Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527301.5372 | 613702.0514 | -86400.5142 | -88685.5861 | -61374.6512 | -27310.9348 |
Total P&L (%) | 527.3015 | 613.7021 | -86.4005 | -88.6856 | -61.3747 | -27.3109 |
Avg Daily Profit (%) | 0.2205 | 0.2567 | -0.0361 | -0.0911 | -0.0398 | -0.0133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230320 | -169111 | -79749 | -469099 | -411403 | -58671 |
Profit Factor | 1.7328 | 2.2576 | 0.6269 | 0.8873 | 0.8982 | 0.8513 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 57.1429 | 58.0645 | 56.25 | 57.1429 | 58.0645 | 56.25 |
Ratio Avg Win / Avg Loss | 1.2996 | 1.6305 | 0.4876 | 0.6655 | 0.6487 | 0.6621 |
Largest Winning Trade | 358173 | 358173 | 20418 | 184018 | 184018 | 43766 |
Largest Losing Trade | -73097 | -73097 | -47513 | -288171 | -288171 | -58671 |
Avg Bars in Trades | 107 | 203 | 14 | 107 | 203 | 14 |
Avg Bars in Winners | 76 | 145 | 8 | 76 | 145 | 8 |
Avg Bars in Losers | 148 | 284 | 22 | 148 | 284 | 22 |
Bars Traded | 6779 | 6319 | 460 | 6779 | 6319 | 460 |
Profit Streak | 78.8124 | 0 | 303.1458 | 78.8124 | 0 | 303.1458 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139129 | 497694 | -578333 | -730294 | -579772 | -578333 |
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{ "first_band": { "type": "kcl", "factors": { "length": 22, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 3 } } }
{ "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": [ [ 527301.5371722898, 613702.0514179292, -86400.5142456389, -88685.5860631882, -61374.651224587, -27310.9348386012 ], [ 527.301537, 613.702051, -86.400514, -88.685586, -61.374651, -27.310935 ], [ 0.220536, 0.256672, -0.036136, -0.091096, -0.039777, -0.01334 ], [ 10, 10, 10, 10, 10, 10 ], [ -230320, -169111, -79749, -469099, -411403, -58671 ], [ 1.732774, 2.257579, 0.62693, 0.887284, 0.898238, 0.851316 ], [ 63, 31, 32, 63, 31, 32 ], [ 36, 18, 18, 36, 18, 18 ], [ 27, 13, 14, 27, 13, 14 ], [ 57.142857, 58.064516, 56.25, 57.142857, 58.064516, 56.25 ], [ 1.299581, 1.630474, 0.487612, 0.665463, 0.648727, 0.662135 ], [ 358173, 358173, 20418, 184018, 184018, 43766 ], [ -73097, -73097, -47513, -288171, -288171, -58671 ], [ 107, 203, 14, 107, 203, 14 ], [ 76, 145, 8, 76, 145, 8 ], [ 148, 284, 22, 148, 284, 22 ], [ 6779, 6319, 460, 6779, 6319, 460 ], [ 78.812426, 0, 303.145759, 78.812426, 0, 303.14576 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139129, 497694, -578333, -730294, -579772, -578333 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7173, "evaluation_days": 2391, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1554076800000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760038193623, "expiration_time": 1766223072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 22, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 3 } } }
# | 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) |
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