Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1679401.7048 | 49392.2188 | -1728793.9236 | 2751481.3843 | 26276040.0543 | -23524558.67 |
Total P&L (%) | -1679.4017 | 49.3922 | -1728.7939 | 2751.4814 | 26276.0401 | -23524.5587 |
Avg Daily Profit (%) | -0.7041 | 0.0207 | -0.7248 | 0.1406 | 0.234 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1952806 | -114228 | -1982677 | -172499102 | -52726844 | -137196130 |
Profit Factor | 0.4849 | 1.0771 | 0.34 | 1.0088 | 1.2284 | 0.8807 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 135 | 64 | 71 | 123 | 60 | 63 |
Losing Trades | 91 | 49 | 42 | 103 | 53 | 50 |
Profitability (%) | 59.7345 | 56.6372 | 62.8319 | 54.4248 | 53.0973 | 55.7522 |
Ratio Avg Win / Avg Loss | 0.3269 | 0.8246 | 0.2011 | 0.8448 | 1.0851 | 0.6989 |
Largest Winning Trade | 49282 | 49282 | 43925 | 74693879 | 38468273 | 74693879 |
Largest Losing Trade | -1349909 | -63557 | -1349909 | -52650596 | -22313298 | -52650596 |
Avg Bars in Trades | 31 | 23 | 38 | 31 | 23 | 38 |
Avg Bars in Winners | 22 | 18 | 25 | 26 | 19 | 33 |
Avg Bars in Losers | 44 | 30 | 61 | 36 | 28 | 44 |
Bars Traded | 7062 | 2685 | 4377 | 7062 | 2685 | 4377 |
Profit Streak | 25.79 | 25.79 | 69.1234 | 25.79 | 25.79 | 69.1234 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577313 | -302569 | -577988 | -214699 | 321936 | -578906 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7156, "evaluation_days": 2385.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1555142400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546658168, "expiration_time": 1765718784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 59, "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": [ [ -1679401.7048240192, 49392.2187595474, -1728793.923583567, 2751481.384277057, 26276040.054253, -23524558.669975992 ], [ -1679.401705, 49.392219, -1728.793924, 2751.481384, 26276.040054, -23524.55867 ], [ -0.704054, 0.020707, -0.724761, 0.140558, 0.233995, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1952806, -114228, -1982677, -172499102, -52726844, -137196130 ], [ 0.484889, 1.077075, 0.340014, 1.008815, 1.228435, 0.880661 ], [ 226, 113, 113, 226, 113, 113 ], [ 135, 64, 71, 123, 60, 63 ], [ 91, 49, 42, 103, 53, 50 ], [ 59.734513, 56.637168, 62.831858, 54.424779, 53.097345, 55.752212 ], [ 0.326851, 0.824636, 0.201135, 0.84478, 1.085118, 0.698938 ], [ 49282, 49282, 43925, 74693879, 38468273, 74693879 ], [ -1349909, -63557, -1349909, -52650596, -22313298, -52650596 ], [ 31, 23, 38, 31, 23, 38 ], [ 22, 18, 25, 26, 19, 33 ], [ 44, 30, 61, 36, 28, 44 ], [ 7062, 2685, 4377, 7062, 2685, 4377 ], [ 25.790025, 25.790025, 69.123358, 25.790025, 25.790025, 69.123358 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577313, -302569, -577988, -214699, 321936, -578906 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7156, "evaluation_days": 2385.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1555142400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546658168, "expiration_time": 1765718784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 59, "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) |
---|