| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 977208.5745 | 769762.111 | 207446.4635 | 8831208.5894 | 3177678.6255 | 5653529.9639 |
| Total P&L (%) | 977.2086 | 769.7621 | 207.4465 | 8831.2086 | 3177.6786 | 5653.53 |
| Avg Daily Profit (%) | 0.4093 | 0.3224 | 0.0869 | 0.1883 | 0.1463 | 0.1699 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110196 | -114324 | -12071 | -12017524 | -12369715 | -183073 |
| Profit Factor | 3.2085 | 2.8076 | 13.4764 | 1.4749 | 1.1736 | 20.2698 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
| Losing Trades | 12 | 8 | 4 | 12 | 8 | 4 |
| Profitability (%) | 85.5422 | 80.4878 | 90.4762 | 85.5422 | 80.4878 | 90.4762 |
| Ratio Avg Win / Avg Loss | 0.5423 | 0.6806 | 1.4186 | 0.2493 | 0.2845 | 2.1337 |
| Largest Winning Trade | 166344 | 166344 | 15667 | 3533861 | 3533861 | 1106822 |
| Largest Losing Trade | -79868 | -79868 | -12071 | -8904420 | -8904420 | -183073 |
| Avg Bars in Trades | 73 | 145 | 2 | 73 | 145 | 2 |
| Avg Bars in Winners | 19 | 39 | 2 | 19 | 39 | 2 |
| Avg Bars in Losers | 391 | 584 | 4 | 391 | 584 | 4 |
| Bars Traded | 6088 | 5983 | 104 | 6088 | 5983 | 104 |
| Profit Streak | 358.5203 | 358.5203 | 981.8536 | 358.5203 | 358.5203 | 981.8536 |
| Trades During Streak | 13 | 6 | 13 | 13 | 6 | 13 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 652769 | 613402 | -62841 | 445489 | -23203 | 827862 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7162,
"evaluation_days": 2387.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555257600000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759724949719,
"expiration_time": 1765896768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 63,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
977208.5745435874,
769762.1110013218,
207446.4635422656,
8831208.589417296,
3177678.6255197832,
5653529.963897512
],
[
977.208575,
769.762111,
207.446464,
8831.208589,
3177.678626,
5653.529964
],
[
0.409331,
0.322436,
0.086895,
0.188343,
0.146284,
0.16989
],
[
10,
10,
10,
10,
10,
10
],
[
-110196,
-114324,
-12071,
-12017524,
-12369715,
-183073
],
[
3.208544,
2.807631,
13.476445,
1.47485,
1.173601,
20.269756
],
[
83,
41,
42,
83,
41,
42
],
[
71,
33,
38,
71,
33,
38
],
[
12,
8,
4,
12,
8,
4
],
[
85.542169,
80.487805,
90.47619,
85.542169,
80.487805,
90.47619
],
[
0.542289,
0.680638,
1.418573,
0.24927,
0.284509,
2.133659
],
[
166344,
166344,
15667,
3533861,
3533861,
1106822
],
[
-79868,
-79868,
-12071,
-8904420,
-8904420,
-183073
],
[
73,
145,
2,
73,
145,
2
],
[
19,
39,
2,
19,
39,
2
],
[
391,
584,
4,
391,
584,
4
],
[
6088,
5983,
104,
6088,
5983,
104
],
[
358.520251,
358.520251,
981.853585,
358.520251,
358.520251,
981.853585
],
[
13,
6,
13,
13,
6,
13
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
652769,
613402,
-62841,
445489,
-23203,
827862
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7162,
"evaluation_days": 2387.33,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555257600000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759724949719,
"expiration_time": 1765896768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 63,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|