Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1673255.3642 | 1647845.1028 | 25410.2614 | 456948.0458 | 6878996.1126 | -6422048.0668 |
Total P&L (%) | 1673.2554 | 1647.8451 | 25.4103 | 456.948 | 6878.9961 | -6422.0481 |
Avg Daily Profit (%) | 0.8034 | 0.7912 | 0.0122 | 0.0825 | 0.204 | 0 |
Buy And Hold Return (%) | 70.8235 | 70.8235 | 70.8235 | 70.8235 | 70.8235 | 70.8235 |
Max Trade Drawdown | -200802 | -168431 | -95228 | -16868074 | -11431462 | -7148096 |
Profit Factor | 2.7077 | 4.6215 | 1.0484 | 1.0105 | 1.3231 | 0.71 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Profitability (%) | 38.5057 | 34.4828 | 42.5287 | 38.5057 | 34.4828 | 42.5287 |
Ratio Avg Win / Avg Loss | 4.3242 | 8.7808 | 1.4168 | 1.6138 | 2.5139 | 0.9595 |
Largest Winning Trade | 985050 | 985050 | 61868 | 13804180 | 13804180 | 2108500 |
Largest Losing Trade | -41633 | -32722 | -41633 | -3194266 | -2722228 | -3194266 |
Avg Bars in Trades | 140 | 127 | 153 | 140 | 127 | 153 |
Avg Bars in Winners | 253 | 251 | 255 | 253 | 251 | 255 |
Avg Bars in Losers | 69 | 61 | 77 | 69 | 61 | 77 |
Bars Traded | 24422 | 11080 | 13342 | 24422 | 11080 | 13342 |
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 | 531942 | 513072 | -512812 | -294590 | 109894 | -584005 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579197600000, "first_datapoint_time": 1581249600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759214905455, "expiration_time": 1765690185600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 83, "offset": 203 } }, "second_band": { "type": "hilo", "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": [ [ 1673255.3642131612, 1647845.1027874337, 25410.2614257281, 456948.0458016384, 6878996.112639538, -6422048.066837898 ], [ 1673.255364, 1647.845103, 25.410261, 456.948046, 6878.996113, -6422.048067 ], [ 0.803388, 0.791187, 0.0122, 0.082488, 0.204049, 0 ], [ 70.823529, 70.823529, 70.823529, 70.823529, 70.823529, 70.823529 ], [ -200802, -168431, -95228, -16868074, -11431462, -7148096 ], [ 2.70767, 4.621472, 1.048417, 1.01052, 1.323122, 0.710013 ], [ 174, 87, 87, 174, 87, 87 ], [ 67, 30, 37, 67, 30, 37 ], [ 107, 57, 50, 107, 57, 50 ], [ 38.505747, 34.482759, 42.528736, 38.505747, 34.482759, 42.528736 ], [ 4.32419, 8.780796, 1.416779, 1.613816, 2.513931, 0.959476 ], [ 985050, 985050, 61868, 13804180, 13804180, 2108500 ], [ -41633, -32722, -41633, -3194266, -2722228, -3194266 ], [ 140, 127, 153, 140, 127, 153 ], [ 253, 251, 255, 253, 251, 255 ], [ 69, 61, 77, 69, 61, 77 ], [ 24422, 11080, 13342, 24422, 11080, 13342 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 531942, 513072, -512812, -294590, 109894, -584005 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579197600000, "first_datapoint_time": 1581249600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759214905455, "expiration_time": 1765690185600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 83, "offset": 203 } }, "second_band": { "type": "hilo", "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) |
---|