Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307872.0849 | 1199269.1987 | 108602.8862 | 703718.5535 | -1640629.1917 | 2344347.7452 |
Total P&L (%) | 1307.8721 | 1199.2692 | 108.6029 | 703.7186 | -1640.6292 | 2344.3477 |
Avg Daily Profit (%) | 0.5476 | 0.5021 | 0.0455 | 0.0873 | 0 | 0.1339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157170 | -173287 | -40153 | -8269150 | -8666515 | -666431 |
Profit Factor | 3.0753 | 3.6246 | 1.6268 | 1.051 | 0.8583 | 2.0598 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 53.1646 | 41.0256 | 65 | 53.1646 | 41.0256 | 65 |
Ratio Avg Win / Avg Loss | 2.7092 | 5.2104 | 0.876 | 0.9259 | 1.2338 | 1.1091 |
Largest Winning Trade | 706128 | 706128 | 29522 | 5785303 | 5785303 | 996964 |
Largest Losing Trade | -52386 | -47822 | -52386 | -2649678 | -2649678 | -625234 |
Avg Bars in Trades | 169 | 298 | 43 | 169 | 298 | 43 |
Avg Bars in Winners | 202 | 452 | 48 | 202 | 452 | 48 |
Avg Bars in Losers | 131 | 190 | 34 | 131 | 190 | 34 |
Bars Traded | 13358 | 11626 | 1732 | 13358 | 11626 | 1732 |
Profit Streak | 118.4576 | 0 | 171.4576 | 118.4576 | 0 | 171.4576 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13419 | 501722 | -129324 | -272357 | -582580 | -8480 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14331, "evaluation_days": 2388.5, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556193600000, "last_datapoint_time": 1759896000000, "evaluation_time": 1759906734205, "expiration_time": 1766086992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 88, "offset": 0, "std": 2.87882 } } }
{ "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": [ [ 1307872.0848855318, 1199269.1987156572, 108602.8861698752, 703718.553514149, -1640629.1916974094, 2344347.7452115584 ], [ 1307.872085, 1199.269199, 108.602886, 703.718554, -1640.629192, 2344.347745 ], [ 0.54757, 0.502101, 0.045469, 0.087293, 0, 0.133913 ], [ 10, 10, 10, 10, 10, 10 ], [ -157170, -173287, -40153, -8269150, -8666515, -666431 ], [ 3.075321, 3.624634, 1.626769, 1.051035, 0.858285, 2.05982 ], [ 79, 39, 40, 79, 39, 40 ], [ 42, 16, 26, 42, 16, 26 ], [ 37, 23, 14, 37, 23, 14 ], [ 53.164557, 41.025641, 65, 53.164557, 41.025641, 65 ], [ 2.709211, 5.210412, 0.875952, 0.925912, 1.233785, 1.109134 ], [ 706128, 706128, 29522, 5785303, 5785303, 996964 ], [ -52386, -47822, -52386, -2649678, -2649678, -625234 ], [ 169, 298, 43, 169, 298, 43 ], [ 202, 452, 48, 202, 452, 48 ], [ 131, 190, 34, 131, 190, 34 ], [ 13358, 11626, 1732, 13358, 11626, 1732 ], [ 118.457572, 0, 171.457572, 118.457572, 0, 171.457572 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -13419, 501722, -129324, -272357, -582580, -8480 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14331, "evaluation_days": 2388.5, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556193600000, "last_datapoint_time": 1759896000000, "evaluation_time": 1759906734205, "expiration_time": 1766086992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 88, "offset": 0, "std": 2.87882 } } }
# | 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) |
---|