Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823026.413 | 841528.029 | -18501.6159 | 38356.927 | 194468.0346 | -156111.1076 |
Total P&L (%) | 823.0264 | 841.528 | -18.5016 | 38.3569 | 194.468 | -156.1111 |
Avg Daily Profit (%) | 0.3951 | 0.4039 | -0.0089 | 0.0156 | 0.0519 | 0 |
Buy And Hold Return (%) | 136.5854 | 136.5854 | 136.5854 | 136.5854 | 136.5854 | 136.5854 |
Max Trade Drawdown | -151156 | -150169 | -21260 | -1478835 | -1331490 | -168172 |
Profit Factor | 2.7231 | 2.9073 | 0.492 | 1.013 | 1.0709 | 0.2564 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 38.6667 | 40.5405 | 36.8421 | 38.6667 | 40.5405 | 36.8421 |
Ratio Avg Win / Avg Loss | 4.3194 | 4.264 | 0.8434 | 1.6068 | 1.5706 | 0.4395 |
Largest Winning Trade | 807310 | 807310 | 3044 | 1427240 | 1427240 | 14023 |
Largest Losing Trade | -55100 | -55100 | -6243 | -760750 | -760750 | -100149 |
Avg Bars in Trades | 303 | 613 | 1 | 303 | 613 | 1 |
Avg Bars in Winners | 422 | 814 | 1 | 422 | 814 | 1 |
Avg Bars in Losers | 228 | 476 | 1 | 228 | 476 | 1 |
Bars Traded | 22768 | 22716 | 52 | 22768 | 22716 | 52 |
Profit Streak | 0 | 60.1596 | 0 | 0 | 60.1596 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51433 | 419744 | -585326 | -608618 | -302153 | -585604 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579384800000, "first_datapoint_time": 1579543200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759456185319, "expiration_time": 1765929600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 23, "offset": 0, "std": 1.14636 } }, "second_band": { "type": "alma", "factors": { "length": 18, "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": [ [ 823026.41302963, 841528.0289646768, -18501.6159350467, 38356.9270463664, 194468.0346142641, -156111.1075678981 ], [ 823.026413, 841.528029, -18.501616, 38.356927, 194.468035, -156.111108 ], [ 0.395053, 0.403934, -0.008881, 0.015585, 0.051854, 0 ], [ 136.585366, 136.585366, 136.585366, 136.585366, 136.585366, 136.585366 ], [ -151156, -150169, -21260, -1478835, -1331490, -168172 ], [ 2.723109, 2.907265, 0.491967, 1.012988, 1.070888, 0.25637 ], [ 75, 37, 38, 75, 37, 38 ], [ 29, 15, 14, 29, 15, 14 ], [ 46, 22, 24, 46, 22, 24 ], [ 38.666667, 40.540541, 36.842105, 38.666667, 40.540541, 36.842105 ], [ 4.319414, 4.263989, 0.843372, 1.606809, 1.570635, 0.439491 ], [ 807310, 807310, 3044, 1427240, 1427240, 14023 ], [ -55100, -55100, -6243, -760750, -760750, -100149 ], [ 303, 613, 1, 303, 613, 1 ], [ 422, 814, 1, 422, 814, 1 ], [ 228, 476, 1, 228, 476, 1 ], [ 22768, 22716, 52, 22768, 22716, 52 ], [ 0, 60.159552, 0, 0, 60.159552, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -51433, 419744, -585326, -608618, -302153, -585604 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579384800000, "first_datapoint_time": 1579543200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759456185319, "expiration_time": 1765929600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 23, "offset": 0, "std": 1.14636 } }, "second_band": { "type": "alma", "factors": { "length": 18, "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) |
---|