Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518915.3105 | 1563111.2379 | -44195.9274 | -32914.5543 | 1025776.0819 | -1058690.6362 |
Total P&L (%) | 1518.9153 | 1563.1112 | -44.1959 | -32.9146 | 1025.7761 | -1058.6906 |
Avg Daily Profit (%) | 0.7291 | 0.7503 | -0.0212 | -0.0192 | 0.1163 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238657 | -199253 | -105935 | -4572951 | -2728308 | -2285813 |
Profit Factor | 1.9113 | 2.455 | 0.9254 | 0.9977 | 1.1146 | 0.797 |
Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Winning Trades | 235 | 113 | 122 | 235 | 113 | 122 |
Losing Trades | 279 | 144 | 135 | 279 | 144 | 135 |
Profitability (%) | 45.7198 | 43.9689 | 47.4708 | 45.7198 | 43.9689 | 47.4708 |
Ratio Avg Win / Avg Loss | 2.2692 | 3.1285 | 1.024 | 1.1845 | 1.4203 | 0.8819 |
Largest Winning Trade | 1266275 | 1266275 | 41133 | 2423253 | 2423253 | 428705 |
Largest Losing Trade | -34205 | -34205 | -33865 | -738670 | -738670 | -696838 |
Avg Bars in Trades | 47 | 76 | 19 | 47 | 76 | 19 |
Avg Bars in Winners | 62 | 105 | 23 | 62 | 105 | 23 |
Avg Bars in Losers | 35 | 53 | 15 | 35 | 53 | 15 |
Bars Traded | 24633 | 19711 | 4922 | 24633 | 19711 | 4922 |
Profit Streak | 0 | 0 | 12.4485 | 0 | 0 | 12.4485 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 619569 | 571067 | -577944 | -578089 | -133424 | -579611 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580140800000, "first_datapoint_time": 1581724800000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760208351278, "expiration_time": 1766685600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 4 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1518915.3105420303, 1563111.2379217155, -44195.9273796852, -32914.5542845624, 1025776.0818683403, -1058690.6361529008 ], [ 1518.915311, 1563.111238, -44.195927, -32.914554, 1025.776082, -1058.690636 ], [ 0.729081, 0.750295, -0.021214, -0.01916, 0.116279, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -238657, -199253, -105935, -4572951, -2728308, -2285813 ], [ 1.911296, 2.454998, 0.925403, 0.997677, 1.114555, 0.796955 ], [ 514, 257, 257, 514, 257, 257 ], [ 235, 113, 122, 235, 113, 122 ], [ 279, 144, 135, 279, 144, 135 ], [ 45.719844, 43.968872, 47.470817, 45.719844, 43.968872, 47.470817 ], [ 2.269156, 3.128493, 1.024011, 1.184476, 1.420318, 0.881877 ], [ 1266275, 1266275, 41133, 2423253, 2423253, 428705 ], [ -34205, -34205, -33865, -738670, -738670, -696838 ], [ 47, 76, 19, 47, 76, 19 ], [ 62, 105, 23, 62, 105, 23 ], [ 35, 53, 15, 35, 53, 15 ], [ 24633, 19711, 4922, 24633, 19711, 4922 ], [ 0, 0, 12.44851, 0, 0, 12.44851 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 619569, 571067, -577944, -578089, -133424, -579611 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580140800000, "first_datapoint_time": 1581724800000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760208351278, "expiration_time": 1766685600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 4 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|