Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291268.572 | 1079470.2728 | 211798.2992 | 2193694.5049 | 2001273.7962 | 192420.7087 |
Total P&L (%) | 1291.2686 | 1079.4703 | 211.7983 | 2193.6945 | 2001.2738 | 192.4207 |
Avg Daily Profit (%) | 0.5415 | 0.4527 | 0.0888 | 0.1315 | 0.1278 | 0.045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109238 | -57576 | -94073 | -8785870 | -4799348 | -8372781 |
Profit Factor | 3.3916 | 5.7773 | 1.6746 | 1.0976 | 1.2629 | 1.013 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 51.3514 | 45.9459 | 56.7568 | 51.3514 | 45.9459 | 56.7568 |
Ratio Avg Win / Avg Loss | 3.2131 | 6.7968 | 1.2759 | 1.0399 | 1.4857 | 0.7718 |
Largest Winning Trade | 761493 | 761493 | 62793 | 3588020 | 3253666 | 3588020 |
Largest Losing Trade | -82779 | -31653 | -82779 | -6452211 | -2878686 | -6452211 |
Avg Bars in Trades | 62 | 51 | 73 | 62 | 51 | 73 |
Avg Bars in Winners | 79 | 66 | 89 | 79 | 66 | 89 |
Avg Bars in Losers | 44 | 37 | 52 | 44 | 37 | 52 |
Bars Traded | 4612 | 1889 | 2723 | 4612 | 1889 | 2723 |
Profit Streak | 21.455 | 0 | 35.955 | 21.455 | 0 | 35.955 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50609 | 611690 | -70889 | -198267 | -23721 | -339310 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4769, "evaluation_days": 2384.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558958400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759488910243, "expiration_time": 1765630224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 68, "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": [ [ 1291268.5719745136, 1079470.2727850147, 211798.2991894984, 2193694.5048869452, 2001273.7962245024, 192420.7086624464 ], [ 1291.268572, 1079.470273, 211.798299, 2193.694505, 2001.273796, 192.420709 ], [ 0.541526, 0.452703, 0.088823, 0.131466, 0.127787, 0.04501 ], [ 10, 10, 10, 10, 10, 10 ], [ -109238, -57576, -94073, -8785870, -4799348, -8372781 ], [ 3.391608, 5.777251, 1.674612, 1.097648, 1.262871, 1.012956 ], [ 74, 37, 37, 74, 37, 37 ], [ 38, 17, 21, 38, 17, 21 ], [ 36, 20, 16, 36, 20, 16 ], [ 51.351351, 45.945946, 56.756757, 51.351351, 45.945946, 56.756757 ], [ 3.213102, 6.796765, 1.275894, 1.039877, 1.485731, 0.771776 ], [ 761493, 761493, 62793, 3588020, 3253666, 3588020 ], [ -82779, -31653, -82779, -6452211, -2878686, -6452211 ], [ 62, 51, 73, 62, 51, 73 ], [ 79, 66, 89, 79, 66, 89 ], [ 44, 37, 52, 44, 37, 52 ], [ 4612, 1889, 2723, 4612, 1889, 2723 ], [ 21.45498, 0, 35.95498, 21.45498, 0, 35.95498 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -50609, 611690, -70889, -198267, -23721, -339310 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4769, "evaluation_days": 2384.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558958400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759488910243, "expiration_time": 1765630224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 68, "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) |
---|