Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411304.925 | 490112.0497 | -78807.1247 | -81797.5332 | 6782.6049 | -88580.1381 |
Total P&L (%) | 411.3049 | 490.1121 | -78.8071 | -81.7975 | 6.7826 | -88.5801 |
Avg Daily Profit (%) | 0.1728 | 0.2059 | -0.0331 | -0.0715 | 0.0028 | -0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201397 | -137963 | -132725 | -208994 | -165215 | -142169 |
Profit Factor | 1.5506 | 2.0829 | 0.7323 | 0.8698 | 1.0178 | 0.6424 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 38.4615 | 40 | 36.9565 | 38.4615 | 40 | 36.9565 |
Ratio Avg Win / Avg Loss | 2.481 | 3.1243 | 1.2491 | 1.3916 | 1.5267 | 1.0959 |
Largest Winning Trade | 481473 | 481473 | 48815 | 143664 | 143664 | 32143 |
Largest Losing Trade | -61914 | -61914 | -27964 | -56557 | -56557 | -34217 |
Avg Bars in Trades | 71 | 115 | 28 | 71 | 115 | 28 |
Avg Bars in Winners | 120 | 198 | 36 | 120 | 198 | 36 |
Avg Bars in Losers | 41 | 60 | 23 | 41 | 60 | 23 |
Bars Traded | 6509 | 5207 | 1302 | 6509 | 5207 | 1302 |
Profit Streak | 0 | 97.6994 | 0 | 0 | 97.6994 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 211343 | 301257 | -583832 | -583355 | -557972 | -583832 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7142, "evaluation_days": 2380.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558195200000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759135630468, "expiration_time": 1765303488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 165, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcu", "factors": { "length": 33, "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": [ [ 411304.9249782784, 490112.0496876525, -78807.1247093743, -81797.5332103339, 6782.6049027665, -88580.1381131004 ], [ 411.304925, 490.11205, -78.807125, -81.797533, 6.782605, -88.580138 ], [ 0.172769, 0.205871, -0.033103, -0.071535, 0.002757, -0.091102 ], [ 10, 10, 10, 10, 10, 10 ], [ -201397, -137963, -132725, -208994, -165215, -142169 ], [ 1.550647, 2.082853, 0.732255, 0.869764, 1.017832, 0.642413 ], [ 91, 45, 46, 91, 45, 46 ], [ 35, 18, 17, 35, 18, 17 ], [ 56, 27, 29, 56, 27, 29 ], [ 38.461538, 40, 36.956522, 38.461538, 40, 36.956522 ], [ 2.481035, 3.124279, 1.249141, 1.391622, 1.526749, 1.095881 ], [ 481473, 481473, 48815, 143664, 143664, 32143 ], [ -61914, -61914, -27964, -56557, -56557, -34217 ], [ 71, 115, 28, 71, 115, 28 ], [ 120, 198, 36, 120, 198, 36 ], [ 41, 60, 23, 41, 60, 23 ], [ 6509, 5207, 1302, 6509, 5207, 1302 ], [ 0, 97.699427, 0, 0, 97.699427, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 211343, 301257, -583832, -583355, -557972, -583832 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7142, "evaluation_days": 2380.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558195200000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759135630468, "expiration_time": 1765303488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 165, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcu", "factors": { "length": 33, "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) |
---|