| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 639726.7818 | 656845.3231 | -17118.5413 | -36107.0532 | 44313.1285 | -80420.1817 |
| Total P&L (%) | 639.7268 | 656.8453 | -17.1185 | -36.1071 | 44.3131 | -80.4202 |
| Avg Daily Profit (%) | 0.2694 | 0.2766 | -0.0072 | -0.0189 | 0.0154 | -0.0686 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -194630 | -189709 | -27380 | -1342171 | -1206228 | -138345 |
| Profit Factor | 1.7017 | 1.7915 | 0.7908 | 0.9867 | 1.0178 | 0.6281 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 78 | 42 | 36 | 78 | 42 | 36 |
| Losing Trades | 91 | 42 | 49 | 91 | 42 | 49 |
| Profitability (%) | 46.1538 | 50 | 42.3529 | 46.1538 | 50 | 42.3529 |
| Ratio Avg Win / Avg Loss | 1.9853 | 1.7915 | 1.0764 | 1.1511 | 1.0178 | 0.8549 |
| Largest Winning Trade | 368632 | 368632 | 9068 | 1057568 | 1057568 | 34769 |
| Largest Losing Trade | -63481 | -63481 | -9371 | -474336 | -474336 | -53394 |
| Avg Bars in Trades | 78 | 157 | 1 | 78 | 157 | 1 |
| Avg Bars in Winners | 74 | 136 | 1 | 74 | 136 | 1 |
| Avg Bars in Losers | 82 | 177 | 1 | 82 | 177 | 1 |
| Bars Traded | 13315 | 13227 | 88 | 13315 | 13227 | 88 |
| Profit Streak | 8.7063 | 0 | 76.0396 | 8.7063 | 0 | 76.0396 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428928 | 423391 | -581576 | -579051 | -375335 | -583242 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1553529600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758819420926,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 229,
"offset": 0,
"std": 3.15554
}
}
}
{
"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": [
[
639726.7818092549,
656845.3230921035,
-17118.541282849,
-36107.0531923076,
44313.1284690161,
-80420.1816613231
],
[
639.726782,
656.845323,
-17.118541,
-36.107053,
44.313128,
-80.420182
],
[
0.269378,
0.276586,
-0.007208,
-0.018861,
0.015447,
-0.068641
],
[
10,
10,
10,
10,
10,
10
],
[
-194630,
-189709,
-27380,
-1342171,
-1206228,
-138345
],
[
1.70168,
1.791511,
0.790839,
0.986661,
1.017791,
0.628091
],
[
169,
84,
85,
169,
84,
85
],
[
78,
42,
36,
78,
42,
36
],
[
91,
42,
49,
91,
42,
49
],
[
46.153846,
50,
42.352941,
46.153846,
50,
42.352941
],
[
1.985294,
1.791511,
1.07642,
1.151105,
1.017791,
0.854902
],
[
368632,
368632,
9068,
1057568,
1057568,
34769
],
[
-63481,
-63481,
-9371,
-474336,
-474336,
-53394
],
[
78,
157,
1,
78,
157,
1
],
[
74,
136,
1,
74,
136,
1
],
[
82,
177,
1,
82,
177,
1
],
[
13315,
13227,
88,
13315,
13227,
88
],
[
8.706261,
0,
76.039594,
8.706261,
0,
76.039594
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428928,
423391,
-581576,
-579051,
-375335,
-583242
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1553529600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758819420926,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 229,
"offset": 0,
"std": 3.15554
}
}
}
| # | 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) |
|---|