Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275225.9568 | 410958.2977 | -135732.3409 | -93739.1782 | 292152.1213 | -385891.2995 |
Total P&L (%) | 275.226 | 410.9583 | -135.7323 | -93.7392 | 292.1521 | -385.8913 |
Avg Daily Profit (%) | 0.1321 | 0.1973 | -0.0652 | -0.1329 | 0.0656 | 0 |
Buy And Hold Return (%) | 77.7512 | 77.7512 | 77.7512 | 77.7512 | 77.7512 | 77.7512 |
Max Trade Drawdown | -217545 | -147228 | -205170 | -695439 | -577372 | -454994 |
Profit Factor | 1.2232 | 1.5821 | 0.7426 | 0.9597 | 1.2201 | 0.6134 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 146 | 76 | 70 | 146 | 76 | 70 |
Losing Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Profitability (%) | 61.3445 | 63.8655 | 58.8235 | 61.3445 | 63.8655 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.7708 | 0.8951 | 0.5198 | 0.6047 | 0.6903 | 0.4293 |
Largest Winning Trade | 76398 | 76398 | 25526 | 249706 | 249706 | 142354 |
Largest Losing Trade | -69430 | -69430 | -65521 | -281133 | -281133 | -200983 |
Avg Bars in Trades | 102 | 182 | 23 | 102 | 182 | 23 |
Avg Bars in Winners | 50 | 82 | 16 | 50 | 82 | 16 |
Avg Bars in Losers | 185 | 358 | 33 | 185 | 358 | 33 |
Bars Traded | 24463 | 21663 | 2800 | 24463 | 21663 | 2800 |
Profit Streak | 0 | 54.9577 | 0 | 0 | 54.9577 | 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 | -18628 | 313818 | -579594 | -578062 | -107709 | -579594 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579788000000, "first_datapoint_time": 1581314400000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759856348633, "expiration_time": 1766332800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 22, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 213, "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": [ [ 275225.9568281549, 410958.2977419914, -135732.3409138363, -93739.1782430678, 292152.121303338, -385891.2995464056 ], [ 275.225957, 410.958298, -135.732341, -93.739178, 292.152121, -385.8913 ], [ 0.132109, 0.19726, -0.065152, -0.132913, 0.065613, 0 ], [ 77.751196, 77.751196, 77.751196, 77.751196, 77.751196, 77.751196 ], [ -217545, -147228, -205170, -695439, -577372, -454994 ], [ 1.223154, 1.582079, 0.742604, 0.959688, 1.22011, 0.613353 ], [ 238, 119, 119, 238, 119, 119 ], [ 146, 76, 70, 146, 76, 70 ], [ 92, 43, 49, 92, 43, 49 ], [ 61.344538, 63.865546, 58.823529, 61.344538, 63.865546, 58.823529 ], [ 0.770754, 0.895124, 0.519823, 0.604735, 0.690326, 0.429347 ], [ 76398, 76398, 25526, 249706, 249706, 142354 ], [ -69430, -69430, -65521, -281133, -281133, -200983 ], [ 102, 182, 23, 102, 182, 23 ], [ 50, 82, 16, 50, 82, 16 ], [ 185, 358, 33, 185, 358, 33 ], [ 24463, 21663, 2800, 24463, 21663, 2800 ], [ 0, 54.957739, 0, 0, 54.957739, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -18628, 313818, -579594, -578062, -107709, -579594 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579788000000, "first_datapoint_time": 1581314400000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759856348633, "expiration_time": 1766332800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 22, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 213, "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) |
---|