Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1056663.3086 | 796124.7596 | 260538.5489 | 15172716.2325 | 18084233.1464 | -2911516.9139 |
Total P&L (%) | 1056.6633 | 796.1248 | 260.5385 | 15172.7162 | 18084.2331 | -2911.5169 |
Avg Daily Profit (%) | 0.4424 | 0.3333 | 0.1091 | 0.2108 | 0.2181 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151127 | -72535 | -116191 | -115772267 | -28386006 | -93956214 |
Profit Factor | 2.2532 | 2.9698 | 1.5935 | 1.0596 | 1.1764 | 0.9808 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 58.6466 | 56.7164 | 60.6061 | 58.6466 | 56.7164 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.5888 | 2.2664 | 1.0358 | 0.7472 | 0.8978 | 0.6375 |
Largest Winning Trade | 181042 | 181042 | 75593 | 26556342 | 14663226 | 26556342 |
Largest Losing Trade | -66975 | -37954 | -66975 | -55873553 | -19023124 | -55873553 |
Avg Bars in Trades | 104 | 70 | 138 | 104 | 70 | 138 |
Avg Bars in Winners | 119 | 72 | 163 | 119 | 72 | 163 |
Avg Bars in Losers | 82 | 67 | 99 | 82 | 67 | 99 |
Bars Traded | 13833 | 4697 | 9136 | 13833 | 4697 | 9136 |
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 | 571387 | -100960 | -168283 | -147011 | -135733 | -703583 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14330, "evaluation_days": 2388.33, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556395200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759888730030, "expiration_time": 1766072160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 203, "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": [ [ 1056663.3085521138, 796124.759617131, 260538.5489349822, 15172716.23250072, 18084233.146375947, -2911516.913875219 ], [ 1056.663309, 796.12476, 260.538549, 15172.716233, 18084.233146, -2911.516914 ], [ 0.442428, 0.33334, 0.109088, 0.210773, 0.218094, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -151127, -72535, -116191, -115772267, -28386006, -93956214 ], [ 2.253195, 2.969814, 1.593464, 1.059618, 1.176434, 0.980845 ], [ 133, 67, 66, 133, 67, 66 ], [ 78, 38, 40, 78, 38, 40 ], [ 55, 29, 26, 55, 29, 26 ], [ 58.646617, 56.716418, 60.606061, 58.646617, 56.716418, 60.606061 ], [ 1.588791, 2.266437, 1.035752, 0.747167, 0.897805, 0.637549 ], [ 181042, 181042, 75593, 26556342, 14663226, 26556342 ], [ -66975, -37954, -66975, -55873553, -19023124, -55873553 ], [ 104, 70, 138, 104, 70, 138 ], [ 119, 72, 163, 119, 72, 163 ], [ 82, 67, 99, 82, 67, 99 ], [ 13833, 4697, 9136, 13833, 4697, 9136 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 571387, -100960, -168283, -147011, -135733, -703583 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14330, "evaluation_days": 2388.33, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556395200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759888730030, "expiration_time": 1766072160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 203, "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) |
---|