Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1341251.0386 | 1272212.098 | 69038.9406 | 1104063.6205 | 1757547.691 | -653484.0705 |
Total P&L (%) | 1341.251 | 1272.2121 | 69.0389 | 1104.0636 | 1757.5477 | -653.4841 |
Avg Daily Profit (%) | 0.6438 | 0.6107 | 0.0331 | 0.1195 | 0.1403 | 0 |
Buy And Hold Return (%) | 86.0158 | 86.0158 | 86.0158 | 86.0158 | 86.0158 | 86.0158 |
Max Trade Drawdown | -134032 | -139174 | -71882 | -5003456 | -5662108 | -3015349 |
Profit Factor | 2.6022 | 3.8446 | 1.1771 | 1.0508 | 1.14 | 0.9289 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 39.6226 | 32.0755 | 47.1698 | 39.6226 | 32.0755 | 47.1698 |
Ratio Avg Win / Avg Loss | 3.9652 | 8.1415 | 1.3183 | 1.6012 | 2.4141 | 1.0403 |
Largest Winning Trade | 923578 | 923578 | 59582 | 4089985 | 4089985 | 1722892 |
Largest Losing Trade | -34769 | -34769 | -28942 | -1680793 | -1680793 | -1487825 |
Avg Bars in Trades | 230 | 216 | 245 | 230 | 216 | 245 |
Avg Bars in Winners | 394 | 430 | 369 | 394 | 430 | 369 |
Avg Bars in Losers | 123 | 115 | 134 | 123 | 115 | 134 |
Bars Traded | 24459 | 11458 | 13001 | 24459 | 11458 | 13001 |
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 | 469421 | -168808 | -521317 | -200360 | -257994 | -760267 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579096800000, "first_datapoint_time": 1580868000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759167713437, "expiration_time": 1765641600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 109, "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": [ [ 1341251.0386427492, 1272212.098015193, 69038.9406275571, 1104063.6205130517, 1757547.6910156896, -653484.0705026387 ], [ 1341.251039, 1272.212098, 69.038941, 1104.063621, 1757.547691, -653.484071 ], [ 0.643802, 0.610663, 0.033139, 0.119509, 0.140347, 0 ], [ 86.015831, 86.015831, 86.015831, 86.015831, 86.015831, 86.015831 ], [ -134032, -139174, -71882, -5003456, -5662108, -3015349 ], [ 2.602155, 3.84462, 1.177059, 1.050776, 1.139987, 0.928882 ], [ 106, 53, 53, 106, 53, 53 ], [ 42, 17, 25, 42, 17, 25 ], [ 64, 36, 28, 64, 36, 28 ], [ 39.622642, 32.075472, 47.169811, 39.622642, 32.075472, 47.169811 ], [ 3.965189, 8.141548, 1.318307, 1.601182, 2.41409, 1.040348 ], [ 923578, 923578, 59582, 4089985, 4089985, 1722892 ], [ -34769, -34769, -28942, -1680793, -1680793, -1487825 ], [ 230, 216, 245, 230, 216, 245 ], [ 394, 430, 369, 394, 430, 369 ], [ 123, 115, 134, 123, 115, 134 ], [ 24459, 11458, 13001, 24459, 11458, 13001 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 469421, -168808, -521317, -200360, -257994, -760267 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579096800000, "first_datapoint_time": 1580868000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759167713437, "expiration_time": 1765641600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 109, "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) |
---|