Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577934.2645 | 546328.2299 | 31606.0346 | 86626.0078 | 228191.0214 | -141565.0136 |
Total P&L (%) | 577.9343 | 546.3282 | 31.606 | 86.626 | 228.191 | -141.565 |
Avg Daily Profit (%) | 0.2774 | 0.2622 | 0.0152 | 0.03 | 0.0571 | 0 |
Buy And Hold Return (%) | 106.6845 | 106.6845 | 106.6845 | 106.6845 | 106.6845 | 106.6845 |
Max Trade Drawdown | -105055 | -83352 | -200244 | -359155 | -256594 | -375197 |
Profit Factor | 1.4519 | 2.0525 | 1.0416 | 1.0347 | 1.2141 | 0.901 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Losing Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Profitability (%) | 59.0308 | 60.5263 | 57.5221 | 59.0308 | 60.5263 | 57.5221 |
Ratio Avg Win / Avg Loss | 1.0077 | 1.3386 | 0.7692 | 0.7181 | 0.7918 | 0.6653 |
Largest Winning Trade | 116429 | 116429 | 53482 | 126066 | 126066 | 79511 |
Largest Losing Trade | -68689 | -44784 | -68689 | -172701 | -153161 | -172701 |
Avg Bars in Trades | 108 | 92 | 124 | 108 | 92 | 124 |
Avg Bars in Winners | 87 | 68 | 108 | 87 | 68 | 108 |
Avg Bars in Losers | 138 | 129 | 145 | 138 | 129 | 145 |
Bars Traded | 24602 | 10524 | 14078 | 24602 | 10524 | 14078 |
Profit Streak | 24.9948 | 24.9948 | 37.5781 | 24.9948 | 24.9948 | 37.5781 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450692 | 440842 | -513081 | -498784 | -122656 | -579067 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579420800000, "first_datapoint_time": 1580976000000, "last_datapoint_time": 1759485600000, "evaluation_time": 1759492351141, "expiration_time": 1765965600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 52, "offset": 0, "std": 2.13672 } }, "second_band": { "type": "dema", "factors": { "length": 217, "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": [ [ 577934.2644908446, 546328.2298699948, 31606.0346208497, 86626.0078403914, 228191.0214489562, -141565.0136085651 ], [ 577.934264, 546.32823, 31.606035, 86.626008, 228.191021, -141.565014 ], [ 0.277409, 0.262238, 0.015171, 0.029953, 0.057061, 0 ], [ 106.684492, 106.684492, 106.684492, 106.684492, 106.684492, 106.684492 ], [ -105055, -83352, -200244, -359155, -256594, -375197 ], [ 1.451907, 2.052475, 1.041598, 1.034721, 1.214143, 0.900957 ], [ 227, 114, 113, 227, 114, 113 ], [ 134, 69, 65, 134, 69, 65 ], [ 93, 45, 48, 93, 45, 48 ], [ 59.030837, 60.526316, 57.522124, 59.030837, 60.526316, 57.522124 ], [ 1.007667, 1.338571, 0.76918, 0.718127, 0.791832, 0.665322 ], [ 116429, 116429, 53482, 126066, 126066, 79511 ], [ -68689, -44784, -68689, -172701, -153161, -172701 ], [ 108, 92, 124, 108, 92, 124 ], [ 87, 68, 108, 87, 68, 108 ], [ 138, 129, 145, 138, 129, 145 ], [ 24602, 10524, 14078, 24602, 10524, 14078 ], [ 24.994805, 24.994805, 37.578138, 24.994805, 24.994805, 37.578138 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 450692, 440842, -513081, -498784, -122656, -579067 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579420800000, "first_datapoint_time": 1580976000000, "last_datapoint_time": 1759485600000, "evaluation_time": 1759492351141, "expiration_time": 1765965600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 52, "offset": 0, "std": 2.13672 } }, "second_band": { "type": "dema", "factors": { "length": 217, "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) |
---|