Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789607.9877 | 850590.6731 | -60982.6854 | -72734.6014 | -20304.8832 | -52429.7182 |
Total P&L (%) | 789.608 | 850.5907 | -60.9827 | -72.7346 | -20.3049 | -52.4297 |
Avg Daily Profit (%) | 0.3323 | 0.358 | -0.0257 | -0.0547 | -0.0096 | -0.0313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256925 | -209544 | -78770 | -197763 | -145053 | -55834 |
Profit Factor | 2.166 | 2.6992 | 0.6547 | 0.7705 | 0.9122 | 0.3878 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 43.9394 | 33.3333 | 54.5455 | 43.9394 | 33.3333 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.7635 | 5.3984 | 0.5456 | 0.9831 | 1.8245 | 0.3232 |
Largest Winning Trade | 583084 | 583084 | 19178 | 133765 | 133765 | 16634 |
Largest Losing Trade | -61676 | -61676 | -34675 | -81337 | -81337 | -37034 |
Avg Bars in Trades | 63 | 117 | 9 | 63 | 117 | 9 |
Avg Bars in Winners | 87 | 219 | 7 | 87 | 219 | 7 |
Avg Bars in Losers | 44 | 66 | 12 | 44 | 66 | 12 |
Bars Traded | 4195 | 3873 | 322 | 4195 | 3873 | 322 |
Profit Streak | 786.0951 | 786.0951 | 896.5951 | 786.0951 | 786.0951 | 896.5951 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116484 | 323549 | -578577 | -710551 | -583550 | -578577 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4752, "evaluation_days": 2376, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1555243200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758939418540, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 31, "offset": 11 } }, "second_band": { "type": "bbu", "factors": { "length": 250, "offset": 0, "std": 3.92882 } } }
{ "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": [ [ 789607.9877030669, 850590.6731068409, -60982.6854037741, -72734.6013958124, -20304.8831790863, -52429.718216726 ], [ 789.607988, 850.590673, -60.982685, -72.734601, -20.304883, -52.429718 ], [ 0.332327, 0.357993, -0.025666, -0.05468, -0.009552, -0.031265 ], [ 10, 10, 10, 10, 10, 10 ], [ -256925, -209544, -78770, -197763, -145053, -55834 ], [ 2.166016, 2.699177, 0.654674, 0.770549, 0.912233, 0.38782 ], [ 66, 33, 33, 66, 33, 33 ], [ 29, 11, 18, 29, 11, 18 ], [ 37, 22, 15, 37, 22, 15 ], [ 43.939394, 33.333333, 54.545455, 43.939394, 33.333333, 54.545455 ], [ 2.763538, 5.398355, 0.545562, 0.983115, 1.824466, 0.323183 ], [ 583084, 583084, 19178, 133765, 133765, 16634 ], [ -61676, -61676, -34675, -81337, -81337, -37034 ], [ 63, 117, 9, 63, 117, 9 ], [ 87, 219, 7, 87, 219, 7 ], [ 44, 66, 12, 44, 66, 12 ], [ 4195, 3873, 322, 4195, 3873, 322 ], [ 786.095122, 786.095122, 896.595122, 786.095122, 786.095122, 896.595122 ], [ 5, 2, 5, 5, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -116484, 323549, -578577, -710551, -583550, -578577 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4752, "evaluation_days": 2376, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1555243200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758939418540, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 31, "offset": 11 } }, "second_band": { "type": "bbu", "factors": { "length": 250, "offset": 0, "std": 3.92882 } } }
# | 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) |
---|