Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1692057.8952 | 1727504.6472 | -35446.7519 | 8486.3537 | 488966.8299 | -480480.4762 |
Total P&L (%) | 1692.0579 | 1727.5046 | -35.4468 | 8.4864 | 488.9668 | -480.4805 |
Avg Daily Profit (%) | 0.8123 | 0.8293 | -0.017 | 0.0039 | 0.0852 | 0 |
Buy And Hold Return (%) | 98.8732 | 98.8732 | 98.8732 | 98.8732 | 98.8732 | 98.8732 |
Max Trade Drawdown | -217148 | -175948 | -81523 | -4359277 | -3786891 | -654948 |
Profit Factor | 2.3612 | 2.9975 | 0.9063 | 1.0008 | 1.0639 | 0.8119 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Losing Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Profitability (%) | 51.2111 | 50.6944 | 51.7241 | 51.2111 | 50.6944 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.2495 | 2.9153 | 0.8459 | 0.9535 | 1.0347 | 0.7578 |
Largest Winning Trade | 1380906 | 1380906 | 18221 | 3574120 | 3574120 | 215133 |
Largest Losing Trade | -64011 | -64011 | -38894 | -1473423 | -1473423 | -421474 |
Avg Bars in Trades | 83 | 148 | 19 | 83 | 148 | 19 |
Avg Bars in Winners | 94 | 171 | 19 | 94 | 171 | 19 |
Avg Bars in Losers | 72 | 125 | 19 | 72 | 125 | 19 |
Bars Traded | 24216 | 21401 | 2815 | 24216 | 21401 | 2815 |
Profit Streak | 0 | 96.8325 | 0 | 0 | 96.8325 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 696331 | 712531 | -580446 | -572980 | -230050 | -580446 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24996, "evaluation_days": 2083, "actual_first_datapoint_time": 1579197600000, "first_datapoint_time": 1580745600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759240725923, "expiration_time": 1765712563200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 153, "offset": 0, "std": 2.47516 } }, "second_band": { "type": "tema", "factors": { "length": 216, "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": [ [ 1692057.8952470163, 1727504.6471716424, -35446.7519246253, 8486.3536849998, 488966.8298709152, -480480.4761859148 ], [ 1692.057895, 1727.504647, -35.446752, 8.486354, 488.96683, -480.480476 ], [ 0.812318, 0.829335, -0.017017, 0.003911, 0.085163, 0 ], [ 98.873239, 98.873239, 98.873239, 98.873239, 98.873239, 98.873239 ], [ -217148, -175948, -81523, -4359277, -3786891, -654948 ], [ 2.361227, 2.997458, 0.906272, 1.000831, 1.063853, 0.811909 ], [ 289, 144, 145, 289, 144, 145 ], [ 148, 73, 75, 148, 73, 75 ], [ 141, 71, 70, 141, 71, 70 ], [ 51.211073, 50.694444, 51.724138, 51.211073, 50.694444, 51.724138 ], [ 2.249547, 2.915336, 0.845854, 0.953494, 1.034706, 0.757782 ], [ 1380906, 1380906, 18221, 3574120, 3574120, 215133 ], [ -64011, -64011, -38894, -1473423, -1473423, -421474 ], [ 83, 148, 19, 83, 148, 19 ], [ 94, 171, 19, 94, 171, 19 ], [ 72, 125, 19, 72, 125, 19 ], [ 24216, 21401, 2815, 24216, 21401, 2815 ], [ 0, 96.832476, 0, 0, 96.832476, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 696331, 712531, -580446, -572980, -230050, -580446 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24996, "evaluation_days": 2083, "actual_first_datapoint_time": 1579197600000, "first_datapoint_time": 1580745600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759240725923, "expiration_time": 1765712563200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 153, "offset": 0, "std": 2.47516 } }, "second_band": { "type": "tema", "factors": { "length": 216, "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) |
---|