Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681197.1625 | 672500.3838 | 8696.7787 | 277560.5601 | 1295408.9201 | -1017848.3599 |
Total P&L (%) | 681.1972 | 672.5004 | 8.6968 | 277.5606 | 1295.4089 | -1017.8484 |
Avg Daily Profit (%) | 0.327 | 0.3228 | 0.0042 | 0.0638 | 0.1266 | 0 |
Buy And Hold Return (%) | 88.0779 | 88.0779 | 88.0779 | 88.0779 | 88.0779 | 88.0779 |
Max Trade Drawdown | -151413 | -143977 | -125959 | -2611994 | -1808632 | -1349824 |
Profit Factor | 1.7446 | 2.5768 | 1.0178 | 1.0369 | 1.3641 | 0.7427 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 38.8889 | 35.1852 | 42.5926 | 38.8889 | 35.1852 | 42.5926 |
Ratio Avg Win / Avg Loss | 2.7415 | 4.7467 | 1.3718 | 1.6295 | 2.5129 | 1.001 |
Largest Winning Trade | 183519 | 183519 | 64509 | 1489553 | 1489553 | 462762 |
Largest Losing Trade | -43049 | -43049 | -39154 | -812501 | -495764 | -812501 |
Avg Bars in Trades | 226 | 211 | 241 | 226 | 211 | 241 |
Avg Bars in Winners | 395 | 393 | 397 | 395 | 393 | 397 |
Avg Bars in Losers | 118 | 111 | 126 | 118 | 111 | 126 |
Bars Traded | 24466 | 11401 | 13065 | 24466 | 11401 | 13065 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302274 | -172093 | -736893 | -293539 | -208101 | -762047 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579420800000, "first_datapoint_time": 1581019200000, "last_datapoint_time": 1759485600000, "evaluation_time": 1759492356953, "expiration_time": 1765965600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 223, "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": [ [ 681197.1624611096, 672500.3837824835, 8696.7786786262, 277560.5601497096, 1295408.9200897762, -1017848.359940066 ], [ 681.197162, 672.500384, 8.696779, 277.56056, 1295.40892, -1017.84836 ], [ 0.326975, 0.322801, 0.004174, 0.063791, 0.126597, 0 ], [ 88.077859, 88.077859, 88.077859, 88.077859, 88.077859, 88.077859 ], [ -151413, -143977, -125959, -2611994, -1808632, -1349824 ], [ 1.744597, 2.576806, 1.017808, 1.036944, 1.364134, 0.742673 ], [ 108, 54, 54, 108, 54, 54 ], [ 42, 19, 23, 42, 19, 23 ], [ 66, 35, 31, 66, 35, 31 ], [ 38.888889, 35.185185, 42.592593, 38.888889, 35.185185, 42.592593 ], [ 2.741509, 4.746748, 1.371828, 1.629484, 2.512879, 1.000995 ], [ 183519, 183519, 64509, 1489553, 1489553, 462762 ], [ -43049, -43049, -39154, -812501, -495764, -812501 ], [ 226, 211, 241, 226, 211, 241 ], [ 395, 393, 397, 395, 393, 397 ], [ 118, 111, 126, 118, 111, 126 ], [ 24466, 11401, 13065, 24466, 11401, 13065 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302274, -172093, -736893, -293539, -208101, -762047 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579420800000, "first_datapoint_time": 1581019200000, "last_datapoint_time": 1759485600000, "evaluation_time": 1759492356953, "expiration_time": 1765965600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 223, "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) |
---|