Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160171.5107 | 385654.1721 | -225482.6615 | -186064.9304 | 4859724.8551 | -5045789.7856 |
Total P&L (%) | 160.1715 | 385.6542 | -225.4827 | -186.0649 | 4859.7249 | -5045.7898 |
Avg Daily Profit (%) | 0.0671 | 0.1617 | -0.0945 | 0 | 0.1638 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -352393 | -132409 | -436989 | -7180857 | -1614350 | -7891123 |
Profit Factor | 1.0954 | 1.6888 | 0.7985 | 0.9891 | 2.2662 | 0.6202 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 113 | 56 | 57 | 112 | 60 | 52 |
Losing Trades | 90 | 46 | 44 | 91 | 42 | 49 |
Profitability (%) | 55.665 | 54.902 | 56.4356 | 55.1724 | 58.8235 | 51.4851 |
Ratio Avg Win / Avg Loss | 0.8725 | 1.3872 | 0.6164 | 0.8037 | 1.5864 | 0.5844 |
Largest Winning Trade | 96690 | 96690 | 67387 | 1701640 | 1315720 | 1701640 |
Largest Losing Trade | -178002 | -40657 | -178002 | -5832083 | -979809 | -5832083 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 26 | 23 | 30 | 38 | 38 | 38 |
Avg Bars in Losers | 43 | 45 | 41 | 28 | 25 | 32 |
Bars Traded | 6958 | 3376 | 3582 | 6958 | 3376 | 3582 |
Profit Streak | 0 | 0 | 0 | 85.7848 | 85.7848 | 108.4514 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -218732 | 350455 | -580228 | -577548 | 513619 | -579479 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7157, "evaluation_days": 2385.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556294400000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759575004804, "expiration_time": 1765748448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 99, "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": [ [ 160171.5106614095, 385654.1721271725, -225482.6614657631, -186064.9304496412, 4859724.855114993, -5045789.785564637 ], [ 160.171511, 385.654172, -225.482661, -186.06493, 4859.724855, -5045.789786 ], [ 0.067139, 0.161654, -0.094515, 0, 0.163775, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -352393, -132409, -436989, -7180857, -1614350, -7891123 ], [ 1.095411, 1.68876, 0.798465, 0.989134, 2.266219, 0.620228 ], [ 203, 102, 101, 203, 102, 101 ], [ 113, 56, 57, 112, 60, 52 ], [ 90, 46, 44, 91, 42, 49 ], [ 55.665025, 54.901961, 56.435644, 55.172414, 58.823529, 51.485149 ], [ 0.872451, 1.387196, 0.616359, 0.803672, 1.586353, 0.584446 ], [ 96690, 96690, 67387, 1701640, 1315720, 1701640 ], [ -178002, -40657, -178002, -5832083, -979809, -5832083 ], [ 34, 33, 35, 34, 33, 35 ], [ 26, 23, 30, 38, 38, 38 ], [ 43, 45, 41, 28, 25, 32 ], [ 6958, 3376, 3582, 6958, 3376, 3582 ], [ 0, 0, 0, 85.784778, 85.784778, 108.451444 ], [ 0, 0, 0, 6, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -218732, 350455, -580228, -577548, 513619, -579479 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7157, "evaluation_days": 2385.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556294400000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759575004804, "expiration_time": 1765748448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 99, "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) |
---|