Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434161.326 | 428643.9576 | 5517.3684 | -23960.4446 | -58968.8408 | 35008.3962 |
Total P&L (%) | 434.1613 | 428.644 | 5.5174 | -23.9604 | -58.9688 | 35.0084 |
Avg Daily Profit (%) | 0.1824 | 0.1801 | 0.0023 | -0.0115 | -0.0374 | 0.0126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197873 | -162382 | -308015 | -245669 | -234830 | -187178 |
Profit Factor | 1.1477 | 1.3124 | 1.0035 | 0.9888 | 0.9444 | 1.0326 |
Total Trades | 799 | 399 | 400 | 799 | 399 | 400 |
Winning Trades | 395 | 202 | 193 | 395 | 202 | 193 |
Losing Trades | 404 | 197 | 207 | 404 | 197 | 207 |
Profitability (%) | 49.4368 | 50.6266 | 48.25 | 49.4368 | 50.6266 | 48.25 |
Ratio Avg Win / Avg Loss | 1.1739 | 1.2799 | 1.0763 | 1.0113 | 0.9211 | 1.1075 |
Largest Winning Trade | 61460 | 61460 | 51436 | 53770 | 25946 | 53770 |
Largest Losing Trade | -40189 | -37693 | -40189 | -50713 | -50713 | -36647 |
Avg Bars in Trades | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Winners | 8 | 7 | 10 | 8 | 7 | 10 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6980 | 3144 | 3836 | 6980 | 3144 | 3836 |
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 | -46317 | 342000 | -571012 | -574879 | -578888 | -362149 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7139, "evaluation_days": 2379.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557792000000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759070768776, "expiration_time": 1765214496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 1.21306 } }, "second_band": { "type": "midprice", "factors": { "length": 9, "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": [ [ 434161.3260172851, 428643.9575792273, 5517.368438058, -23960.4445532298, -58968.8407673818, 35008.3962141524 ], [ 434.161326, 428.643958, 5.517368, -23.960445, -58.968841, 35.008396 ], [ 0.182446, 0.180127, 0.002319, -0.01151, -0.037428, 0.012615 ], [ 10, 10, 10, 10, 10, 10 ], [ -197873, -162382, -308015, -245669, -234830, -187178 ], [ 1.147733, 1.312405, 1.003522, 0.988774, 0.944449, 1.032634 ], [ 799, 399, 400, 799, 399, 400 ], [ 395, 202, 193, 395, 202, 193 ], [ 404, 197, 207, 404, 197, 207 ], [ 49.436796, 50.626566, 48.25, 49.436796, 50.626566, 48.25 ], [ 1.173884, 1.27992, 1.076316, 1.011303, 0.921072, 1.10754 ], [ 61460, 61460, 51436, 53770, 25946, 53770 ], [ -40189, -37693, -40189, -50713, -50713, -36647 ], [ 8, 7, 9, 8, 7, 9 ], [ 8, 7, 10, 8, 7, 10 ], [ 8, 8, 8, 8, 8, 8 ], [ 6980, 3144, 3836, 6980, 3144, 3836 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -46317, 342000, -571012, -574879, -578888, -362149 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7139, "evaluation_days": 2379.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557792000000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759070768776, "expiration_time": 1765214496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 1.21306 } }, "second_band": { "type": "midprice", "factors": { "length": 9, "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) |
---|