Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455774.32 | 555876.3238 | -100102.0038 | -94051.0521 | -120442.9973 | 26391.9452 |
Total P&L (%) | 455.7743 | 555.8763 | -100.102 | -94.0511 | -120.443 | 26.3919 |
Avg Daily Profit (%) | 0.1908 | 0.2326 | -0.0419 | -0.118 | 0 | 0.0098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -380522 | -164731 | -393836 | -211178 | -229973 | -47857 |
Profit Factor | 1.2925 | 1.62 | 0.8487 | 0.7613 | 0.5889 | 1.261 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 49.2462 | 44.4444 | 54 | 49.2462 | 44.4444 | 54 |
Ratio Avg Win / Avg Loss | 1.3321 | 2.025 | 0.723 | 0.7846 | 0.7361 | 1.0742 |
Largest Winning Trade | 162866 | 162866 | 36285 | 100352 | 100352 | 27260 |
Largest Losing Trade | -73873 | -68760 | -73873 | -94969 | -94969 | -33212 |
Avg Bars in Trades | 70 | 92 | 49 | 70 | 92 | 49 |
Avg Bars in Winners | 76 | 102 | 54 | 76 | 102 | 54 |
Avg Bars in Losers | 65 | 83 | 43 | 65 | 83 | 43 |
Bars Traded | 14086 | 9131 | 4955 | 14086 | 9131 | 4955 |
Profit Streak | 32.5879 | 34.5879 | 32.5879 | 32.5879 | 34.5879 | 32.5879 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335704 | 341101 | -580006 | -579032 | -582686 | -182550 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14336, "evaluation_days": 2389.33, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556424000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759975595373, "expiration_time": 1766161152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 205, "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": [ [ 455774.3199920892, 555876.3237874262, -100102.0037953368, -94051.0520720567, -120442.9972921989, 26391.9452201423 ], [ 455.77432, 555.876324, -100.102004, -94.051052, -120.442997, 26.391945 ], [ 0.190754, 0.232649, -0.041895, -0.118037, 0, 0.009803 ], [ 10, 10, 10, 10, 10, 10 ], [ -380522, -164731, -393836, -211178, -229973, -47857 ], [ 1.292497, 1.620033, 0.848718, 0.761325, 0.588866, 1.261041 ], [ 199, 99, 100, 199, 99, 100 ], [ 98, 44, 54, 98, 44, 54 ], [ 101, 55, 46, 101, 55, 46 ], [ 49.246231, 44.444444, 54, 49.246231, 44.444444, 54 ], [ 1.332063, 2.025042, 0.722982, 0.784631, 0.736082, 1.07422 ], [ 162866, 162866, 36285, 100352, 100352, 27260 ], [ -73873, -68760, -73873, -94969, -94969, -33212 ], [ 70, 92, 49, 70, 92, 49 ], [ 76, 102, 54, 76, 102, 54 ], [ 65, 83, 43, 65, 83, 43 ], [ 14086, 9131, 4955, 14086, 9131, 4955 ], [ 32.587909, 34.587909, 32.587909, 32.587909, 34.587909, 32.587909 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335704, 341101, -580006, -579032, -582686, -182550 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14336, "evaluation_days": 2389.33, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556424000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759975595373, "expiration_time": 1766161152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 205, "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) |
---|