Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1539000.5238 | 1325799.9797 | 213200.5441 | 3575338.986 | -641291.6048 | 4216630.5908 |
Total P&L (%) | 1539.0005 | 1325.8 | 213.2005 | 3575.339 | -641.2916 | 4216.6306 |
Avg Daily Profit (%) | 0.6456 | 0.5562 | 0.0894 | 0.1513 | 0 | 0.1581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108957 | -92559 | -63853 | -6131247 | -7080011 | -2471821 |
Profit Factor | 3.5585 | 4.5166 | 1.9496 | 1.1646 | 0.96 | 1.7438 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 49.3827 | 47.5 | 51.2195 | 49.3827 | 47.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 3.6474 | 4.992 | 1.8567 | 1.1937 | 1.0611 | 1.6607 |
Largest Winning Trade | 1031589 | 1031589 | 61175 | 4855298 | 4855298 | 1841158 |
Largest Losing Trade | -57625 | -57625 | -39723 | -3406121 | -3406121 | -1229260 |
Avg Bars in Trades | 84 | 126 | 44 | 84 | 126 | 44 |
Avg Bars in Winners | 97 | 138 | 61 | 97 | 138 | 61 |
Avg Bars in Losers | 71 | 115 | 25 | 71 | 115 | 25 |
Bars Traded | 6861 | 5053 | 1807 | 6861 | 5053 | 1807 |
Profit Streak | 18.1436 | 0 | 34.8103 | 18.1436 | 0 | 34.8103 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 94712 | 632828 | -69111 | -47788 | -580055 | 421961 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7151, "evaluation_days": 2383.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1560268800000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759404410666, "expiration_time": 1765570464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "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": [ [ 1539000.5237708525, 1325799.9796804034, 213200.5440904485, 3575338.9860063633, -641291.6048277612, 4216630.590834123 ], [ 1539.000524, 1325.79998, 213.200544, 3575.338986, -641.291605, 4216.630591 ], [ 0.645643, 0.556201, 0.089442, 0.151319, 0, 0.158077 ], [ 10, 10, 10, 10, 10, 10 ], [ -108957, -92559, -63853, -6131247, -7080011, -2471821 ], [ 3.558455, 4.516571, 1.949584, 1.16461, 0.960046, 1.74376 ], [ 81, 40, 41, 81, 40, 41 ], [ 40, 19, 21, 40, 19, 21 ], [ 41, 21, 20, 41, 21, 20 ], [ 49.382716, 47.5, 51.219512, 49.382716, 47.5, 51.219512 ], [ 3.647417, 4.991999, 1.856746, 1.193726, 1.061103, 1.660724 ], [ 1031589, 1031589, 61175, 4855298, 4855298, 1841158 ], [ -57625, -57625, -39723, -3406121, -3406121, -1229260 ], [ 84, 126, 44, 84, 126, 44 ], [ 97, 138, 61, 97, 138, 61 ], [ 71, 115, 25, 71, 115, 25 ], [ 6861, 5053, 1807, 6861, 5053, 1807 ], [ 18.143642, 0, 34.810309, 18.143642, 0, 34.810309 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 94712, 632828, -69111, -47788, -580055, 421961 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7151, "evaluation_days": 2383.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1560268800000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759404410666, "expiration_time": 1765570464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "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) |
---|