| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 471222.5131 | 541892.0303 | -70669.5171 | -47298.3298 | 54265.7778 | -101564.1077 |
| Total P&L (%) | 471.2225 | 541.892 | -70.6695 | -47.2983 | 54.2658 | -101.5641 |
| Avg Daily Profit (%) | 0.2263 | 0.2602 | -0.0339 | -0.0308 | 0.0208 | 0 |
| Buy And Hold Return (%) | 119.3939 | 119.3939 | 119.3939 | 119.3939 | 119.3939 | 119.3939 |
| Max Trade Drawdown | -295084 | -141996 | -231683 | -1806681 | -1484172 | -578054 |
| Profit Factor | 1.1413 | 1.3311 | 0.9584 | 0.9945 | 1.0113 | 0.9735 |
| Total Trades | 1115 | 557 | 558 | 1115 | 557 | 558 |
| Winning Trades | 607 | 308 | 299 | 607 | 308 | 299 |
| Losing Trades | 508 | 249 | 259 | 508 | 249 | 259 |
| Profitability (%) | 54.4395 | 55.2962 | 53.5842 | 54.4395 | 55.2962 | 53.5842 |
| Ratio Avg Win / Avg Loss | 0.9552 | 1.0761 | 0.8302 | 0.8323 | 0.8175 | 0.8433 |
| Largest Winning Trade | 69196 | 69196 | 36444 | 324524 | 324524 | 171919 |
| Largest Losing Trade | -49019 | -49019 | -40738 | -336645 | -336645 | -245364 |
| Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
| Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
| Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
| Bars Traded | 24798 | 12512 | 12286 | 24798 | 12512 | 12286 |
| Profit Streak | 4.3144 | 0 | 5.4811 | 4.3144 | 0 | 5.4811 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -54254 | 374469 | -576968 | -573867 | -537319 | -576968 |
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579708800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758871966561,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 3,
"offset": 0,
"multiplier": 2.68665
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 137,
"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": [
[
471222.5131432749,
541892.0302825139,
-70669.5171392382,
-47298.3298110054,
54265.7778397837,
-101564.1076507889
],
[
471.222513,
541.89203,
-70.669517,
-47.29833,
54.265778,
-101.564108
],
[
0.226277,
0.260212,
-0.033935,
-0.030753,
0.020819,
0
],
[
119.393939,
119.393939,
119.393939,
119.393939,
119.393939,
119.393939
],
[
-295084,
-141996,
-231683,
-1806681,
-1484172,
-578054
],
[
1.141321,
1.331089,
0.958374,
0.994538,
1.011255,
0.973534
],
[
1115,
557,
558,
1115,
557,
558
],
[
607,
308,
299,
607,
308,
299
],
[
508,
249,
259,
508,
249,
259
],
[
54.439462,
55.29623,
53.584229,
54.439462,
55.29623,
53.584229
],
[
0.955175,
1.076107,
0.830163,
0.832331,
0.81754,
0.843295
],
[
69196,
69196,
36444,
324524,
324524,
171919
],
[
-49019,
-49019,
-40738,
-336645,
-336645,
-245364
],
[
22,
22,
22,
22,
22,
22
],
[
20,
20,
20,
20,
20,
20
],
[
24,
25,
23,
24,
25,
23
],
[
24798,
12512,
12286,
24798,
12512,
12286
],
[
4.314427,
0,
5.481094,
4.314428,
0,
5.481094
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-54254,
374469,
-576968,
-573867,
-537319,
-576968
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579708800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758871966561,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 3,
"offset": 0,
"multiplier": 2.68665
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 137,
"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) |
|---|