| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1286571.5087 | 1272251.5885 | 14319.9202 | -26994.0866 | 47652.4473 | -74646.5339 |
| Total P&L (%) | 1286.5715 | 1272.2516 | 14.3199 | -26.9941 | 47.6524 | -74.6465 |
| Avg Daily Profit (%) | 0.5418 | 0.5357 | 0.006 | -0.0132 | 0.0164 | -0.0578 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -194945 | -186218 | -29980 | -1099898 | -1023914 | -173397 |
| Profit Factor | 2.59 | 2.853 | 1.1168 | 0.9864 | 1.0295 | 0.8009 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
| Profitability (%) | 54.1284 | 50 | 58.1818 | 54.1284 | 50 | 58.1818 |
| Ratio Avg Win / Avg Loss | 2.1949 | 2.853 | 0.8027 | 0.836 | 1.0295 | 0.5756 |
| Largest Winning Trade | 1029873 | 1029873 | 10980 | 683257 | 683257 | 47114 |
| Largest Losing Trade | -76331 | -76331 | -20597 | -318056 | -318056 | -142487 |
| Avg Bars in Trades | 127 | 248 | 7 | 127 | 248 | 7 |
| Avg Bars in Winners | 114 | 243 | 5 | 114 | 243 | 5 |
| Avg Bars in Losers | 141 | 254 | 10 | 141 | 254 | 10 |
| Bars Traded | 13844 | 13433 | 411 | 13844 | 13433 | 411 |
| Profit Streak | 49.3369 | 50.5035 | 49.3369 | 49.3369 | 50.5035 | 49.3369 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 637652 | -163137 | -488010 | -578962 | -540039 | -758931 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1553846400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758931504093,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 26,
"offset": 0,
"std": 2.40285
}
}
} {
"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": [
[
1286571.5086661547,
1272251.588462623,
14319.9202035317,
-26994.0866065157,
47652.4472538609,
-74646.5338603763
],
[
1286.571509,
1272.251588,
14.31992,
-26.994087,
47.652447,
-74.646534
],
[
0.541753,
0.535723,
0.00603,
-0.013248,
0.016411,
-0.057767
],
[
10,
10,
10,
10,
10,
10
],
[
-194945,
-186218,
-29980,
-1099898,
-1023914,
-173397
],
[
2.589952,
2.852999,
1.116803,
0.986438,
1.029496,
0.800893
],
[
109,
54,
55,
109,
54,
55
],
[
59,
27,
32,
59,
27,
32
],
[
50,
27,
23,
50,
27,
23
],
[
54.12844,
50,
58.181818,
54.12844,
50,
58.181818
],
[
2.194874,
2.852999,
0.802702,
0.835965,
1.029496,
0.575642
],
[
1029873,
1029873,
10980,
683257,
683257,
47114
],
[
-76331,
-76331,
-20597,
-318056,
-318056,
-142487
],
[
127,
248,
7,
127,
248,
7
],
[
114,
243,
5,
114,
243,
5
],
[
141,
254,
10,
141,
254,
10
],
[
13844,
13433,
411,
13844,
13433,
411
],
[
49.336853,
50.50352,
49.336853,
49.336853,
50.50352,
49.336853
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
637652,
-163137,
-488010,
-578962,
-540039,
-758931
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1553846400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758931504093,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 26,
"offset": 0,
"std": 2.40285
}
}
}
| # | 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) |
|---|