Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829158.0164 | 891040.2375 | -61882.2211 | -107793.2588 | 935248.9811 | -1043042.2399 |
Total P&L (%) | 829.158 | 891.0402 | -61.8822 | -107.7933 | 935.249 | -1043.0422 |
Avg Daily Profit (%) | 0.349 | 0.3751 | -0.0261 | 0 | 0.0984 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216852 | -120037 | -199329 | -1099161 | -397545 | -1211707 |
Profit Factor | 1.8304 | 2.9912 | 0.8877 | 0.9517 | 2.5702 | 0.3617 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 42 | 21 | 21 | 53 | 29 | 24 |
Losing Trades | 55 | 28 | 27 | 44 | 20 | 24 |
Profitability (%) | 43.299 | 42.8571 | 43.75 | 54.6392 | 59.1837 | 50 |
Ratio Avg Win / Avg Loss | 2.397 | 3.9882 | 1.1413 | 0.7901 | 1.7725 | 0.3617 |
Largest Winning Trade | 851045 | 851045 | 60888 | 761256 | 761256 | 190561 |
Largest Losing Trade | -111261 | -47754 | -111261 | -991190 | -175516 | -991190 |
Avg Bars in Trades | 95 | 108 | 81 | 95 | 108 | 81 |
Avg Bars in Winners | 116 | 129 | 103 | 101 | 114 | 85 |
Avg Bars in Losers | 78 | 92 | 64 | 87 | 98 | 77 |
Bars Traded | 9218 | 5301 | 3917 | 9218 | 5301 | 3917 |
Profit Streak | 32.7907 | 55.5407 | 0 | 0 | 0 | 92.7907 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395208 | 472593 | -581453 | -579918 | -54953 | -580130 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557748800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913119717, "expiration_time": 1764872496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 144, "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": [ [ 829158.0163595834, 891040.2374677797, -61882.2211081965, -107793.2587928677, 935248.9811116065, -1043042.2399044737 ], [ 829.158016, 891.040237, -61.882221, -107.793259, 935.248981, -1043.04224 ], [ 0.349046, 0.375096, -0.02605, 0, 0.098437, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -216852, -120037, -199329, -1099161, -397545, -1211707 ], [ 1.830441, 2.991181, 0.887683, 0.951659, 2.570154, 0.361744 ], [ 97, 49, 48, 97, 49, 48 ], [ 42, 21, 21, 53, 29, 24 ], [ 55, 28, 27, 44, 20, 24 ], [ 43.298969, 42.857143, 43.75, 54.639175, 59.183673, 50 ], [ 2.397007, 3.988241, 1.141307, 0.790056, 1.77252, 0.361744 ], [ 851045, 851045, 60888, 761256, 761256, 190561 ], [ -111261, -47754, -111261, -991190, -175516, -991190 ], [ 95, 108, 81, 95, 108, 81 ], [ 116, 129, 103, 101, 114, 85 ], [ 78, 92, 64, 87, 98, 77 ], [ 9218, 5301, 3917, 9218, 5301, 3917 ], [ 32.790737, 55.540737, 0, 0, 0, 92.790737 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395208, 472593, -581453, -579918, -54953, -580130 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557748800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913119717, "expiration_time": 1764872496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 144, "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) |
---|