Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1316799.2206 | 1076158.2452 | 240640.9754 | 7134693.6078 | -305963.6731 | 7440657.2809 |
Total P&L (%) | 1316.7992 | 1076.1582 | 240.641 | 7134.6936 | -305.9637 | 7440.6573 |
Avg Daily Profit (%) | 0.55 | 0.4495 | 0.1005 | 0.179 | 0 | 0.1807 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133468 | -77868 | -100480 | -16849637 | -12451200 | -9802516 |
Profit Factor | 3.3426 | 4.909 | 1.839 | 1.1644 | 0.9874 | 1.3874 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50.6849 | 48.6486 | 52.7778 | 50.6849 | 48.6486 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.2523 | 5.1818 | 1.6455 | 1.1329 | 1.0422 | 1.2413 |
Largest Winning Trade | 590579 | 590579 | 65791 | 9172184 | 9172184 | 5439450 |
Largest Losing Trade | -67095 | -34142 | -67095 | -5874444 | -5707206 | -5874444 |
Avg Bars in Trades | 63 | 50 | 77 | 63 | 50 | 77 |
Avg Bars in Winners | 90 | 74 | 104 | 90 | 74 | 104 |
Avg Bars in Losers | 36 | 27 | 47 | 36 | 27 | 47 |
Bars Traded | 4663 | 1874 | 2789 | 4663 | 1874 | 2789 |
Profit Streak | 0 | 0 | 27.8921 | 0 | 0 | 27.8921 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58768 | 625630 | -53924 | -108060 | -579631 | 354935 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 2394, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557403200000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760304281010, "expiration_time": 1766475648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 62, "offset": 30 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1316799.2206045424, 1076158.245167045, 240640.9754374971, 7134693.607819911, -305963.6730904657, 7440657.280910373 ], [ 1316.799221, 1076.158245, 240.640975, 7134.693608, -305.963673, 7440.657281 ], [ 0.550041, 0.449523, 0.100518, 0.179002, 0, 0.180735 ], [ 10, 10, 10, 10, 10, 10 ], [ -133468, -77868, -100480, -16849637, -12451200, -9802516 ], [ 3.342613, 4.909035, 1.839035, 1.164361, 0.987357, 1.387354 ], [ 73, 37, 36, 73, 37, 36 ], [ 37, 18, 19, 37, 18, 19 ], [ 36, 19, 17, 36, 19, 17 ], [ 50.684932, 48.648649, 52.777778, 50.684932, 48.648649, 52.777778 ], [ 3.252272, 5.181759, 1.645453, 1.132892, 1.04221, 1.241316 ], [ 590579, 590579, 65791, 9172184, 9172184, 5439450 ], [ -67095, -34142, -67095, -5874444, -5707206, -5874444 ], [ 63, 50, 77, 63, 50, 77 ], [ 90, 74, 104, 90, 74, 104 ], [ 36, 27, 47, 36, 27, 47 ], [ 4663, 1874, 2789, 4663, 1874, 2789 ], [ 0, 0, 27.892141, 0, 0, 27.892141 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -58768, 625630, -53924, -108060, -579631, 354935 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 2394, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557403200000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760304281010, "expiration_time": 1766475648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 62, "offset": 30 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|