| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1627367.0519 | 1594183.9389 | 33183.113 | 50138.6621 | 42483.7252 | 7654.937 |
| Total P&L (%) | 1627.3671 | 1594.1839 | 33.1831 | 50.1387 | 42.4837 | 7.6549 |
| Avg Daily Profit (%) | 0.6832 | 0.6693 | 0.0139 | 0.0171 | 0.0149 | 0.0031 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132505 | -125203 | -28966 | -797761 | -788717 | -60684 |
| Profit Factor | 4.029 | 4.7967 | 1.2827 | 1.0317 | 1.0325 | 1.028 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Profitability (%) | 36.9863 | 33.3333 | 40.5405 | 36.9863 | 33.3333 | 40.5405 |
| Ratio Avg Win / Avg Loss | 6.8642 | 9.5934 | 1.8813 | 1.7578 | 2.0651 | 1.5077 |
| Largest Winning Trade | 1660156 | 1660156 | 24353 | 894047 | 894047 | 59258 |
| Largest Losing Trade | -71550 | -71550 | -17555 | -471522 | -471522 | -38735 |
| Avg Bars in Trades | 93 | 179 | 9 | 93 | 179 | 9 |
| Avg Bars in Winners | 154 | 323 | 19 | 154 | 323 | 19 |
| Avg Bars in Losers | 57 | 107 | 2 | 57 | 107 | 2 |
| Bars Traded | 6826 | 6468 | 358 | 6826 | 6468 | 358 |
| 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 | -62087 | 475589 | -179365 | -437224 | -365108 | -546500 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7146,
"evaluation_days": 2382,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555718400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759262533297,
"expiration_time": 1765422144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 79,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 78,
"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": [
[
1627367.0519362227,
1594183.9389229352,
33183.1130132875,
50138.6621123924,
42483.7251571845,
7654.9369552082
],
[
1627.367052,
1594.183939,
33.183113,
50.138662,
42.483725,
7.654937
],
[
0.683194,
0.669263,
0.013931,
0.017062,
0.014865,
0.003097
],
[
10,
10,
10,
10,
10,
10
],
[
-132505,
-125203,
-28966,
-797761,
-788717,
-60684
],
[
4.029013,
4.796719,
1.28271,
1.031737,
1.032526,
1.027969
],
[
73,
36,
37,
73,
36,
37
],
[
27,
12,
15,
27,
12,
15
],
[
46,
24,
22,
46,
24,
22
],
[
36.986301,
33.333333,
40.540541,
36.986301,
33.333333,
40.540541
],
[
6.864244,
9.593438,
1.881307,
1.757773,
2.065052,
1.507688
],
[
1660156,
1660156,
24353,
894047,
894047,
59258
],
[
-71550,
-71550,
-17555,
-471522,
-471522,
-38735
],
[
93,
179,
9,
93,
179,
9
],
[
154,
323,
19,
154,
323,
19
],
[
57,
107,
2,
57,
107,
2
],
[
6826,
6468,
358,
6826,
6468,
358
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-62087,
475589,
-179365,
-437224,
-365108,
-546500
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7146,
"evaluation_days": 2382,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555718400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759262533297,
"expiration_time": 1765422144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 79,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 78,
"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) |
|---|