| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 283656.4455 | 402958.3765 | -119301.9309 | -97312.6979 | -61531.8267 | -35780.8712 |
| Total P&L (%) | 283.6564 | 402.9584 | -119.3019 | -97.3127 | -61.5318 | -35.7809 |
| Avg Daily Profit (%) | 0.119 | 0.1691 | -0.0501 | -0.1516 | -0.0401 | -0.0186 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -309309 | -137872 | -318533 | -122067 | -103193 | -47189 |
| Profit Factor | 1.1755 | 1.5284 | 0.8603 | 0.5298 | 0.5362 | 0.5184 |
| Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
| Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
| Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
| Profitability (%) | 55.4545 | 53.6364 | 57.2727 | 55.4545 | 53.6364 | 57.2727 |
| Ratio Avg Win / Avg Loss | 0.9442 | 1.3212 | 0.6418 | 0.4256 | 0.4635 | 0.3867 |
| Largest Winning Trade | 133166 | 133166 | 44282 | 22723 | 22723 | 8651 |
| Largest Losing Trade | -64070 | -55067 | -64070 | -65138 | -65138 | -17001 |
| Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
| Avg Bars in Winners | 22 | 25 | 19 | 22 | 25 | 19 |
| Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
| Bars Traded | 4682 | 2553 | 2129 | 4682 | 2553 | 2129 |
| Profit Streak | 28.1005 | 30.6005 | 28.1005 | 28.1005 | 30.6005 | 28.1005 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -60168 | 355113 | -579278 | -577631 | -579750 | -579278 |
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4767,
"evaluation_days": 2383.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555934400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759371882594,
"expiration_time": 1765541232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 32,
"offset": 0,
"std": 2.71867
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 58,
"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": [
[
283656.4455440118,
402958.3764900155,
-119301.9309460038,
-97312.6978535195,
-61531.8266885507,
-35780.8711649689
],
[
283.656446,
402.958376,
-119.301931,
-97.312698,
-61.531827,
-35.780871
],
[
0.119008,
0.169062,
-0.050053,
-0.151621,
-0.040073,
-0.018579
],
[
10,
10,
10,
10,
10,
10
],
[
-309309,
-137872,
-318533,
-122067,
-103193,
-47189
],
[
1.175462,
1.528426,
0.860312,
0.529793,
0.536185,
0.518378
],
[
220,
110,
110,
220,
110,
110
],
[
122,
59,
63,
122,
59,
63
],
[
98,
51,
47,
98,
51,
47
],
[
55.454545,
53.636364,
57.272727,
55.454545,
53.636364,
57.272727
],
[
0.944224,
1.321181,
0.64182,
0.425571,
0.463482,
0.386727
],
[
133166,
133166,
44282,
22723,
22723,
8651
],
[
-64070,
-55067,
-64070,
-65138,
-65138,
-17001
],
[
21,
23,
19,
21,
23,
19
],
[
22,
25,
19,
22,
25,
19
],
[
19,
20,
19,
19,
20,
19
],
[
4682,
2553,
2129,
4682,
2553,
2129
],
[
28.100493,
30.600493,
28.100493,
28.100493,
30.600493,
28.100493
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-60168,
355113,
-579278,
-577631,
-579750,
-579278
]
]
}
{
"trading_pair": "CELR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4767,
"evaluation_days": 2383.5,
"actual_first_datapoint_time": 1553472000000,
"first_datapoint_time": 1555934400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759371882594,
"expiration_time": 1765541232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 32,
"offset": 0,
"std": 2.71867
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 58,
"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) |
|---|