Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1351492.1911 | 1415423.3932 | -63931.2021 | -48918.4531 | -37724.8675 | -11193.5856 |
Total P&L (%) | 1351.4922 | 1415.4234 | -63.9312 | -48.9185 | -37.7249 | -11.1936 |
Avg Daily Profit (%) | 0.6487 | 0.6794 | -0.0307 | -0.0322 | -0.0227 | -0.0057 |
Buy And Hold Return (%) | 80.7786 | 80.7786 | 80.7786 | 80.7786 | 80.7786 | 80.7786 |
Max Trade Drawdown | -231186 | -168551 | -105070 | -4395513 | -3798716 | -1047592 |
Profit Factor | 2.0779 | 2.623 | 0.8325 | 0.9954 | 0.9954 | 0.9957 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Profitability (%) | 36.2319 | 33.0097 | 39.4231 | 36.2319 | 33.0097 | 39.4231 |
Ratio Avg Win / Avg Loss | 3.6571 | 5.3231 | 1.2792 | 1.752 | 2.02 | 1.5299 |
Largest Winning Trade | 1091439 | 1091439 | 35087 | 3047921 | 3047921 | 343612 |
Largest Losing Trade | -56913 | -56913 | -23762 | -1237068 | -1237068 | -473461 |
Avg Bars in Trades | 118 | 215 | 22 | 118 | 215 | 22 |
Avg Bars in Winners | 171 | 347 | 24 | 171 | 347 | 24 |
Avg Bars in Losers | 88 | 149 | 21 | 88 | 149 | 21 |
Bars Traded | 24550 | 22170 | 2380 | 24550 | 22170 | 2380 |
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 | 415902 | 369021 | -583223 | -582270 | -584887 | -582112 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580054400000, "first_datapoint_time": 1581019200000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760125000757, "expiration_time": 1766599200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 233, "offset": 0, "std": 3.00575 } } }
{ "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": [ [ 1351492.191108058, 1415423.3932395969, -63931.2021315392, -48918.4530595718, -37724.8674870707, -11193.585572502 ], [ 1351.492191, 1415.423393, -63.931202, -48.918453, -37.724867, -11.193586 ], [ 0.648717, 0.679404, -0.030687, -0.032239, -0.022731, -0.005698 ], [ 80.778589, 80.778589, 80.778589, 80.778589, 80.778589, 80.778589 ], [ -231186, -168551, -105070, -4395513, -3798716, -1047592 ], [ 2.077921, 2.622971, 0.832499, 0.995437, 0.995369, 0.995653 ], [ 207, 103, 104, 207, 103, 104 ], [ 75, 34, 41, 75, 34, 41 ], [ 132, 69, 63, 132, 69, 63 ], [ 36.231884, 33.009709, 39.423077, 36.231884, 33.009709, 39.423077 ], [ 3.65714, 5.323088, 1.279206, 1.751969, 2.020013, 1.529906 ], [ 1091439, 1091439, 35087, 3047921, 3047921, 343612 ], [ -56913, -56913, -23762, -1237068, -1237068, -473461 ], [ 118, 215, 22, 118, 215, 22 ], [ 171, 347, 24, 171, 347, 24 ], [ 88, 149, 21, 88, 149, 21 ], [ 24550, 22170, 2380, 24550, 22170, 2380 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415902, 369021, -583223, -582270, -584887, -582112 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580054400000, "first_datapoint_time": 1581019200000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760125000757, "expiration_time": 1766599200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 233, "offset": 0, "std": 3.00575 } } }
# | 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) |
---|