Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1370113.2581 | 1225809.2333 | 144304.0248 | 404660.9281 | 191766.9903 | 212893.9377 |
Total P&L (%) | 1370.1133 | 1225.8092 | 144.304 | 404.6609 | 191.767 | 212.8939 |
Avg Daily Profit (%) | 0.5752 | 0.5146 | 0.0606 | 0.068 | 0.045 | 0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127272 | -93036 | -104935 | -1171712 | -712693 | -1052100 |
Profit Factor | 3.0153 | 4.773 | 1.4065 | 1.0994 | 1.093 | 1.1059 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 50.7042 | 44.4444 | 57.1429 | 50.7042 | 44.4444 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.9315 | 5.9663 | 1.0549 | 1.0688 | 1.3663 | 0.8294 |
Largest Winning Trade | 977875 | 977875 | 60925 | 670482 | 670482 | 393188 |
Largest Losing Trade | -90856 | -37904 | -90856 | -428659 | -428659 | -351117 |
Avg Bars in Trades | 195 | 154 | 238 | 195 | 154 | 238 |
Avg Bars in Winners | 269 | 241 | 291 | 269 | 241 | 291 |
Avg Bars in Losers | 120 | 83 | 168 | 120 | 83 | 168 |
Bars Traded | 13897 | 5546 | 8351 | 13897 | 5546 | 8351 |
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 | -74182 | 582935 | -110380 | -304560 | -253207 | -233740 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14292, "evaluation_days": 2382, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556726400000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759338806463, "expiration_time": 1765508544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 114, "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": [ [ 1370113.2581246505, 1225809.2332899736, 144304.0248346778, 404660.928080697, 191766.9903442878, 212893.937736409 ], [ 1370.113258, 1225.809233, 144.304025, 404.660928, 191.76699, 212.893938 ], [ 0.575194, 0.514613, 0.060581, 0.067979, 0.044963, 0.0479 ], [ 10, 10, 10, 10, 10, 10 ], [ -127272, -93036, -104935, -1171712, -712693, -1052100 ], [ 3.015281, 4.773048, 1.406517, 1.099382, 1.093035, 1.105888 ], [ 71, 36, 35, 71, 36, 35 ], [ 36, 16, 20, 36, 16, 20 ], [ 35, 20, 15, 35, 20, 15 ], [ 50.704225, 44.444444, 57.142857, 50.704225, 44.444444, 57.142857 ], [ 2.931524, 5.966311, 1.054888, 1.068843, 1.366294, 0.829416 ], [ 977875, 977875, 60925, 670482, 670482, 393188 ], [ -90856, -37904, -90856, -428659, -428659, -351117 ], [ 195, 154, 238, 195, 154, 238 ], [ 269, 241, 291, 269, 241, 291 ], [ 120, 83, 168, 120, 83, 168 ], [ 13897, 5546, 8351, 13897, 5546, 8351 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74182, 582935, -110380, -304560, -253207, -233740 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14292, "evaluation_days": 2382, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556726400000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759338806463, "expiration_time": 1765508544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 114, "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) |
---|