Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428436.8226 | 476075.0748 | -47638.2522 | -53707.9002 | 302389.8123 | -356097.7125 |
Total P&L (%) | 428.4368 | 476.0751 | -47.6383 | -53.7079 | 302.3898 | -356.0977 |
Avg Daily Profit (%) | 0.2057 | 0.2286 | -0.0229 | -0.037 | 0.0669 | 0 |
Buy And Hold Return (%) | 118.0723 | 118.0723 | 118.0723 | 118.0723 | 118.0723 | 118.0723 |
Max Trade Drawdown | -166086 | -141348 | -98110 | -1161699 | -1070061 | -555472 |
Profit Factor | 1.4128 | 1.7774 | 0.8881 | 0.984 | 1.1508 | 0.7352 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Losing Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Profitability (%) | 71.2195 | 75.4902 | 66.9903 | 71.2195 | 75.4902 | 66.9903 |
Ratio Avg Win / Avg Loss | 0.5709 | 0.5771 | 0.4376 | 0.3976 | 0.3736 | 0.3623 |
Largest Winning Trade | 60172 | 60172 | 18552 | 240162 | 240162 | 176113 |
Largest Losing Trade | -70374 | -68474 | -70374 | -447391 | -447391 | -315837 |
Avg Bars in Trades | 118 | 198 | 38 | 118 | 198 | 38 |
Avg Bars in Winners | 53 | 81 | 21 | 53 | 81 | 21 |
Avg Bars in Losers | 279 | 559 | 73 | 279 | 559 | 73 |
Bars Traded | 24238 | 20263 | 3974 | 24238 | 20263 | 3974 |
Profit Streak | 38.1347 | 0 | 147.9681 | 38.1347 | 0 | 147.9681 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309357 | 344319 | -577103 | -576408 | -160120 | -577103 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580234400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758798840409, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 210, "offset": 243, "scalar": 4 } } }
{ "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": [ [ 428436.8225983096, 476075.0748115844, -47638.2522132749, -53707.9001754757, 302389.8122954545, -356097.7124709305 ], [ 428.436823, 476.075075, -47.638252, -53.7079, 302.389812, -356.097712 ], [ 0.205732, 0.228607, -0.022876, -0.036978, 0.066877, 0 ], [ 118.072289, 118.072289, 118.072289, 118.072289, 118.072289, 118.072289 ], [ -166086, -141348, -98110, -1161699, -1070061, -555472 ], [ 1.41276, 1.777399, 0.888064, 0.983967, 1.150829, 0.73522 ], [ 205, 102, 103, 205, 102, 103 ], [ 146, 77, 69, 146, 77, 69 ], [ 59, 25, 34, 59, 25, 34 ], [ 71.219512, 75.490196, 66.990291, 71.219512, 75.490196, 66.990291 ], [ 0.57091, 0.577078, 0.437597, 0.39763, 0.373646, 0.362282 ], [ 60172, 60172, 18552, 240162, 240162, 176113 ], [ -70374, -68474, -70374, -447391, -447391, -315837 ], [ 118, 198, 38, 118, 198, 38 ], [ 53, 81, 21, 53, 81, 21 ], [ 279, 559, 73, 279, 559, 73 ], [ 24238, 20263, 3974, 24238, 20263, 3974 ], [ 38.134727, 0, 147.96806, 38.134727, 0, 147.96806 ], [ 1, 0, 7, 1, 0, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309357, 344319, -577103, -576408, -160120, -577103 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580234400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758798840409, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 210, "offset": 243, "scalar": 4 } } }
# | 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) |
---|