| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 850746.369 | 773726.0691 | 77020.2999 | 337267.1168 | 206266.747 | 131000.3698 |
| Total P&L (%) | 850.7464 | 773.7261 | 77.0203 | 337.2671 | 206.2667 | 131.0004 |
| Avg Daily Profit (%) | 0.3569 | 0.3246 | 0.0323 | 0.0619 | 0.047 | 0.0351 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -159723 | -151066 | -51315 | -1757034 | -1733273 | -342252 |
| Profit Factor | 2.6143 | 3.347 | 1.3903 | 1.1041 | 1.0899 | 1.1384 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 49.2537 | 45.4545 | 52.9412 | 49.2537 | 45.4545 | 52.9412 |
| Ratio Avg Win / Avg Loss | 2.6936 | 4.0164 | 1.2358 | 1.1375 | 1.3079 | 1.0119 |
| Largest Winning Trade | 620224 | 620224 | 41832 | 1112949 | 1112949 | 218374 |
| Largest Losing Trade | -61452 | -61452 | -22876 | -665657 | -665657 | -259559 |
| Avg Bars in Trades | 97 | 132 | 63 | 97 | 132 | 63 |
| Avg Bars in Winners | 133 | 212 | 67 | 133 | 212 | 67 |
| Avg Bars in Losers | 62 | 65 | 59 | 62 | 65 | 59 |
| Bars Traded | 6540 | 4370 | 2170 | 6540 | 4370 | 2170 |
| 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 | -106925 | 493552 | -148723 | -337578 | -253594 | -213857 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7151,
"evaluation_days": 2383.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559203200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759404412153,
"expiration_time": 1765570464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 200,
"offset": 78,
"scalar": 3
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 40,
"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": [
[
850746.368995137,
773726.0690745263,
77020.2999206111,
337267.1167590948,
206266.7469889381,
131000.3697701568
],
[
850.746369,
773.726069,
77.0203,
337.267117,
206.266747,
131.00037
],
[
0.356906,
0.324594,
0.032312,
0.061914,
0.046967,
0.035131
],
[
10,
10,
10,
10,
10,
10
],
[
-159723,
-151066,
-51315,
-1757034,
-1733273,
-342252
],
[
2.614335,
3.346966,
1.390324,
1.104085,
1.089917,
1.138428
],
[
67,
33,
34,
67,
33,
34
],
[
33,
15,
18,
33,
15,
18
],
[
34,
18,
16,
34,
18,
16
],
[
49.253731,
45.454545,
52.941176,
49.253731,
45.454545,
52.941176
],
[
2.693557,
4.016359,
1.235843,
1.137542,
1.307901,
1.011936
],
[
620224,
620224,
41832,
1112949,
1112949,
218374
],
[
-61452,
-61452,
-22876,
-665657,
-665657,
-259559
],
[
97,
132,
63,
97,
132,
63
],
[
133,
212,
67,
133,
212,
67
],
[
62,
65,
59,
62,
65,
59
],
[
6540,
4370,
2170,
6540,
4370,
2170
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-106925,
493552,
-148723,
-337578,
-253594,
-213857
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7151,
"evaluation_days": 2383.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1559203200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759404412153,
"expiration_time": 1765570464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 200,
"offset": 78,
"scalar": 3
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 40,
"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) |
|---|