| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1342750.4578 | 1337850.9309 | 4899.5268 | -17653.3872 | -154578.5554 | 136925.1681 |
| Total P&L (%) | 1342.7505 | 1337.8509 | 4.8995 | -17.6534 | -154.5786 | 136.9252 |
| Avg Daily Profit (%) | 0.5654 | 0.5633 | 0.0021 | -0.0082 | 0 | 0.0363 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -204397 | -146747 | -142874 | -2880593 | -2756320 | -1123720 |
| Profit Factor | 2.2751 | 3.3345 | 1.0102 | 0.9976 | 0.9662 | 1.0521 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
| Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
| Profitability (%) | 35.3535 | 28 | 42.8571 | 35.3535 | 28 | 42.8571 |
| Ratio Avg Win / Avg Loss | 4.1601 | 8.5743 | 1.3469 | 1.8241 | 2.4846 | 1.4028 |
| Largest Winning Trade | 959686 | 959686 | 60327 | 2281679 | 2281679 | 813328 |
| Largest Losing Trade | -47599 | -38034 | -47599 | -747602 | -747602 | -673011 |
| Avg Bars in Trades | 140 | 138 | 142 | 140 | 138 | 142 |
| Avg Bars in Winners | 251 | 290 | 225 | 251 | 290 | 225 |
| Avg Bars in Losers | 79 | 79 | 80 | 79 | 79 | 80 |
| Bars Traded | 13919 | 6934 | 6986 | 13919 | 6934 | 6986 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 362151 | -179406 | -567813 | -583432 | -774925 | -310267 |
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555675200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758860015316,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 103,
"offset": 0,
"a": 0.6758
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 153,
"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": [
[
1342750.4577707048,
1337850.9309275188,
4899.5268431861,
-17653.3872293039,
-154578.5553615558,
136925.1681322522
],
[
1342.750458,
1337.850931,
4.899527,
-17.653387,
-154.578555,
136.925168
],
[
0.565409,
0.563346,
0.002063,
-0.008178,
0,
0.036328
],
[
10,
10,
10,
10,
10,
10
],
[
-204397,
-146747,
-142874,
-2880593,
-2756320,
-1123720
],
[
2.275073,
3.334466,
1.010208,
0.997551,
0.966249,
1.0521
],
[
99,
50,
49,
99,
50,
49
],
[
35,
14,
21,
35,
14,
21
],
[
64,
36,
28,
64,
36,
28
],
[
35.353535,
28,
42.857143,
35.353535,
28,
42.857143
],
[
4.160134,
8.574341,
1.346943,
1.824093,
2.484641,
1.4028
],
[
959686,
959686,
60327,
2281679,
2281679,
813328
],
[
-47599,
-38034,
-47599,
-747602,
-747602,
-673011
],
[
140,
138,
142,
140,
138,
142
],
[
251,
290,
225,
251,
290,
225
],
[
79,
79,
80,
79,
79,
80
],
[
13919,
6934,
6986,
13919,
6934,
6986
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
362151,
-179406,
-567813,
-583432,
-774925,
-310267
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14249,
"evaluation_days": 2374.83,
"actual_first_datapoint_time": 1553486400000,
"first_datapoint_time": 1555675200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758860015316,
"expiration_time": 1764870768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 103,
"offset": 0,
"a": 0.6758
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 153,
"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) |
|---|