Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1591087.8842 | 1473259.3715 | 117828.5126 | 716398.4274 | 593468.9004 | 122929.527 |
Total P&L (%) | 1591.0879 | 1473.2594 | 117.8285 | 716.3984 | 593.4689 | 122.9295 |
Avg Daily Profit (%) | 0.6666 | 0.6173 | 0.0494 | 0.088 | 0.0812 | 0.0336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106669 | -106148 | -62685 | -2622578 | -2224909 | -1512063 |
Profit Factor | 2.69 | 4.2078 | 1.2443 | 1.0573 | 1.0934 | 1.02 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 43.125 | 37.5 | 48.75 | 43.125 | 37.5 | 48.75 |
Ratio Avg Win / Avg Loss | 3.5476 | 7.0131 | 1.3082 | 1.3945 | 1.8224 | 1.0723 |
Largest Winning Trade | 1187641 | 1187641 | 67645 | 1980936 | 1980936 | 1151905 |
Largest Losing Trade | -33795 | -31184 | -33795 | -946667 | -746631 | -946667 |
Avg Bars in Trades | 58 | 46 | 70 | 58 | 46 | 70 |
Avg Bars in Winners | 101 | 83 | 115 | 101 | 83 | 115 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 9313 | 3685 | 5628 | 9313 | 3685 | 5628 |
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 | 551609 | -5501 | -147182 | -234338 | -225122 | -366476 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9547, "evaluation_days": 2386.75, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556733600000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759701057189, "expiration_time": 1765873656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 14, "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": [ [ 1591087.8841802469, 1473259.3715460799, 117828.5126341675, 716398.4273681452, 593468.9003791411, 122929.5269890031 ], [ 1591.087884, 1473.259372, 117.828513, 716.398427, 593.4689, 122.929527 ], [ 0.666634, 0.617266, 0.049368, 0.088013, 0.08117, 0.033595 ], [ 10, 10, 10, 10, 10, 10 ], [ -106669, -106148, -62685, -2622578, -2224909, -1512063 ], [ 2.689971, 4.207841, 1.244346, 1.05733, 1.093433, 1.020007 ], [ 160, 80, 80, 160, 80, 80 ], [ 69, 30, 39, 69, 30, 39 ], [ 91, 50, 41, 91, 50, 41 ], [ 43.125, 37.5, 48.75, 43.125, 37.5, 48.75 ], [ 3.547643, 7.013068, 1.308159, 1.39445, 1.822388, 1.072315 ], [ 1187641, 1187641, 67645, 1980936, 1980936, 1151905 ], [ -33795, -31184, -33795, -946667, -746631, -946667 ], [ 58, 46, 70, 58, 46, 70 ], [ 101, 83, 115, 101, 83, 115 ], [ 25, 23, 27, 25, 23, 27 ], [ 9313, 3685, 5628, 9313, 3685, 5628 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 551609, -5501, -147182, -234338, -225122, -366476 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9547, "evaluation_days": 2386.75, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556733600000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759701057189, "expiration_time": 1765873656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 14, "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) |
---|