| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 975887.7173 | 925712.218 | 50175.4994 | 151831.8863 | 119862.5674 | 31969.3188 |
| Total P&L (%) | 975.8877 | 925.7122 | 50.1755 | 151.8319 | 119.8626 | 31.9693 |
| Avg Daily Profit (%) | 0.408 | 0.387 | 0.021 | 0.0386 | 0.0329 | 0.0116 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129012 | -81865 | -68537 | -1548409 | -1210307 | -653241 |
| Profit Factor | 2.4027 | 3.8518 | 1.1352 | 1.0356 | 1.0597 | 1.0141 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 20 | 9 | 11 | 20 | 9 | 11 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 33.3333 | 30 | 36.6667 | 33.3333 | 30 | 36.6667 |
| Ratio Avg Win / Avg Loss | 4.8054 | 8.9876 | 1.9608 | 2.0711 | 2.4726 | 1.7517 |
| Largest Winning Trade | 667266 | 667266 | 69762 | 875049 | 875049 | 680584 |
| Largest Losing Trade | -44771 | -38196 | -44771 | -529443 | -529443 | -354266 |
| Avg Bars in Trades | 77 | 59 | 95 | 77 | 59 | 95 |
| Avg Bars in Winners | 178 | 144 | 206 | 178 | 144 | 206 |
| Avg Bars in Losers | 27 | 23 | 31 | 27 | 23 | 31 |
| Bars Traded | 4667 | 1794 | 2873 | 4667 | 1794 | 2873 |
| 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 | -165866 | 315495 | -242092 | -501861 | -310467 | -389368 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4784,
"evaluation_days": 2392,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557748800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760109568438,
"expiration_time": 1766297664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 100,
"offset": 146,
"scalar": 4
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 21,
"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": [
[
975887.7173465732,
925712.2179732288,
50175.4993733442,
151831.8862567827,
119862.5674103557,
31969.3188464273
],
[
975.887717,
925.712218,
50.175499,
151.831886,
119.862567,
31.969319
],
[
0.40798,
0.387003,
0.020976,
0.038619,
0.032942,
0.011598
],
[
10,
10,
10,
10,
10,
10
],
[
-129012,
-81865,
-68537,
-1548409,
-1210307,
-653241
],
[
2.40268,
3.851846,
1.135197,
1.035571,
1.059689,
1.014144
],
[
60,
30,
30,
60,
30,
30
],
[
20,
9,
11,
20,
9,
11
],
[
40,
21,
19,
40,
21,
19
],
[
33.333333,
30,
36.666667,
33.333333,
30,
36.666667
],
[
4.80536,
8.98764,
1.960794,
2.071143,
2.472608,
1.751703
],
[
667266,
667266,
69762,
875049,
875049,
680584
],
[
-44771,
-38196,
-44771,
-529443,
-529443,
-354266
],
[
77,
59,
95,
77,
59,
95
],
[
178,
144,
206,
178,
144,
206
],
[
27,
23,
31,
27,
23,
31
],
[
4667,
1794,
2873,
4667,
1794,
2873
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165866,
315495,
-242092,
-501861,
-310467,
-389368
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4784,
"evaluation_days": 2392,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1557748800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760109568438,
"expiration_time": 1766297664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 100,
"offset": 146,
"scalar": 4
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 21,
"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) |
|---|