Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1276478.6545 | 961490.2761 | 314988.3784 | 51469824.0417 | 2833683.6401 | 48636140.4015 |
Total P&L (%) | 1276.4787 | 961.4903 | 314.9884 | 51469.824 | 2833.6836 | 48636.1404 |
Avg Daily Profit (%) | 0.5361 | 0.4038 | 0.1323 | 0.2626 | 0.142 | 0.2603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85471 | -80331 | -72066 | -112121687 | -115912713 | -85252368 |
Profit Factor | 2.4629 | 2.9799 | 1.814 | 1.0968 | 1.0092 | 1.2176 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 58.3942 | 55.0725 | 61.7647 | 58.3942 | 55.0725 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.7548 | 2.431 | 1.123 | 0.7815 | 0.8233 | 0.7538 |
Largest Winning Trade | 190265 | 190265 | 72546 | 44954100 | 35628020 | 44954100 |
Largest Losing Trade | -48777 | -42235 | -48777 | -55022756 | -55022756 | -33203067 |
Avg Bars in Trades | 101 | 85 | 117 | 101 | 85 | 117 |
Avg Bars in Winners | 103 | 79 | 126 | 103 | 79 | 126 |
Avg Bars in Losers | 96 | 92 | 102 | 96 | 92 | 102 |
Bars Traded | 13839 | 5870 | 7969 | 13839 | 5870 | 7969 |
Profit Streak | 28.6357 | 28.6357 | 44.8023 | 28.6357 | 28.6357 | 44.8023 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 650241 | -85011 | -121198 | -104665 | -315618 | -100633 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14287, "evaluation_days": 2381.17, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1557043200000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759274122571, "expiration_time": 1765434384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 111, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 1276478.6544881095, 961490.2761005813, 314988.3783875287, 51469824.041686855, 2833683.640147839, 48636140.401539005 ], [ 1276.478654, 961.490276, 314.988378, 51469.824042, 2833.68364, 48636.140402 ], [ 0.536072, 0.403789, 0.132283, 0.262632, 0.141999, 0.260253 ], [ 10, 10, 10, 10, 10, 10 ], [ -85471, -80331, -72066, -112121687, -115912713, -85252368 ], [ 2.462858, 2.979878, 1.814004, 1.096815, 1.009196, 1.217608 ], [ 137, 69, 68, 137, 69, 68 ], [ 80, 38, 42, 80, 38, 42 ], [ 57, 31, 26, 57, 31, 26 ], [ 58.394161, 55.072464, 61.764706, 58.394161, 55.072464, 61.764706 ], [ 1.754786, 2.430953, 1.122955, 0.781481, 0.823292, 0.753757 ], [ 190265, 190265, 72546, 44954100, 35628020, 44954100 ], [ -48777, -42235, -48777, -55022756, -55022756, -33203067 ], [ 101, 85, 117, 101, 85, 117 ], [ 103, 79, 126, 103, 79, 126 ], [ 96, 92, 102, 96, 92, 102 ], [ 13839, 5870, 7969, 13839, 5870, 7969 ], [ 28.635678, 28.635678, 44.802344, 28.635678, 28.635678, 44.802345 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 650241, -85011, -121198, -104665, -315618, -100633 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14287, "evaluation_days": 2381.17, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1557043200000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759274122571, "expiration_time": 1765434384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 111, "offset": 0, "scalar": 1 } } }
# | 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) |
---|