Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840059.8404 | 688856.976 | 151202.8644 | 1589014.5694 | -4174944.446 | 5763959.0154 |
Total P&L (%) | 840.0598 | 688.857 | 151.2029 | 1589.0146 | -4174.9444 | 5763.959 |
Avg Daily Profit (%) | 0.3531 | 0.2896 | 0.0636 | 0.1189 | 0 | 0.1713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97703 | -118613 | -37899 | -14297925 | -14967596 | -1082116 |
Profit Factor | 2.0011 | 1.998 | 2.0155 | 1.0435 | 0.876 | 2.9898 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 101 | 57 | 44 | 101 | 57 | 44 |
Losing Trades | 62 | 24 | 38 | 62 | 24 | 38 |
Profitability (%) | 61.9632 | 70.3704 | 53.6585 | 61.9632 | 70.3704 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.2284 | 0.8412 | 1.7407 | 0.6405 | 0.3688 | 2.5821 |
Largest Winning Trade | 266914 | 266914 | 25544 | 4810737 | 4810737 | 1830408 |
Largest Losing Trade | -73380 | -73380 | -20196 | -7277225 | -7277225 | -1082116 |
Avg Bars in Trades | 82 | 159 | 6 | 82 | 159 | 6 |
Avg Bars in Winners | 45 | 75 | 6 | 45 | 75 | 6 |
Avg Bars in Losers | 143 | 358 | 6 | 143 | 358 | 6 |
Bars Traded | 13497 | 12938 | 559 | 13497 | 12938 | 559 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519925 | 28151 | -107939 | -205858 | -589817 | 352679 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14274, "evaluation_days": 2379, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1554912000000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082797491, "expiration_time": 1765241568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 243, "offset": 0, "std": 3.37915 } } }
{ "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": [ [ 840059.8404407887, 688856.976001032, 151202.8644397569, 1589014.5694148587, -4174944.445994585, 5763959.01540944 ], [ 840.05984, 688.856976, 151.202864, 1589.014569, -4174.944446, 5763.959015 ], [ 0.353115, 0.289557, 0.063557, 0.118891, 0, 0.171286 ], [ 10, 10, 10, 10, 10, 10 ], [ -97703, -118613, -37899, -14297925, -14967596, -1082116 ], [ 2.001085, 1.997966, 2.015547, 1.043454, 0.876008, 2.989817 ], [ 163, 81, 82, 163, 81, 82 ], [ 101, 57, 44, 101, 57, 44 ], [ 62, 24, 38, 62, 24, 38 ], [ 61.96319, 70.37037, 53.658537, 61.96319, 70.37037, 53.658537 ], [ 1.228389, 0.841249, 1.7407, 0.640536, 0.368845, 2.582114 ], [ 266914, 266914, 25544, 4810737, 4810737, 1830408 ], [ -73380, -73380, -20196, -7277225, -7277225, -1082116 ], [ 82, 159, 6, 82, 159, 6 ], [ 45, 75, 6, 45, 75, 6 ], [ 143, 358, 6, 143, 358, 6 ], [ 13497, 12938, 559, 13497, 12938, 559 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 519925, 28151, -107939, -205858, -589817, 352679 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14274, "evaluation_days": 2379, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1554912000000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082797491, "expiration_time": 1765241568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 243, "offset": 0, "std": 3.37915 } } }
# | 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) |
---|