Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198004.8295 | 1238594.2456 | -40589.4161 | -77899.3634 | 2106568.2578 | -2184467.6212 |
Total P&L (%) | 1198.0048 | 1238.5942 | -40.5894 | -77.8994 | 2106.5683 | -2184.4676 |
Avg Daily Profit (%) | 0.5011 | 0.5181 | -0.017 | -0.0631 | 0.1295 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249217 | -164324 | -214468 | -4052502 | -1764271 | -2711248 |
Profit Factor | 1.7374 | 2.3521 | 0.9427 | 0.9903 | 1.537 | 0.4707 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 94 | 38 | 56 | 94 | 38 | 56 |
Losing Trades | 199 | 108 | 91 | 199 | 108 | 91 |
Profitability (%) | 32.0819 | 26.0274 | 38.0952 | 32.0819 | 26.0274 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.6781 | 6.6849 | 1.5319 | 2.0965 | 4.3685 | 0.7649 |
Largest Winning Trade | 1078751 | 1078751 | 66207 | 3728931 | 3728931 | 257373 |
Largest Losing Trade | -57203 | -29159 | -57203 | -1026859 | -512885 | -1026859 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 44 | 60 | 33 | 44 | 60 | 33 |
Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
Bars Traded | 7136 | 3950 | 3185 | 7136 | 3950 | 3185 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314889 | -9940 | -582517 | -583158 | -42249 | -585294 |
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{ "first_band": { "type": "ssf", "factors": { "length": 106, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 207, "offset": 0, "std": 1.87096 } } }
{ "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": [ [ 1198004.829465469, 1238594.2455890274, -40589.4161235586, -77899.3634427527, 2106568.2577704466, -2184467.6212131977 ], [ 1198.004829, 1238.594246, -40.589416, -77.899363, 2106.568258, -2184.467621 ], [ 0.501117, 0.518095, -0.016978, -0.063124, 0.129505, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -249217, -164324, -214468, -4052502, -1764271, -2711248 ], [ 1.737385, 2.352087, 0.942719, 0.990323, 1.537049, 0.470735 ], [ 293, 146, 147, 293, 146, 147 ], [ 94, 38, 56, 94, 38, 56 ], [ 199, 108, 91, 199, 108, 91 ], [ 32.081911, 26.027397, 38.095238, 32.081911, 26.027397, 38.095238 ], [ 3.678082, 6.684879, 1.531919, 2.096535, 4.368454, 0.764945 ], [ 1078751, 1078751, 66207, 3728931, 3728931, 257373 ], [ -57203, -29159, -57203, -1026859, -512885, -1026859 ], [ 24, 27, 21, 24, 27, 21 ], [ 44, 60, 33, 44, 60, 33 ], [ 14, 15, 14, 14, 15, 14 ], [ 7136, 3950, 3185, 7136, 3950, 3185 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314889, -9940, -582517, -583158, -42249, -585294 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7172, "evaluation_days": 2390.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1553587200000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760017509721, "expiration_time": 1766193408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 106, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 207, "offset": 0, "std": 1.87096 } } }
# | 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) |
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