Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1652340.9265 | 1399535.642 | 252805.2844 | 18001963.337 | -6186460.573 | 24188423.91 |
Total P&L (%) | 1652.3409 | 1399.5356 | 252.8053 | 18001.9633 | -6186.4606 | 24188.4239 |
Avg Daily Profit (%) | 0.6924 | 0.5865 | 0.1059 | 0.2181 | 0 | 0.2304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94822 | -67336 | -75867 | -42296131 | -32734065 | -24259837 |
Profit Factor | 3.9805 | 5.3548 | 2.085 | 1.1477 | 0.9193 | 1.5343 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 49.2537 | 44.1176 | 54.5455 | 49.2537 | 44.1176 | 54.5455 |
Ratio Avg Win / Avg Loss | 4.1011 | 6.7827 | 1.7375 | 1.1825 | 1.1644 | 1.2786 |
Largest Winning Trade | 841673 | 841673 | 64152 | 19987918 | 19987918 | 15448080 |
Largest Losing Trade | -49332 | -49332 | -35262 | -15830943 | -15830943 | -11157102 |
Avg Bars in Trades | 207 | 246 | 166 | 207 | 246 | 166 |
Avg Bars in Winners | 280 | 335 | 234 | 280 | 335 | 234 |
Avg Bars in Losers | 136 | 176 | 85 | 136 | 176 | 85 |
Bars Traded | 13870 | 8376 | 5494 | 13870 | 8376 | 5494 |
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 | -101996 | 615286 | -47025 | -171164 | -581416 | 373611 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14318, "evaluation_days": 2386.33, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556942400000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759724550772, "expiration_time": 1765894176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 240, "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": [ [ 1652340.9264803082, 1399535.6420466285, 252805.2844336799, 18001963.336990103, -6186460.573035573, 24188423.910025686 ], [ 1652.340926, 1399.535642, 252.805284, 18001.963337, -6186.460573, 24188.42391 ], [ 0.692419, 0.58648, 0.105939, 0.218087, 0, 0.230434 ], [ 10, 10, 10, 10, 10, 10 ], [ -94822, -67336, -75867, -42296131, -32734065, -24259837 ], [ 3.980515, 5.354752, 2.085003, 1.147691, 0.919258, 1.534322 ], [ 67, 34, 33, 67, 34, 33 ], [ 33, 15, 18, 33, 15, 18 ], [ 34, 19, 15, 34, 19, 15 ], [ 49.253731, 44.117647, 54.545455, 49.253731, 44.117647, 54.545455 ], [ 4.101137, 6.782686, 1.737502, 1.182469, 1.164394, 1.278602 ], [ 841673, 841673, 64152, 19987918, 19987918, 15448080 ], [ -49332, -49332, -35262, -15830943, -15830943, -11157102 ], [ 207, 246, 166, 207, 246, 166 ], [ 280, 335, 234, 280, 335, 234 ], [ 136, 176, 85, 136, 176, 85 ], [ 13870, 8376, 5494, 13870, 8376, 5494 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -101996, 615286, -47025, -171164, -581416, 373611 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14318, "evaluation_days": 2386.33, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556942400000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759724550772, "expiration_time": 1765894176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 240, "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) |
---|