Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117731.9442 | 1211732.9865 | -94001.0423 | -92596.7557 | 21373.2478 | -113970.0035 |
Total P&L (%) | 1117.7319 | 1211.733 | -94.001 | -92.5968 | 21.3732 | -113.97 |
Avg Daily Profit (%) | 0.4695 | 0.509 | -0.0395 | -0.1093 | 0.0081 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262301 | -179816 | -124857 | -526415 | -437618 | -133424 |
Profit Factor | 2.3035 | 2.7755 | 0.4629 | 0.9116 | 1.0242 | 0.3024 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 32.4675 | 31.5789 | 33.3333 | 32.4675 | 31.5789 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.7913 | 6.0137 | 0.9258 | 1.8962 | 2.219 | 0.6048 |
Largest Winning Trade | 936435 | 936435 | 21488 | 370448 | 370448 | 19454 |
Largest Losing Trade | -61274 | -61274 | -19464 | -281021 | -281021 | -38112 |
Avg Bars in Trades | 182 | 364 | 5 | 182 | 364 | 5 |
Avg Bars in Winners | 294 | 603 | 9 | 294 | 603 | 9 |
Avg Bars in Losers | 128 | 253 | 3 | 128 | 253 | 3 |
Bars Traded | 14062 | 13844 | 218 | 14062 | 13844 | 218 |
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 | -38368 | 317693 | -586961 | -631095 | -387912 | -586961 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14284, "evaluation_days": 2380.67, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1555012800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759232227456, "expiration_time": 1765389888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 107, "offset": 0, "std": 2.54137 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 1117731.9442190432, 1211732.986499169, -94001.0422801257, -92596.7557337854, 21373.2478158348, -113970.0035496202 ], [ 1117.731944, 1211.732986, -94.001042, -92.596756, 21.373248, -113.970004 ], [ 0.469503, 0.508988, -0.039485, -0.10929, 0.008137, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -262301, -179816, -124857, -526415, -437618, -133424 ], [ 2.303516, 2.77554, 0.4629, 0.911622, 1.024168, 0.30242 ], [ 77, 38, 39, 77, 38, 39 ], [ 25, 12, 13, 25, 12, 13 ], [ 52, 26, 26, 52, 26, 26 ], [ 32.467532, 31.578947, 33.333333, 32.467532, 31.578947, 33.333333 ], [ 4.791313, 6.01367, 0.9258, 1.896174, 2.219031, 0.60484 ], [ 936435, 936435, 21488, 370448, 370448, 19454 ], [ -61274, -61274, -19464, -281021, -281021, -38112 ], [ 182, 364, 5, 182, 364, 5 ], [ 294, 603, 9, 294, 603, 9 ], [ 128, 253, 3, 128, 253, 3 ], [ 14062, 13844, 218, 14062, 13844, 218 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -38368, 317693, -586961, -631095, -387912, -586961 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14284, "evaluation_days": 2380.67, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1555012800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759232227456, "expiration_time": 1765389888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 107, "offset": 0, "std": 2.54137 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|