| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 620272.128 | 620375.0336 | -102.9056 | 17666.8762 | 19829.2445 | -2162.3683 |
| Total P&L (%) | 620.2721 | 620.375 | -0.1029 | 17.6669 | 19.8292 | -2.1624 |
| Avg Daily Profit (%) | 0.2611 | 0.2611 | 0 | 0.0068 | 0.0076 | -0.0009 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191713 | -171762 | -51247 | -2286778 | -2104594 | -326826 |
| Profit Factor | 2.0648 | 2.5879 | 0.9995 | 1.0051 | 1.0075 | 0.9973 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
| Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
| Profitability (%) | 50.5495 | 55.5556 | 45.6522 | 50.5495 | 55.5556 | 45.6522 |
| Ratio Avg Win / Avg Loss | 2.0199 | 2.0703 | 1.1898 | 0.9833 | 0.806 | 1.1873 |
| Largest Winning Trade | 437114 | 437114 | 62973 | 1081956 | 1081956 | 140116 |
| Largest Losing Trade | -81041 | -81041 | -26838 | -859541 | -859541 | -120474 |
| Avg Bars in Trades | 44 | 82 | 7 | 44 | 82 | 7 |
| Avg Bars in Winners | 39 | 64 | 10 | 39 | 64 | 10 |
| Avg Bars in Losers | 49 | 104 | 5 | 49 | 104 | 5 |
| Bars Traded | 4056 | 3693 | 363 | 4056 | 3693 | 363 |
| 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 | 460759 | 514111 | -580450 | -408374 | -402849 | -580450 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4752,
"evaluation_days": 2376,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1560859200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758838690146,
"expiration_time": 1764873792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 38
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 172,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
620272.1280354196,
620375.0336038292,
-102.9055684096,
17666.8761544198,
19829.2444709404,
-2162.3683165211
],
[
620.272128,
620.375034,
-0.102906,
17.666876,
19.829244,
-2.162368
],
[
0.261057,
0.261101,
-4.3e-5,
0.006847,
0.007614,
-0.00092
],
[
10,
10,
10,
10,
10,
10
],
[
-191713,
-171762,
-51247,
-2286778,
-2104594,
-326826
],
[
2.064788,
2.587885,
0.999464,
1.005115,
1.007468,
0.997293
],
[
91,
45,
46,
91,
45,
46
],
[
46,
25,
21,
46,
25,
21
],
[
45,
20,
25,
45,
20,
25
],
[
50.549451,
55.555556,
45.652174,
50.549451,
55.555556,
45.652174
],
[
2.019901,
2.070308,
1.189838,
0.983265,
0.805974,
1.187253
],
[
437114,
437114,
62973,
1081956,
1081956,
140116
],
[
-81041,
-81041,
-26838,
-859541,
-859541,
-120474
],
[
44,
82,
7,
44,
82,
7
],
[
39,
64,
10,
39,
64,
10
],
[
49,
104,
5,
49,
104,
5
],
[
4056,
3693,
363,
4056,
3693,
363
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
460759,
514111,
-580450,
-408374,
-402849,
-580450
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4752,
"evaluation_days": 2376,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1560859200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758838690146,
"expiration_time": 1764873792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 38
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 172,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|