Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1462132.946 | 1338206.418 | 123926.5279 | 3741478.9978 | 5119369.0055 | -1377890.0077 |
Total P&L (%) | 1462.1329 | 1338.2064 | 123.9265 | 3741.479 | 5119.369 | -1377.89 |
Avg Daily Profit (%) | 0.702 | 0.6425 | 0.0595 | 0.1753 | 0.1901 | 0 |
Buy And Hold Return (%) | 91.4216 | 91.4216 | 91.4216 | 91.4216 | 91.4216 | 91.4216 |
Max Trade Drawdown | -123901 | -125952 | -82802 | -8580879 | -5596431 | -5217511 |
Profit Factor | 4.3927 | 7.6847 | 1.537 | 1.2229 | 1.6438 | 0.844 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 46.5517 | 44.8276 | 48.2759 | 46.5517 | 44.8276 | 48.2759 |
Ratio Avg Win / Avg Loss | 5.0435 | 9.4581 | 1.6468 | 1.4041 | 2.0231 | 0.9043 |
Largest Winning Trade | 1033997 | 1033997 | 65062 | 6154174 | 6154174 | 1556447 |
Largest Losing Trade | -57896 | -57896 | -40340 | -3662843 | -3662843 | -3302850 |
Avg Bars in Trades | 420 | 422 | 418 | 420 | 422 | 418 |
Avg Bars in Winners | 619 | 652 | 589 | 619 | 652 | 589 |
Avg Bars in Losers | 247 | 236 | 258 | 247 | 236 | 258 |
Bars Traded | 24386 | 12261 | 12125 | 24386 | 12261 | 12125 |
Profit Streak | 24.6225 | 24.6225 | 50.1225 | 24.6225 | 24.6225 | 50.1225 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160136 | 677697 | -166156 | -172374 | 343535 | -580938 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579651200000, "first_datapoint_time": 1581321600000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759683384903, "expiration_time": 1766158704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 233, "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": [ [ 1462132.945970839, 1338206.4180353074, 123926.5279355309, 3741478.997815196, 5119369.005504601, -1377890.0076894069 ], [ 1462.132946, 1338.206418, 123.926528, 3741.478998, 5119.369006, -1377.890008 ], [ 0.701963, 0.642467, 0.059497, 0.175313, 0.190056, 0 ], [ 91.421569, 91.421569, 91.421569, 91.421569, 91.421569, 91.421569 ], [ -123901, -125952, -82802, -8580879, -5596431, -5217511 ], [ 4.392694, 7.684741, 1.536997, 1.222917, 1.643773, 0.84399 ], [ 58, 29, 29, 58, 29, 29 ], [ 27, 13, 14, 27, 13, 14 ], [ 31, 16, 15, 31, 16, 15 ], [ 46.551724, 44.827586, 48.275862, 46.551724, 44.827586, 48.275862 ], [ 5.043464, 9.458143, 1.646782, 1.404089, 2.023106, 0.904275 ], [ 1033997, 1033997, 65062, 6154174, 6154174, 1556447 ], [ -57896, -57896, -40340, -3662843, -3662843, -3302850 ], [ 420, 422, 418, 420, 422, 418 ], [ 619, 652, 589, 619, 652, 589 ], [ 247, 236, 258, 247, 236, 258 ], [ 24386, 12261, 12125, 24386, 12261, 12125 ], [ 24.62251, 24.62251, 50.12251, 24.62251, 24.62251, 50.12251 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160136, 677697, -166156, -172374, 343535, -580938 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579651200000, "first_datapoint_time": 1581321600000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759683384903, "expiration_time": 1766158704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 233, "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) |
---|