| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 753420.9358 | 859985.8138 | -106564.878 | -94065.4228 | 236167.9018 | -330233.3247 |
| Total P&L (%) | 753.4209 | 859.9858 | -106.5649 | -94.0654 | 236.1679 | -330.2333 |
| Avg Daily Profit (%) | 0.3169 | 0.3617 | -0.0448 | -0.1187 | 0.051 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -270423 | -199059 | -188148 | -526483 | -308572 | -424167 |
| Profit Factor | 1.6388 | 2.1902 | 0.7668 | 0.9303 | 1.3302 | 0.4792 |
| Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
| Losing Trades | 87 | 50 | 37 | 87 | 50 | 37 |
| Profitability (%) | 41.6107 | 33.3333 | 50 | 41.6107 | 33.3333 | 50 |
| Ratio Avg Win / Avg Loss | 2.2996 | 4.3804 | 0.7668 | 1.3054 | 2.6604 | 0.4792 |
| Largest Winning Trade | 646077 | 646077 | 51108 | 461055 | 461055 | 48572 |
| Largest Losing Trade | -55060 | -45100 | -55060 | -293154 | -157872 | -293154 |
| Avg Bars in Trades | 46 | 71 | 21 | 46 | 71 | 21 |
| Avg Bars in Winners | 58 | 106 | 26 | 58 | 106 | 26 |
| Avg Bars in Losers | 38 | 54 | 16 | 38 | 54 | 16 |
| Bars Traded | 6975 | 5392 | 1583 | 6975 | 5392 | 1583 |
| 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 | 333772 | -49852 | -644958 | -581979 | -186858 | -644958 |
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7133,
"evaluation_days": 2377.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556611200000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758887890602,
"expiration_time": 1765036512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 110,
"offset": 0,
"std": 1.14064
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
753420.9358037842,
859985.8138005685,
-106564.8779967845,
-94065.4228484507,
236167.9018162284,
-330233.3246646792
],
[
753.420936,
859.985814,
-106.564878,
-94.065423,
236.167902,
-330.233325
],
[
0.316874,
0.361693,
-0.044819,
-0.118717,
0.051006,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-270423,
-199059,
-188148,
-526483,
-308572,
-424167
],
[
1.638778,
2.190194,
0.766772,
0.930288,
1.330208,
0.47923
],
[
149,
75,
74,
149,
75,
74
],
[
62,
25,
37,
62,
25,
37
],
[
87,
50,
37,
87,
50,
37
],
[
41.610738,
33.333333,
50,
41.610738,
33.333333,
50
],
[
2.299576,
4.380388,
0.766772,
1.305403,
2.660417,
0.47923
],
[
646077,
646077,
51108,
461055,
461055,
48572
],
[
-55060,
-45100,
-55060,
-293154,
-157872,
-293154
],
[
46,
71,
21,
46,
71,
21
],
[
58,
106,
26,
58,
106,
26
],
[
38,
54,
16,
38,
54,
16
],
[
6975,
5392,
1583,
6975,
5392,
1583
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333772,
-49852,
-644958,
-581979,
-186858,
-644958
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7133,
"evaluation_days": 2377.67,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1556611200000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758887890602,
"expiration_time": 1765036512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 110,
"offset": 0,
"std": 1.14064
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|