Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755793.8795 | 616386.9149 | 139406.9646 | 934626.7388 | -3057752.7411 | 3992379.4799 |
Total P&L (%) | 755.7939 | 616.3869 | 139.407 | 934.6267 | -3057.7527 | 3992.3795 |
Avg Daily Profit (%) | 0.3183 | 0.2596 | 0.0587 | 0.0984 | 0 | 0.1564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148547 | -157370 | -22428 | -11648392 | -13200984 | -714520 |
Profit Factor | 1.9046 | 1.8789 | 2.0387 | 1.0332 | 0.8776 | 2.2688 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 125 | 66 | 59 | 125 | 66 | 59 |
Losing Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Profitability (%) | 73.0994 | 77.6471 | 68.6047 | 73.0994 | 77.6471 | 68.6047 |
Ratio Avg Win / Avg Loss | 0.7009 | 0.5409 | 0.933 | 0.3802 | 0.2526 | 1.0383 |
Largest Winning Trade | 120688 | 120688 | 15878 | 2215992 | 2215992 | 1730762 |
Largest Losing Trade | -69557 | -69557 | -15925 | -4307776 | -4307776 | -714520 |
Avg Bars in Trades | 79 | 153 | 7 | 79 | 153 | 7 |
Avg Bars in Winners | 24 | 43 | 4 | 24 | 43 | 4 |
Avg Bars in Losers | 229 | 536 | 13 | 229 | 536 | 13 |
Bars Traded | 13669 | 13042 | 627 | 13669 | 13042 | 627 |
Profit Streak | 47.7319 | 0 | 136.8985 | 47.7319 | 0 | 136.8985 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516139 | 463333 | -109836 | -242335 | -577243 | 521162 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14249, "evaluation_days": 2374.83, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1555992000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758879232789, "expiration_time": 1764870768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 51, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 755793.8795112217, 616386.9149419058, 139406.9645693158, 934626.7387692316, -3057752.741092912, 3992379.479862145 ], [ 755.79388, 616.386915, 139.406965, 934.626739, -3057.752741, 3992.37948 ], [ 0.318252, 0.25955, 0.058702, 0.09844, 0, 0.156416 ], [ 10, 10, 10, 10, 10, 10 ], [ -148547, -157370, -22428, -11648392, -13200984, -714520 ], [ 1.904553, 1.878886, 2.038669, 1.033222, 0.877623, 2.268828 ], [ 171, 85, 86, 171, 85, 86 ], [ 125, 66, 59, 125, 66, 59 ], [ 46, 19, 27, 46, 19, 27 ], [ 73.099415, 77.647059, 68.604651, 73.099415, 77.647059, 68.604651 ], [ 0.700875, 0.540891, 0.93295, 0.380226, 0.252649, 1.038277 ], [ 120688, 120688, 15878, 2215992, 2215992, 1730762 ], [ -69557, -69557, -15925, -4307776, -4307776, -714520 ], [ 79, 153, 7, 79, 153, 7 ], [ 24, 43, 4, 24, 43, 4 ], [ 229, 536, 13, 229, 536, 13 ], [ 13669, 13042, 627, 13669, 13042, 627 ], [ 47.731861, 0, 136.898528, 47.731861, 0, 136.898528 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 516139, 463333, -109836, -242335, -577243, 521162 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14249, "evaluation_days": 2374.83, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1555992000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758879232789, "expiration_time": 1764870768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 51, "offset": 0, "scalar": 3 } } }
# | 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) |
---|