
| Ratio Avg Win / Avg Loss | 4.7281 | 6.9594 | 1.5985 | 1.391 | 1.3944 | 1.9367 |
| Largest Winning Trade | 1518298 | 1518298 | 48828 | 18889284 | 18889284 | 3996779 |
| Largest Losing Trade | -71057 | -71057 | -38212 | -10543197 | -10543197 | -1825205 |
| Avg Bars in Trades | 115 | 167 | 61 | 115 | 167 | 61 |
| Avg Bars in Winners | 146 | 209 | 89 | 146 | 209 | 89 |
| Avg Bars in Losers | 92 | 140 | 38 | 92 | 140 | 38 |
| Bars Traded | 9341 | 6871 | 2470 | 9341 | 6871 | 2470 |
| 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 | 12129 | 587035 | -147111 | -355471 | -583343 | 311902 |
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9564,
"evaluation_days": 2391,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557878400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760065689257,
"expiration_time": 1766251872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 214,
"offset": 44,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 205,
"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": [
[
1989961.8870405746,
1906813.013350892,
83148.8736896829,
253038.9115175083,
-3625236.3078557462,
3878275.2193732564
],
[
1989.961887,
1906.813013,
83.148874,
253.038912,
-3625.236308,
3878.275219
],
[
0.832272,
0.797496,
0.034776,
0.05277,
0,
0.154173
],
[
10,
10,
10,
10,
10,
10
],
[
-261190,
-193056,
-135539,
-29037530,
-26581242,
-4162213
],
[
3.420355,
4.453991,
1.307826,
1.006273,
0.892432,
1.584599
],
[
81,
41,
40,
81,
41,
40
],
[
34,
16,
18,
34,
16,
18
],
[
47,
25,
22,
47,
25,
22
],
[
41.975309,
39.02439,
45,
41.975309,
39.02439,
45
],
[
4.728138,
6.959361,
1.598453,
1.391025,
1.394425,
1.936733
],
[
1518298,
1518298,
48828,
18889284,
18889284,
3996779
],
[
-71057,
-71057,
-38212,
-10543197,
-10543197,
-1825205
],
[
115,
167,
61,
115,
167,
61
],
[
146,
209,
89,
146,
209,
89
],
[
92,
140,
38,
92,
140,
38
],
[
9341,
6871,
2470,
9341,
6871,
2470
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
12129,
587035,
-147111,
-355471,
-583343,
311902
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9564,
"evaluation_days": 2391,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557878400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760065689257,
"expiration_time": 1766251872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 214,
"offset": 44,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 205,
"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) |
|---|