| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 731515.3876 | 756754.4376 | -25239.05 | 27832.7028 | 252037.2265 | -224204.5236 |
| Total P&L (%) | 731.5154 | 756.7544 | -25.2391 | 27.8327 | 252.0372 | -224.2045 |
| Avg Daily Profit (%) | 0.3512 | 0.3633 | -0.0121 | 0.0118 | 0.0604 | 0 |
| Buy And Hold Return (%) | 95.5679 | 95.5679 | 95.5679 | 95.5679 | 95.5679 | 95.5679 |
| Max Trade Drawdown | -249127 | -236597 | -36367 | -4095492 | -3821874 | -338760 |
| Profit Factor | 1.9011 | 2.0324 | 0.6797 | 1.0041 | 1.0403 | 0.5422 |
| Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
| Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
| Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
| Profitability (%) | 35.4839 | 33.7662 | 37.1795 | 35.4839 | 33.7662 | 37.1795 |
| Ratio Avg Win / Avg Loss | 3.4565 | 3.9866 | 1.1484 | 1.8257 | 2.0407 | 0.9161 |
| Largest Winning Trade | 355972 | 355972 | 7119 | 2791730 | 2791730 | 39715 |
| Largest Losing Trade | -48080 | -48080 | -5866 | -804236 | -804236 | -101258 |
| Avg Bars in Trades | 160 | 321 | 1 | 160 | 321 | 1 |
| Avg Bars in Winners | 220 | 465 | 1 | 220 | 465 | 1 |
| Avg Bars in Losers | 127 | 248 | 1 | 127 | 248 | 1 |
| Bars Traded | 24864 | 24764 | 101 | 24864 | 24764 | 101 |
| Profit Streak | 8.3325 | 0 | 70.1658 | 8.3325 | 0 | 70.1658 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316030 | -34975 | -617719 | -561898 | -338962 | -619385 |
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24996,
"evaluation_days": 2083,
"actual_first_datapoint_time": 1579197600000,
"first_datapoint_time": 1579370400000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759240726313,
"expiration_time": 1765712563200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 245,
"offset": 0,
"std": 2.8745
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
731515.3875616096,
756754.4375565338,
-25239.0499949245,
27832.7028496196,
252037.2264684757,
-224204.5236188555
],
[
731.515388,
756.754438,
-25.23905,
27.832703,
252.037226,
-224.204524
],
[
0.351184,
0.3633,
-0.012117,
0.011789,
0.060439,
0
],
[
95.567867,
95.567867,
95.567867,
95.567867,
95.567867,
95.567867
],
[
-249127,
-236597,
-36367,
-4095492,
-3821874,
-338760
],
[
1.901096,
2.032384,
0.679666,
1.004131,
1.040345,
0.542202
],
[
155,
77,
78,
155,
77,
78
],
[
55,
26,
29,
55,
26,
29
],
[
100,
51,
49,
100,
51,
49
],
[
35.483871,
33.766234,
37.179487,
35.483871,
33.766234,
37.179487
],
[
3.456538,
3.986599,
1.148401,
1.825694,
2.040677,
0.916134
],
[
355972,
355972,
7119,
2791730,
2791730,
39715
],
[
-48080,
-48080,
-5866,
-804236,
-804236,
-101258
],
[
160,
321,
1,
160,
321,
1
],
[
220,
465,
1,
220,
465,
1
],
[
127,
248,
1,
127,
248,
1
],
[
24864,
24764,
101,
24864,
24764,
101
],
[
8.33248,
0,
70.165814,
8.33248,
0,
70.165814
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316030,
-34975,
-617719,
-561898,
-338962,
-619385
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24996,
"evaluation_days": 2083,
"actual_first_datapoint_time": 1579197600000,
"first_datapoint_time": 1579370400000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759240726313,
"expiration_time": 1765712563200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 245,
"offset": 0,
"std": 2.8745
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|