Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867522.6688 | 730988.6164 | 136534.0524 | 1015770.8463 | -2825116.5666 | 3840887.4129 |
Total P&L (%) | 867.5227 | 730.9886 | 136.5341 | 1015.7708 | -2825.1166 | 3840.8874 |
Avg Daily Profit (%) | 0.3626 | 0.3055 | 0.0571 | 0.1009 | 0 | 0.1537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144718 | -146062 | -28013 | -11756910 | -12322685 | -1304262 |
Profit Factor | 1.8039 | 1.7846 | 1.9254 | 1.0339 | 0.8954 | 2.2869 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 65.8009 | 64.3478 | 67.2414 | 65.8009 | 64.3478 | 67.2414 |
Ratio Avg Win / Avg Loss | 0.9375 | 0.9888 | 0.938 | 0.5373 | 0.4961 | 1.1141 |
Largest Winning Trade | 225743 | 225743 | 28354 | 4475912 | 4475912 | 1382482 |
Largest Losing Trade | -73130 | -73130 | -28013 | -3978405 | -3978405 | -825720 |
Avg Bars in Trades | 60 | 118 | 3 | 60 | 118 | 3 |
Avg Bars in Winners | 30 | 58 | 2 | 30 | 58 | 2 |
Avg Bars in Losers | 119 | 227 | 4 | 119 | 227 | 4 |
Bars Traded | 14036 | 13662 | 374 | 14036 | 13662 | 374 |
Profit Streak | 9.9047 | 10.5714 | 9.9047 | 9.9047 | 10.5714 | 9.9047 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519571 | 425086 | -112916 | -238498 | -578516 | 497352 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14357, "evaluation_days": 2392.83, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1554336000000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760276569495, "expiration_time": 1766472624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 60, "offset": 0, "std": 2.36029 } } }
{ "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": [ [ 867522.6688260634, 730988.6164116088, 136534.0524144543, 1015770.8463006064, -2825116.566587432, 3840887.4128880366 ], [ 867.522669, 730.988616, 136.534052, 1015.770846, -2825.116567, 3840.887413 ], [ 0.362551, 0.305491, 0.05706, 0.100857, 0, 0.15366 ], [ 10, 10, 10, 10, 10, 10 ], [ -144718, -146062, -28013, -11756910, -12322685, -1304262 ], [ 1.803858, 1.784611, 1.925401, 1.033861, 0.895419, 2.286911 ], [ 231, 115, 116, 231, 115, 116 ], [ 152, 74, 78, 152, 74, 78 ], [ 79, 41, 38, 79, 41, 38 ], [ 65.800866, 64.347826, 67.241379, 65.800866, 64.347826, 67.241379 ], [ 0.937532, 0.988771, 0.938016, 0.537336, 0.496111, 1.114136 ], [ 225743, 225743, 28354, 4475912, 4475912, 1382482 ], [ -73130, -73130, -28013, -3978405, -3978405, -825720 ], [ 60, 118, 3, 60, 118, 3 ], [ 30, 58, 2, 30, 58, 2 ], [ 119, 227, 4, 119, 227, 4 ], [ 14036, 13662, 374, 14036, 13662, 374 ], [ 9.904739, 10.571406, 9.904739, 9.904739, 10.571406, 9.904739 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 519571, 425086, -112916, -238498, -578516, 497352 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14357, "evaluation_days": 2392.83, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1554336000000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760276569495, "expiration_time": 1766472624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 60, "offset": 0, "std": 2.36029 } } }
# | 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) |
---|