Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1417099.9087 | 42206.6509 | -1459306.5596 | -137734.3997 | 3138010.1317 | -3275744.5314 |
Total P&L (%) | -1417.0999 | 42.2067 | -1459.3066 | -137.7344 | 3138.0101 | -3275.7445 |
Avg Daily Profit (%) | -0.6803 | 0.0203 | -0.7006 | 0 | 0.1671 | 0 |
Buy And Hold Return (%) | 82.0513 | 82.0513 | 82.0513 | 82.0513 | 82.0513 | 82.0513 |
Max Trade Drawdown | -1643862 | -120130 | -1630282 | -4933565 | -604586 | -5996953 |
Profit Factor | 0.4633 | 1.0877 | 0.3241 | 0.9865 | 2.3174 | 0.58 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 155 | 73 | 82 | 106 | 58 | 48 |
Losing Trades | 92 | 51 | 41 | 141 | 66 | 75 |
Profitability (%) | 62.753 | 58.871 | 66.6667 | 42.915 | 46.7742 | 39.0244 |
Ratio Avg Win / Avg Loss | 0.275 | 0.7599 | 0.162 | 1.3122 | 2.637 | 0.9062 |
Largest Winning Trade | 48519 | 48519 | 44434 | 1571753 | 1571753 | 1515503 |
Largest Losing Trade | -1093975 | -58149 | -1093975 | -3368575 | -357264 | -3368575 |
Avg Bars in Trades | 99 | 88 | 110 | 99 | 88 | 110 |
Avg Bars in Winners | 47 | 45 | 49 | 141 | 132 | 153 |
Avg Bars in Losers | 186 | 150 | 232 | 67 | 50 | 83 |
Bars Traded | 24576 | 10993 | 13583 | 24576 | 10993 | 13583 |
Profit Streak | 18.0392 | 18.1225 | 18.0392 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576357 | -455330 | -578280 | -580574 | 384832 | -585273 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579651200000, "first_datapoint_time": 1581256800000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759683383608, "expiration_time": 1766158704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 224, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -1417099.9086946656, 42206.6509483922, -1459306.5596430586, -137734.3997183665, 3138010.131702746, -3275744.531421112 ], [ -1417.099909, 42.206651, -1459.30656, -137.7344, 3138.010132, -3275.744531 ], [ -0.680343, 0.020263, -0.700606, 0, 0.167095, 0 ], [ 82.051282, 82.051282, 82.051282, 82.051282, 82.051282, 82.051282 ], [ -1643862, -120130, -1630282, -4933565, -604586, -5996953 ], [ 0.463313, 1.087672, 0.324096, 0.986472, 2.317383, 0.579988 ], [ 247, 124, 123, 247, 124, 123 ], [ 155, 73, 82, 106, 58, 48 ], [ 92, 51, 41, 141, 66, 75 ], [ 62.753036, 58.870968, 66.666667, 42.91498, 46.774194, 39.02439 ], [ 0.274999, 0.759881, 0.162048, 1.312193, 2.637022, 0.906231 ], [ 48519, 48519, 44434, 1571753, 1571753, 1515503 ], [ -1093975, -58149, -1093975, -3368575, -357264, -3368575 ], [ 99, 88, 110, 99, 88, 110 ], [ 47, 45, 49, 141, 132, 153 ], [ 186, 150, 232, 67, 50, 83 ], [ 24576, 10993, 13583, 24576, 10993, 13583 ], [ 18.039162, 18.122495, 18.039162, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576357, -455330, -578280, -580574, 384832, -585273 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579651200000, "first_datapoint_time": 1581256800000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759683383608, "expiration_time": 1766158704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 224, "offset": 0, "scalar": 1 } } }
# | 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) |
---|