Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852831.328 | 682159.2618 | 170672.0661 | 1471147.8155 | -1005844.5756 | 2476992.3911 |
Total P&L (%) | 852.8313 | 682.1593 | 170.6721 | 1471.1478 | -1005.8446 | 2476.9924 |
Avg Daily Profit (%) | 0.3562 | 0.2849 | 0.0713 | 0.1151 | 0 | 0.1358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152088 | -126712 | -190840 | -7773674 | -6695365 | -2447883 |
Profit Factor | 1.4929 | 1.764 | 1.2038 | 1.0423 | 0.9484 | 1.1622 |
Total Trades | 417 | 209 | 208 | 417 | 209 | 208 |
Winning Trades | 150 | 64 | 86 | 150 | 64 | 86 |
Losing Trades | 267 | 145 | 122 | 267 | 145 | 122 |
Profitability (%) | 35.9712 | 30.622 | 41.3462 | 35.9712 | 30.622 | 41.3462 |
Ratio Avg Win / Avg Loss | 2.6574 | 3.9966 | 1.7078 | 1.8553 | 2.1488 | 1.6488 |
Largest Winning Trade | 309816 | 309816 | 58089 | 3261333 | 3261333 | 1422445 |
Largest Losing Trade | -31176 | -31176 | -24970 | -911310 | -829138 | -911310 |
Avg Bars in Trades | 17 | 18 | 15 | 17 | 18 | 15 |
Avg Bars in Winners | 31 | 37 | 26 | 31 | 37 | 26 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 7105 | 3779 | 3326 | 7105 | 3779 | 3326 |
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 | 314945 | 193992 | -99710 | -214787 | -584719 | -54838 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7183, "evaluation_days": 2394.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1554076800000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760319528829, "expiration_time": 1766519712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } } }
{ "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": [ [ 852831.3279527874, 682159.2618110551, 170672.066141733, 1471147.8155179308, -1005844.5756286785, 2476992.3911466016 ], [ 852.831328, 682.159262, 170.672066, 1471.147816, -1005.844576, 2476.992391 ], [ 0.356188, 0.284906, 0.071282, 0.115104, 0, 0.135796 ], [ 10, 10, 10, 10, 10, 10 ], [ -152088, -126712, -190840, -7773674, -6695365, -2447883 ], [ 1.49294, 1.764028, 1.203849, 1.042313, 0.948419, 1.162237 ], [ 417, 209, 208, 417, 209, 208 ], [ 150, 64, 86, 150, 64, 86 ], [ 267, 145, 122, 267, 145, 122 ], [ 35.971223, 30.62201, 41.346154, 35.971223, 30.62201, 41.346154 ], [ 2.657432, 3.996625, 1.707786, 1.855317, 2.148763, 1.648754 ], [ 309816, 309816, 58089, 3261333, 3261333, 1422445 ], [ -31176, -31176, -24970, -911310, -829138, -911310 ], [ 17, 18, 15, 17, 18, 15 ], [ 31, 37, 26, 31, 37, 26 ], [ 9, 9, 8, 9, 9, 8 ], [ 7105, 3779, 3326, 7105, 3779, 3326 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314945, 193992, -99710, -214787, -584719, -54838 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7183, "evaluation_days": 2394.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1554076800000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760319528829, "expiration_time": 1766519712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } } }
# | 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) |
---|