Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215713.1518 | 1052524.5619 | 163188.5899 | 2089630.112 | 765952.1112 | 1323678.0008 |
Total P&L (%) | 1215.7132 | 1052.5246 | 163.1886 | 2089.6301 | 765.9521 | 1323.678 |
Avg Daily Profit (%) | 0.5097 | 0.4413 | 0.0684 | 0.1295 | 0.0906 | 0.1114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89689 | -77385 | -67942 | -2461128 | -2521107 | -2156600 |
Profit Factor | 3.148 | 4.9735 | 1.542 | 1.234 | 1.1764 | 1.2886 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 40.2597 | 41.0256 | 39.4737 | 40.2597 | 41.0256 | 39.4737 |
Ratio Avg Win / Avg Loss | 4.6713 | 7.1494 | 2.3644 | 1.8312 | 1.6911 | 1.9759 |
Largest Winning Trade | 872686 | 872686 | 70520 | 1462525 | 1462525 | 1074507 |
Largest Losing Trade | -44355 | -40657 | -44355 | -1580724 | -1493150 | -1580724 |
Avg Bars in Trades | 58 | 27 | 90 | 58 | 27 | 90 |
Avg Bars in Winners | 127 | 54 | 205 | 127 | 54 | 205 |
Avg Bars in Losers | 12 | 9 | 15 | 12 | 9 | 15 |
Bars Traded | 4508 | 1077 | 3431 | 4508 | 1077 | 3431 |
Profit Streak | 0 | 0 | 134.2896 | 0 | 0 | 134.2896 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33364 | 528628 | -102413 | -69011 | -100233 | -46218 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4770, "evaluation_days": 2385, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557662400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759517824558, "expiration_time": 1765674720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 48, "offset": 50 } }, "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": [ [ 1215713.1518300914, 1052524.5618908156, 163188.5899392757, 2089630.1119868974, 765952.1112194469, 1323678.0007674496 ], [ 1215.713152, 1052.524562, 163.18859, 2089.630112, 765.952111, 1323.678001 ], [ 0.509733, 0.44131, 0.068423, 0.129489, 0.090551, 0.111418 ], [ 10, 10, 10, 10, 10, 10 ], [ -89689, -77385, -67942, -2461128, -2521107, -2156600 ], [ 3.148048, 4.973521, 1.542016, 1.234045, 1.17639, 1.288637 ], [ 77, 39, 38, 77, 39, 38 ], [ 31, 16, 15, 31, 16, 15 ], [ 46, 23, 23, 46, 23, 23 ], [ 40.25974, 41.025641, 39.473684, 40.25974, 41.025641, 39.473684 ], [ 4.671297, 7.149436, 2.364424, 1.831163, 1.691061, 1.975911 ], [ 872686, 872686, 70520, 1462525, 1462525, 1074507 ], [ -44355, -40657, -44355, -1580724, -1493150, -1580724 ], [ 58, 27, 90, 58, 27, 90 ], [ 127, 54, 205, 127, 54, 205 ], [ 12, 9, 15, 12, 9, 15 ], [ 4508, 1077, 3431, 4508, 1077, 3431 ], [ 0, 0, 134.289636, 0, 0, 134.289636 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -33364, 528628, -102413, -69011, -100233, -46218 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4770, "evaluation_days": 2385, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557662400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759517824558, "expiration_time": 1765674720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 48, "offset": 50 } }, "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) |
---|