Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1355000.6918 | 1257951.8957 | 97048.7961 | 700948.8476 | 2537939.8057 | -1836990.9581 |
Total P&L (%) | 1355.0007 | 1257.9519 | 97.0488 | 700.9488 | 2537.9398 | -1836.991 |
Avg Daily Profit (%) | 0.566 | 0.5255 | 0.0405 | 0.0869 | 0.1368 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124801 | -76990 | -92084 | -10908056 | -4348980 | -6568301 |
Profit Factor | 2.8109 | 5.1036 | 1.2197 | 1.0348 | 1.3228 | 0.8501 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 50 | 45 | 55 | 50 | 45 | 55 |
Ratio Avg Win / Avg Loss | 2.8109 | 6.2377 | 0.998 | 1.0348 | 1.6168 | 0.6955 |
Largest Winning Trade | 828200 | 828200 | 60927 | 4697693 | 4697693 | 4015416 |
Largest Losing Trade | -61861 | -54149 | -61861 | -5448132 | -3380524 | -5448132 |
Avg Bars in Trades | 58 | 50 | 66 | 58 | 50 | 66 |
Avg Bars in Winners | 85 | 82 | 88 | 85 | 82 | 88 |
Avg Bars in Losers | 31 | 24 | 39 | 31 | 24 | 39 |
Bars Traded | 4682 | 2016 | 2666 | 4682 | 2016 | 2666 |
Profit Streak | 14.1282 | 16.1282 | 0 | 14.1282 | 16.1282 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6651 | 624636 | -140152 | -281841 | -10003 | -580101 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 2394, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1555329600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760281474878, "expiration_time": 1766475648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 44, "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": [ [ 1355000.691834822, 1257951.8957444592, 97048.7960903632, 700948.847583353, 2537939.805703212, -1836990.9581198585 ], [ 1355.000692, 1257.951896, 97.048796, 700.948848, 2537.939806, -1836.990958 ], [ 0.565999, 0.52546, 0.040538, 0.086948, 0.136793, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -124801, -76990, -92084, -10908056, -4348980, -6568301 ], [ 2.810921, 5.103606, 1.219721, 1.034843, 1.322818, 0.85011 ], [ 80, 40, 40, 80, 40, 40 ], [ 40, 18, 22, 40, 18, 22 ], [ 40, 22, 18, 40, 22, 18 ], [ 50, 45, 55, 50, 45, 55 ], [ 2.810921, 6.237741, 0.997954, 1.034843, 1.616778, 0.695544 ], [ 828200, 828200, 60927, 4697693, 4697693, 4015416 ], [ -61861, -54149, -61861, -5448132, -3380524, -5448132 ], [ 58, 50, 66, 58, 50, 66 ], [ 85, 82, 88, 85, 82, 88 ], [ 31, 24, 39, 31, 24, 39 ], [ 4682, 2016, 2666, 4682, 2016, 2666 ], [ 14.128181, 16.128181, 0, 14.128181, 16.128181, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -6651, 624636, -140152, -281841, -10003, -580101 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 2394, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1555329600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760281474878, "expiration_time": 1766475648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 44, "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) |
---|