Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733346.4232 | 825849.4631 | -92503.0399 | -94220.5339 | -46982.6133 | -47237.9206 |
Total P&L (%) | 733.3464 | 825.8495 | -92.503 | -94.2205 | -46.9826 | -47.2379 |
Avg Daily Profit (%) | 0.3086 | 0.3476 | -0.0389 | -0.1199 | -0.0267 | -0.0269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257839 | -173944 | -174554 | -118658 | -90817 | -95949 |
Profit Factor | 1.6679 | 2.3697 | 0.8131 | 0.7685 | 0.7884 | 0.7446 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 39.7516 | 35 | 44.4444 | 39.7516 | 35 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.5279 | 4.4009 | 1.0164 | 1.1647 | 1.4642 | 0.9307 |
Largest Winning Trade | 746462 | 746462 | 47039 | 73180 | 73180 | 38642 |
Largest Losing Trade | -81413 | -69860 | -81413 | -26588 | -26588 | -24810 |
Avg Bars in Trades | 27 | 37 | 18 | 27 | 37 | 18 |
Avg Bars in Winners | 42 | 73 | 19 | 42 | 73 | 19 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 4490 | 3014 | 1476 | 4490 | 3014 | 1476 |
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 | 333414 | -11478 | -592952 | -581975 | -604402 | -594618 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4752, "evaluation_days": 2376, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558785600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759029610055, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 124, "offset": 239, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 4.98156 } } }
{ "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": [ [ 733346.4231809104, 825849.4631300484, -92503.0399491383, -94220.533881369, -46982.613330542, -47237.920550827 ], [ 733.346423, 825.849463, -92.50304, -94.220534, -46.982613, -47.237921 ], [ 0.308647, 0.34758, -0.038932, -0.119914, -0.026703, -0.026906 ], [ 10, 10, 10, 10, 10, 10 ], [ -257839, -173944, -174554, -118658, -90817, -95949 ], [ 1.667923, 2.369711, 0.81313, 0.768491, 0.788422, 0.744557 ], [ 161, 80, 81, 161, 80, 81 ], [ 64, 28, 36, 64, 28, 36 ], [ 97, 52, 45, 97, 52, 45 ], [ 39.751553, 35, 44.444444, 39.751553, 35, 44.444444 ], [ 2.527946, 4.400892, 1.016413, 1.164744, 1.464213, 0.930696 ], [ 746462, 746462, 47039, 73180, 73180, 38642 ], [ -81413, -69860, -81413, -26588, -26588, -24810 ], [ 27, 37, 18, 27, 37, 18 ], [ 42, 73, 19, 42, 73, 19 ], [ 17, 18, 17, 17, 18, 17 ], [ 4490, 3014, 1476, 4490, 3014, 1476 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333414, -11478, -592952, -581975, -604402, -594618 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4752, "evaluation_days": 2376, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558785600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759029610055, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 124, "offset": 239, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 4.98156 } } }
# | 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) |
---|