Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1453772.3746 | 1487459.6967 | -33687.3221 | 213263.6429 | 466373.7378 | -253110.095 |
Total P&L (%) | 1453.7724 | 1487.4597 | -33.6873 | 213.2636 | 466.3737 | -253.1101 |
Avg Daily Profit (%) | 0.6978 | 0.714 | -0.0162 | 0.0548 | 0.0833 | 0 |
Buy And Hold Return (%) | 107.7957 | 107.7957 | 107.7957 | 107.7957 | 107.7957 | 107.7957 |
Max Trade Drawdown | -189595 | -174046 | -64770 | -2318967 | -2151263 | -385946 |
Profit Factor | 4.2428 | 5.1777 | 0.6349 | 1.0611 | 1.1622 | 0.5899 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 42.3729 | 37.931 | 46.6667 | 42.3729 | 37.931 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.7702 | 8.4727 | 0.7256 | 1.443 | 1.9017 | 0.6741 |
Largest Winning Trade | 1280223 | 1280223 | 18615 | 2373817 | 2373817 | 188971 |
Largest Losing Trade | -56653 | -56653 | -28315 | -646287 | -646287 | -264589 |
Avg Bars in Trades | 387 | 758 | 29 | 387 | 758 | 29 |
Avg Bars in Winners | 614 | 1344 | 40 | 614 | 1344 | 40 |
Avg Bars in Losers | 220 | 399 | 19 | 220 | 399 | 19 |
Bars Traded | 22858 | 21988 | 870 | 22858 | 21988 | 870 |
Profit Streak | 0 | 180.4949 | 0 | 0 | 180.4949 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162933 | 596818 | -581844 | -462577 | -128535 | -581844 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579420800000, "first_datapoint_time": 1580824800000, "last_datapoint_time": 1759485600000, "evaluation_time": 1759492356234, "expiration_time": 1765965600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 196, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 42, "offset": 0, "std": 1.39671 } } }
{ "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": [ [ 1453772.3746095772, 1487459.6967369635, -33687.3221273866, 213263.6428684804, 466373.7378264213, -253110.0949579409 ], [ 1453.772375, 1487.459697, -33.687322, 213.263643, 466.373738, -253.110095 ], [ 0.697812, 0.713982, -0.01617, 0.054825, 0.083271, 0 ], [ 107.795699, 107.795699, 107.795699, 107.795699, 107.795699, 107.795699 ], [ -189595, -174046, -64770, -2318967, -2151263, -385946 ], [ 4.242822, 5.177745, 0.63487, 1.06105, 1.162153, 0.589869 ], [ 59, 29, 30, 59, 29, 30 ], [ 25, 11, 14, 25, 11, 14 ], [ 34, 18, 16, 34, 18, 16 ], [ 42.372881, 37.931034, 46.666667, 42.372881, 37.931034, 46.666667 ], [ 5.770238, 8.472674, 0.725565, 1.443028, 1.901704, 0.674136 ], [ 1280223, 1280223, 18615, 2373817, 2373817, 188971 ], [ -56653, -56653, -28315, -646287, -646287, -264589 ], [ 387, 758, 29, 387, 758, 29 ], [ 614, 1344, 40, 614, 1344, 40 ], [ 220, 399, 19, 220, 399, 19 ], [ 22858, 21988, 870, 22858, 21988, 870 ], [ 0, 180.494864, 0, 0, 180.494864, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162933, 596818, -581844, -462577, -128535, -581844 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579420800000, "first_datapoint_time": 1580824800000, "last_datapoint_time": 1759485600000, "evaluation_time": 1759492356234, "expiration_time": 1765965600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 196, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 42, "offset": 0, "std": 1.39671 } } }
# | 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) |
---|