Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117734.09 | 847645.165 | 270088.925 | 18152520.279 | 6360581.5407 | 11791938.7383 |
Total P&L (%) | 1117.7341 | 847.6452 | 270.0889 | 18152.5203 | 6360.5815 | 11791.9387 |
Avg Daily Profit (%) | 0.4696 | 0.3562 | 0.1135 | 0.219 | 0.1753 | 0.201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162876 | -99655 | -134389 | -138703062 | -120761834 | -99540259 |
Profit Factor | 2.5431 | 3.4418 | 1.7161 | 1.0518 | 1.034 | 1.0722 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 58.5586 | 53.5714 | 63.6364 | 58.5586 | 53.5714 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.7998 | 2.9829 | 0.9806 | 0.7443 | 0.8961 | 0.6127 |
Largest Winning Trade | 194579 | 194579 | 70964 | 47668724 | 47668724 | 47145411 |
Largest Losing Trade | -72351 | -39456 | -72351 | -60502759 | -47277208 | -60502759 |
Avg Bars in Trades | 83 | 63 | 103 | 83 | 63 | 103 |
Avg Bars in Winners | 91 | 63 | 116 | 91 | 63 | 116 |
Avg Bars in Losers | 71 | 64 | 80 | 71 | 64 | 80 |
Bars Traded | 9240 | 3561 | 5679 | 9240 | 3561 | 5679 |
Profit Streak | 25.5628 | 25.5628 | 36.3128 | 25.5628 | 25.5628 | 36.3128 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 634201 | -163094 | -218765 | -154630 | -356062 | -312509 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9520, "evaluation_days": 2380, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557748800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759109421955, "expiration_time": 1765272960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 187, "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": [ [ 1117734.0899946047, 847645.1650340578, 270088.9249605471, 18152520.279010393, 6360581.540737829, 11791938.738272559 ], [ 1117.73409, 847.645165, 270.088925, 18152.520279, 6360.581541, 11791.938738 ], [ 0.469636, 0.356153, 0.113483, 0.219016, 0.175292, 0.200977 ], [ 10, 10, 10, 10, 10, 10 ], [ -162876, -99655, -134389, -138703062, -120761834, -99540259 ], [ 2.543134, 3.441802, 1.716059, 1.051761, 1.033959, 1.072166 ], [ 111, 56, 55, 111, 56, 55 ], [ 65, 30, 35, 65, 30, 35 ], [ 46, 26, 20, 46, 26, 20 ], [ 58.558559, 53.571429, 63.636364, 58.558559, 53.571429, 63.636364 ], [ 1.799756, 2.982895, 0.980605, 0.744323, 0.896098, 0.612666 ], [ 194579, 194579, 70964, 47668724, 47668724, 47145411 ], [ -72351, -39456, -72351, -60502759, -47277208, -60502759 ], [ 83, 63, 103, 83, 63, 103 ], [ 91, 63, 116, 91, 63, 116 ], [ 71, 64, 80, 71, 64, 80 ], [ 9240, 3561, 5679, 9240, 3561, 5679 ], [ 25.562754, 25.562754, 36.312754, 25.562754, 25.562754, 36.312754 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 634201, -163094, -218765, -154630, -356062, -312509 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9520, "evaluation_days": 2380, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557748800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759109421955, "expiration_time": 1765272960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 187, "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) |
---|