Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1617561.6701 | 1446516.2559 | 171045.4142 | 3211609.1612 | -3329130.5058 | 6540739.6669 |
Total P&L (%) | 1617.5617 | 1446.5163 | 171.0454 | 3211.6092 | -3329.1305 | 6540.7397 |
Avg Daily Profit (%) | 0.6788 | 0.607 | 0.0718 | 0.147 | 0 | 0.1762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164836 | -94185 | -113921 | -28936329 | -17169268 | -16991998 |
Profit Factor | 2.727 | 4.0121 | 1.3748 | 1.0458 | 0.9043 | 1.1849 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Profitability (%) | 39.749 | 37.8151 | 41.6667 | 39.749 | 37.8151 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.1335 | 6.5977 | 1.9247 | 1.5852 | 1.4871 | 1.6589 |
Largest Winning Trade | 967336 | 967336 | 67292 | 12504635 | 11206123 | 12504635 |
Largest Losing Trade | -37782 | -23282 | -37782 | -9618192 | -6716309 | -9618192 |
Avg Bars in Trades | 59 | 52 | 65 | 59 | 52 | 65 |
Avg Bars in Winners | 112 | 99 | 123 | 112 | 99 | 123 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 14114 | 6216 | 7898 | 14114 | 6216 | 7898 |
Profit Streak | 13.0864 | 0 | 13.753 | 13.0864 | 0 | 13.753 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547373 | 489976 | -98328 | -167614 | -584087 | -11042 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14298, "evaluation_days": 2383, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1555920000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759428261677, "expiration_time": 1765597536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 169, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 3, "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": [ [ 1617561.6700602355, 1446516.2558884504, 171045.4141717852, 3211609.161177897, -3329130.505763249, 6540739.666941142 ], [ 1617.56167, 1446.516256, 171.045414, 3211.609161, -3329.130506, 6540.739667 ], [ 0.678792, 0.607015, 0.071777, 0.146982, 0, 0.176228 ], [ 10, 10, 10, 10, 10, 10 ], [ -164836, -94185, -113921, -28936329, -17169268, -16991998 ], [ 2.726969, 4.012136, 1.374756, 1.045767, 0.904343, 1.184924 ], [ 239, 119, 120, 239, 119, 120 ], [ 95, 45, 50, 95, 45, 50 ], [ 144, 74, 70, 144, 74, 70 ], [ 39.748954, 37.815126, 41.666667, 39.748954, 37.815126, 41.666667 ], [ 4.13351, 6.597735, 1.924658, 1.585163, 1.487142, 1.658894 ], [ 967336, 967336, 67292, 12504635, 11206123, 12504635 ], [ -37782, -23282, -37782, -9618192, -6716309, -9618192 ], [ 59, 52, 65, 59, 52, 65 ], [ 112, 99, 123, 112, 99, 123 ], [ 24, 23, 24, 24, 23, 24 ], [ 14114, 6216, 7898, 14114, 6216, 7898 ], [ 13.086362, 0, 13.753029, 13.086362, 0, 13.753029 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 547373, 489976, -98328, -167614, -584087, -11042 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14298, "evaluation_days": 2383, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1555920000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759428261677, "expiration_time": 1765597536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 169, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 3, "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) |
---|