| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 489799.0884 | 455122.7171 | 34676.3713 | 139387.8919 | 135181.0439 | 4206.848 |
| Total P&L (%) | 489.7991 | 455.1227 | 34.6764 | 139.3879 | 135.181 | 4.2068 |
| Avg Daily Profit (%) | 0.2058 | 0.1912 | 0.0146 | 0.0367 | 0.0359 | 0.0017 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103091 | -110508 | -41499 | -1162414 | -1227860 | -152367 |
| Profit Factor | 2.1343 | 2.2919 | 1.4361 | 1.0643 | 1.0724 | 1.0141 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Losing Trades | 17 | 7 | 10 | 17 | 7 | 10 |
| Profitability (%) | 74.6269 | 78.7879 | 70.5882 | 74.6269 | 78.7879 | 70.5882 |
| Ratio Avg Win / Avg Loss | 0.7257 | 0.617 | 0.5984 | 0.3619 | 0.2887 | 0.4225 |
| Largest Winning Trade | 108962 | 108962 | 22227 | 494474 | 494474 | 61766 |
| Largest Losing Trade | -80833 | -80833 | -24003 | -847800 | -847800 | -119331 |
| Avg Bars in Trades | 60 | 119 | 3 | 60 | 119 | 3 |
| Avg Bars in Winners | 17 | 31 | 2 | 17 | 31 | 2 |
| Avg Bars in Losers | 186 | 444 | 5 | 186 | 444 | 5 |
| Bars Traded | 4058 | 3937 | 121 | 4058 | 3937 | 121 |
| Profit Streak | 0 | 309.4626 | 0 | 0 | 309.4626 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -108855 | 510652 | -173900 | -413136 | -282428 | -560050 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4761,
"evaluation_days": 2380.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555632000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759143972447,
"expiration_time": 1765274256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 51,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
489799.0884081849,
455122.717074217,
34676.3713339677,
139387.8919219692,
135181.0439316131,
4206.8479903557
],
[
489.799088,
455.122717,
34.676371,
139.387892,
135.181044,
4.206848
],
[
0.205755,
0.191188,
0.014567,
0.036676,
0.035931,
0.001731
],
[
10,
10,
10,
10,
10,
10
],
[
-103091,
-110508,
-41499,
-1162414,
-1227860,
-152367
],
[
2.134293,
2.291881,
1.436096,
1.064336,
1.072373,
1.014082
],
[
67,
33,
34,
67,
33,
34
],
[
50,
26,
24,
50,
26,
24
],
[
17,
7,
10,
17,
7,
10
],
[
74.626866,
78.787879,
70.588235,
74.626866,
78.787879,
70.588235
],
[
0.72566,
0.617045,
0.598373,
0.361874,
0.288716,
0.422534
],
[
108962,
108962,
22227,
494474,
494474,
61766
],
[
-80833,
-80833,
-24003,
-847800,
-847800,
-119331
],
[
60,
119,
3,
60,
119,
3
],
[
17,
31,
2,
17,
31,
2
],
[
186,
444,
5,
186,
444,
5
],
[
4058,
3937,
121,
4058,
3937,
121
],
[
0,
309.462644,
0,
0,
309.462644,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-108855,
510652,
-173900,
-413136,
-282428,
-560050
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4761,
"evaluation_days": 2380.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555632000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759143972447,
"expiration_time": 1765274256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 51,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|