| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 671351.389 | 722356.6774 | -51005.2884 | -85326.2359 | 8490.4365 | -93816.6724 |
| Total P&L (%) | 671.3514 | 722.3567 | -51.0053 | -85.3262 | 8.4904 | -93.8167 |
| Avg Daily Profit (%) | 0.2827 | 0.3042 | -0.0215 | -0.0808 | 0.0034 | -0.1171 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -229271 | -175116 | -110588 | -543870 | -484678 | -107116 |
| Profit Factor | 1.8821 | 2.3229 | 0.7628 | 0.9115 | 1.011 | 0.5111 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Profitability (%) | 55.2239 | 57.5758 | 52.9412 | 55.2239 | 57.5758 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.526 | 1.7116 | 0.678 | 0.739 | 0.7449 | 0.4543 |
| Largest Winning Trade | 304473 | 304473 | 18397 | 390078 | 390078 | 43873 |
| Largest Losing Trade | -88497 | -88497 | -29581 | -322992 | -322992 | -86890 |
| Avg Bars in Trades | 199 | 381 | 23 | 199 | 381 | 23 |
| Avg Bars in Winners | 99 | 172 | 22 | 99 | 172 | 22 |
| Avg Bars in Losers | 323 | 665 | 24 | 323 | 665 | 24 |
| Bars Traded | 13376 | 12589 | 787 | 13376 | 12589 | 787 |
| Profit Streak | 148.109 | 148.109 | 306.9424 | 148.109 | 148.109 | 306.9424 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -106653 | 535753 | -578789 | -699748 | -562573 | -578789 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556265600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758868619958,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 159,
"offset": 0,
"std": 2.14919
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 194,
"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": [
[
671351.3890450887,
722356.6774469948,
-51005.2884019059,
-85326.2358791588,
8490.436504289,
-93816.6723834477
],
[
671.351389,
722.356677,
-51.005288,
-85.326236,
8.490437,
-93.816672
],
[
0.282695,
0.304172,
-0.021477,
-0.080778,
0.003432,
-0.117132
],
[
10,
10,
10,
10,
10,
10
],
[
-229271,
-175116,
-110588,
-543870,
-484678,
-107116
],
[
1.88211,
2.32285,
0.762781,
0.911476,
1.010998,
0.511125
],
[
67,
33,
34,
67,
33,
34
],
[
37,
19,
18,
37,
19,
18
],
[
30,
14,
16,
30,
14,
16
],
[
55.223881,
57.575758,
52.941176,
55.223881,
57.575758,
52.941176
],
[
1.526035,
1.711574,
0.678027,
0.739034,
0.744946,
0.454333
],
[
304473,
304473,
18397,
390078,
390078,
43873
],
[
-88497,
-88497,
-29581,
-322992,
-322992,
-86890
],
[
199,
381,
23,
199,
381,
23
],
[
99,
172,
22,
99,
172,
22
],
[
323,
665,
24,
323,
665,
24
],
[
13376,
12589,
787,
13376,
12589,
787
],
[
148.109027,
148.109027,
306.942361,
148.109027,
148.109027,
306.942361
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-106653,
535753,
-578789,
-699748,
-562573,
-578789
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556265600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758868619958,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 159,
"offset": 0,
"std": 2.14919
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 194,
"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) |
|---|