Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1190932.3899 | 33043.4468 | -1223975.8368 | -12598350.734 | 45911368.9763 | -58509719.7103 |
Total P&L (%) | -1190.9324 | 33.0434 | -1223.9758 | -12598.3507 | 45911.369 | -58509.7197 |
Avg Daily Profit (%) | -0.498 | 0.0138 | -0.5118 | 0 | 0.2567 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1516929 | -105340 | -1501210 | -148077034 | -24835743 | -147063836 |
Profit Factor | 0.454 | 1.117 | 0.3554 | 0.9546 | 1.7195 | 0.7261 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 103 | 53 | 50 | 80 | 37 | 43 |
Losing Trades | 71 | 34 | 37 | 94 | 50 | 44 |
Profitability (%) | 59.1954 | 60.9195 | 57.4713 | 45.977 | 42.5287 | 49.4253 |
Ratio Avg Win / Avg Loss | 0.3129 | 0.7166 | 0.263 | 1.1216 | 2.3236 | 0.743 |
Largest Winning Trade | 49479 | 28419 | 49479 | 68297892 | 45688009 | 68297892 |
Largest Losing Trade | -1003043 | -46222 | -1003043 | -52281297 | -16720651 | -52281297 |
Avg Bars in Trades | 78 | 19 | 137 | 78 | 19 | 137 |
Avg Bars in Winners | 55 | 15 | 96 | 91 | 22 | 151 |
Avg Bars in Losers | 112 | 25 | 192 | 67 | 17 | 123 |
Bars Traded | 13657 | 1693 | 11964 | 13657 | 1693 | 11964 |
Profit Streak | 112.0637 | 112.7304 | 112.0637 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577321 | -268096 | -579568 | -579764 | 317956 | -581323 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14349, "evaluation_days": 2391.5, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556366400000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760160703451, "expiration_time": 1766353968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 14, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 201, "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": [ [ -1190932.3899165029, 33043.4468353688, -1223975.836751871, -12598350.733997086, 45911368.97632367, -58509719.71032076 ], [ -1190.93239, 33.043447, -1223.975837, -12598.350734, 45911.368976, -58509.71971 ], [ -0.497986, 0.013817, -0.511803, 0, 0.256715, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1516929, -105340, -1501210, -148077034, -24835743, -147063836 ], [ 0.453981, 1.117013, 0.355371, 0.954586, 1.719482, 0.726075 ], [ 174, 87, 87, 174, 87, 87 ], [ 103, 53, 50, 80, 37, 43 ], [ 71, 34, 37, 94, 50, 44 ], [ 59.195402, 60.91954, 57.471264, 45.977011, 42.528736, 49.425287 ], [ 0.312938, 0.716575, 0.262974, 1.121638, 2.323624, 0.74296 ], [ 49479, 28419, 49479, 68297892, 45688009, 68297892 ], [ -1003043, -46222, -1003043, -52281297, -16720651, -52281297 ], [ 78, 19, 137, 78, 19, 137 ], [ 55, 15, 96, 91, 22, 151 ], [ 112, 25, 192, 67, 17, 123 ], [ 13657, 1693, 11964, 13657, 1693, 11964 ], [ 112.063697, 112.730364, 112.063697, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577321, -268096, -579568, -579764, 317956, -581323 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14349, "evaluation_days": 2391.5, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556366400000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760160703451, "expiration_time": 1766353968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 14, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 201, "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) |
---|