| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 316134.3097 | 453048.022 | -136913.7123 | -90221.9916 | 527424.0571 | -617646.0488 |
| Total P&L (%) | 316.1343 | 453.048 | -136.9137 | -90.222 | 527.4241 | -617.646 |
| Avg Daily Profit (%) | 0.1517 | 0.2175 | -0.0657 | -0.1115 | 0.0882 | 0 |
| Buy And Hold Return (%) | 117.9878 | 117.9878 | 117.9878 | 117.9878 | 117.9878 | 117.9878 |
| Max Trade Drawdown | -269805 | -134476 | -234008 | -751121 | -268917 | -719067 |
| Profit Factor | 1.0809 | 1.254 | 0.9356 | 0.9815 | 1.2506 | 0.7777 |
| Total Trades | 1428 | 714 | 714 | 1428 | 714 | 714 |
| Winning Trades | 729 | 360 | 369 | 729 | 360 | 369 |
| Losing Trades | 699 | 354 | 345 | 699 | 354 | 345 |
| Profitability (%) | 51.0504 | 50.4202 | 51.6807 | 51.0504 | 50.4202 | 51.6807 |
| Ratio Avg Win / Avg Loss | 1.0364 | 1.2331 | 0.8747 | 0.9411 | 1.2298 | 0.7271 |
| Largest Winning Trade | 50134 | 45431 | 50134 | 184040 | 184040 | 75713 |
| Largest Losing Trade | -79609 | -24595 | -79609 | -421347 | -129661 | -421347 |
| Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
| Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
| Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
| Bars Traded | 24855 | 11658 | 13197 | 24855 | 11658 | 13197 |
| 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 | -120416 | 313730 | -577108 | -573440 | -73319 | -577108 |
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579053600000,
"first_datapoint_time": 1579543200000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759125738017,
"expiration_time": 1765598400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 34,
"offset": 0,
"multiplier": 2.68523
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 69,
"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": [
[
316134.3096900888,
453048.0220338951,
-136913.7123438065,
-90221.9916198609,
527424.0571419116,
-617646.0487617727
],
[
316.13431,
453.048022,
-136.913712,
-90.221992,
527.424057,
-617.646049
],
[
0.151745,
0.217463,
-0.065719,
-0.11154,
0.088189,
0
],
[
117.987805,
117.987805,
117.987805,
117.987805,
117.987805,
117.987805
],
[
-269805,
-134476,
-234008,
-751121,
-268917,
-719067
],
[
1.080874,
1.253975,
0.935575,
0.981523,
1.250643,
0.777711
],
[
1428,
714,
714,
1428,
714,
714
],
[
729,
360,
369,
729,
360,
369
],
[
699,
354,
345,
699,
354,
345
],
[
51.05042,
50.420168,
51.680672,
51.05042,
50.420168,
51.680672
],
[
1.036393,
1.233076,
0.874725,
0.941131,
1.229799,
0.727128
],
[
50134,
45431,
50134,
184040,
184040,
75713
],
[
-79609,
-24595,
-79609,
-421347,
-129661,
-421347
],
[
17,
16,
18,
17,
16,
18
],
[
17,
16,
18,
17,
16,
18
],
[
17,
16,
17,
17,
16,
17
],
[
24855,
11658,
13197,
24855,
11658,
13197
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-120416,
313730,
-577108,
-573440,
-73319,
-577108
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579053600000,
"first_datapoint_time": 1579543200000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759125738017,
"expiration_time": 1765598400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 34,
"offset": 0,
"multiplier": 2.68523
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 69,
"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) |
|---|