Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1360934.5372 | 1208805.9795 | 152128.5577 | -2615422.816 | -893040.8898 | -1722381.9262 |
Total P&L (%) | 1360.9345 | 1208.806 | 152.1286 | -2615.4228 | -893.0409 | -1722.3819 |
Avg Daily Profit (%) | 0.5687 | 0.5051 | 0.0636 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84527 | -50457 | -61167 | -6079680 | -3015617 | -3078052 |
Profit Factor | 3.2779 | 6.4334 | 1.4057 | 0.8124 | 0.8483 | 0.7862 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 15 | 18 | 32 | 18 | 14 |
Losing Trades | 33 | 18 | 15 | 34 | 15 | 19 |
Profitability (%) | 50 | 45.4545 | 54.5455 | 48.4848 | 54.5455 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.2779 | 7.7201 | 1.1714 | 0.8632 | 0.7069 | 1.067 |
Largest Winning Trade | 755630 | 755630 | 68997 | 2008068 | 718186 | 2008068 |
Largest Losing Trade | -113436 | -24914 | -113436 | -1906848 | -1187555 | -1906848 |
Avg Bars in Trades | 140 | 93 | 188 | 140 | 93 | 188 |
Avg Bars in Winners | 230 | 150 | 297 | 48 | 45 | 53 |
Avg Bars in Losers | 50 | 45 | 56 | 227 | 150 | 287 |
Bars Traded | 9285 | 3075 | 6210 | 9285 | 3075 | 6210 |
Profit Streak | 0 | 0 | 0 | 88.5409 | 284.2909 | 88.5409 |
Trades During Streak | 0 | 0 | 0 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111044 | 625721 | -106757 | -708505 | -578843 | -581523 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9573, "evaluation_days": 2393.25, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557316800000, "last_datapoint_time": 1760248800000, "evaluation_time": 1760273936341, "expiration_time": 1766452104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 23, "offset": 0, "std": 1.9493 } } }
{ "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": [ [ 1360934.5372181702, 1208805.9795444636, 152128.5576737063, -2615422.8159545986, -893040.8897589903, -1722381.9261956094 ], [ 1360.934537, 1208.80598, 152.128558, -2615.422816, -893.04089, -1722.381926 ], [ 0.568655, 0.50509, 0.063566, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -84527, -50457, -61167, -6079680, -3015617, -3078052 ], [ 3.277928, 6.433448, 1.405709, 0.812408, 0.84828, 0.786198 ], [ 66, 33, 33, 66, 33, 33 ], [ 33, 15, 18, 32, 18, 14 ], [ 33, 18, 15, 34, 15, 19 ], [ 50, 45.454545, 54.545455, 48.484848, 54.545455, 42.424242 ], [ 3.277928, 7.720138, 1.171425, 0.863183, 0.7069, 1.066984 ], [ 755630, 755630, 68997, 2008068, 718186, 2008068 ], [ -113436, -24914, -113436, -1906848, -1187555, -1906848 ], [ 140, 93, 188, 140, 93, 188 ], [ 230, 150, 297, 48, 45, 53 ], [ 50, 45, 56, 227, 150, 287 ], [ 9285, 3075, 6210, 9285, 3075, 6210 ], [ 0, 0, 0, 88.54093, 284.29093, 88.54093 ], [ 0, 0, 0, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -111044, 625721, -106757, -708505, -578843, -581523 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9573, "evaluation_days": 2393.25, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557316800000, "last_datapoint_time": 1760248800000, "evaluation_time": 1760273936341, "expiration_time": 1766452104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 23, "offset": 0, "std": 1.9493 } } }
# | 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) |
---|