| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1353142.763 | 63232.9532 | -1416375.7162 | -24965436.2625 | 33006080.2269 | -57971516.4894 |
| Total P&L (%) | -1353.1428 | 63.233 | -1416.3757 | -24965.4363 | 33006.0802 | -57971.5165 |
| Avg Daily Profit (%) | -0.5698 | 0.0266 | -0.5964 | 0 | 0.2446 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1678685 | -97061 | -1680662 | -108984082 | -22414949 | -87573161 |
| Profit Factor | 0.4496 | 1.1495 | 0.3041 | 0.877 | 1.4822 | 0.5688 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 68 | 32 | 36 | 42 | 21 | 21 |
| Losing Trades | 29 | 16 | 13 | 55 | 27 | 28 |
| Profitability (%) | 70.1031 | 66.6667 | 73.4694 | 43.299 | 43.75 | 42.8571 |
| Ratio Avg Win / Avg Loss | 0.1917 | 0.5747 | 0.1098 | 1.1484 | 1.9056 | 0.7584 |
| Largest Winning Trade | 62991 | 62991 | 49519 | 31652282 | 31652282 | 22528058 |
| Largest Losing Trade | -1009281 | -61559 | -1009281 | -31881152 | -18877907 | -31881152 |
| Avg Bars in Trades | 143 | 138 | 148 | 143 | 138 | 148 |
| Avg Bars in Winners | 72 | 69 | 75 | 172 | 180 | 164 |
| Avg Bars in Losers | 310 | 277 | 350 | 121 | 106 | 136 |
| Bars Traded | 13923 | 6648 | 7275 | 13923 | 6648 | 7275 |
| Profit Streak | 80.9457 | 80.9457 | 122.9457 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576176 | -212325 | -576287 | -581458 | 301874 | -583459 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556467200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758897709652,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 61,
"offset": 18,
"scalar": 1
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 208,
"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": [
[
-1353142.7629916866,
63232.9532321923,
-1416375.7162238786,
-24965436.262486942,
33006080.22692925,
-57971516.48941617
],
[
-1353.142763,
63.232953,
-1416.375716,
-24965.436262,
33006.080227,
-57971.516489
],
[
-0.569785,
0.026626,
-0.596411,
0,
0.244624,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-1678685,
-97061,
-1680662,
-108984082,
-22414949,
-87573161
],
[
0.449564,
1.149466,
0.304078,
0.876955,
1.482151,
0.568795
],
[
97,
48,
49,
97,
48,
49
],
[
68,
32,
36,
42,
21,
21
],
[
29,
16,
13,
55,
27,
28
],
[
70.103093,
66.666667,
73.469388,
43.298969,
43.75,
42.857143
],
[
0.191726,
0.574733,
0.109806,
1.148393,
1.905622,
0.758393
],
[
62991,
62991,
49519,
31652282,
31652282,
22528058
],
[
-1009281,
-61559,
-1009281,
-31881152,
-18877907,
-31881152
],
[
143,
138,
148,
143,
138,
148
],
[
72,
69,
75,
172,
180,
164
],
[
310,
277,
350,
121,
106,
136
],
[
13923,
6648,
7275,
13923,
6648,
7275
],
[
80.945713,
80.945714,
122.945714,
0,
0,
0
],
[
5,
2,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576176,
-212325,
-576287,
-581458,
301874,
-583459
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1556467200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758897709652,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 61,
"offset": 18,
"scalar": 1
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 208,
"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) |
|---|