Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1212336.0291 | 901803.7114 | 310532.3177 | 45864265.1875 | -18275352.8443 | 64139618.0318 |
Total P&L (%) | 1212.336 | 901.8037 | 310.5323 | 45864.2652 | -18275.3528 | 64139.618 |
Avg Daily Profit (%) | 0.5074 | 0.3774 | 0.13 | 0.2569 | 0 | 0.2709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107528 | -96541 | -90074 | -75515666 | -90942856 | -57761627 |
Profit Factor | 2.8296 | 3.3066 | 2.1431 | 1.138 | 0.9064 | 1.4681 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 51.5789 | 45.8333 | 57.4468 | 51.5789 | 45.8333 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.6564 | 3.9078 | 1.5875 | 1.0684 | 1.0712 | 1.0875 |
Largest Winning Trade | 235744 | 235744 | 67666 | 38894394 | 38894394 | 34581883 |
Largest Losing Trade | -38335 | -38335 | -35085 | -36684160 | -36684160 | -25376057 |
Avg Bars in Trades | 95 | 65 | 126 | 95 | 65 | 126 |
Avg Bars in Winners | 123 | 76 | 162 | 123 | 76 | 162 |
Avg Bars in Losers | 65 | 56 | 77 | 65 | 56 | 77 |
Bars Traded | 9090 | 3144 | 5946 | 9090 | 3144 | 5946 |
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 | 594860 | 516387 | -14407 | -59705 | -580642 | 388858 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9558, "evaluation_days": 2389.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557424800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759947173667, "expiration_time": 1766118384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 165, "offset": 0, "std": 3.49432 } } }
{ "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": [ [ 1212336.029110543, 901803.7114135522, 310532.3176969913, 45864265.187514946, -18275352.844260097, 64139618.03177505 ], [ 1212.336029, 901.803711, 310.532318, 45864.265188, -18275.352844, 64139.618032 ], [ 0.50736, 0.377403, 0.129957, 0.256887, 0, 0.270934 ], [ 10, 10, 10, 10, 10, 10 ], [ -107528, -96541, -90074, -75515666, -90942856, -57761627 ], [ 2.829617, 3.306605, 2.143127, 1.138036, 0.906396, 1.468103 ], [ 95, 48, 47, 95, 48, 47 ], [ 49, 22, 27, 49, 22, 27 ], [ 46, 26, 20, 46, 26, 20 ], [ 51.578947, 45.833333, 57.446809, 51.578947, 45.833333, 57.446809 ], [ 2.656375, 3.907806, 1.587501, 1.068361, 1.071196, 1.087484 ], [ 235744, 235744, 67666, 38894394, 38894394, 34581883 ], [ -38335, -38335, -35085, -36684160, -36684160, -25376057 ], [ 95, 65, 126, 95, 65, 126 ], [ 123, 76, 162, 123, 76, 162 ], [ 65, 56, 77, 65, 56, 77 ], [ 9090, 3144, 5946, 9090, 3144, 5946 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 594860, 516387, -14407, -59705, -580642, 388858 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9558, "evaluation_days": 2389.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557424800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759947173667, "expiration_time": 1766118384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 165, "offset": 0, "std": 3.49432 } } }
# | 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) |
---|