Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1276040.384 | 1135254.3329 | 140786.0512 | 1573330.0788 | 3943792.0396 | -2370461.9608 |
Total P&L (%) | 1276.0404 | 1135.2543 | 140.7861 | 1573.3301 | 3943.792 | -2370.462 |
Avg Daily Profit (%) | 0.535 | 0.476 | 0.059 | 0.1182 | 0.1552 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139789 | -142535 | -49937 | -6792638 | -3739187 | -3800119 |
Profit Factor | 3.1927 | 4.0038 | 1.6901 | 1.1192 | 1.574 | 0.6256 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 51.5152 | 42.4242 | 60.6061 | 51.5152 | 42.4242 | 60.6061 |
Ratio Avg Win / Avg Loss | 3.0049 | 5.4337 | 1.0986 | 1.0533 | 2.1362 | 0.4067 |
Largest Winning Trade | 788397 | 788397 | 39002 | 5840009 | 5840009 | 729191 |
Largest Losing Trade | -50247 | -50247 | -49485 | -3791414 | -1944669 | -3791414 |
Avg Bars in Trades | 136 | 207 | 65 | 136 | 207 | 65 |
Avg Bars in Winners | 185 | 325 | 87 | 185 | 325 | 87 |
Avg Bars in Losers | 84 | 120 | 31 | 84 | 120 | 31 |
Bars Traded | 9000 | 6848 | 2152 | 9000 | 6848 | 2152 |
Profit Streak | 0 | 105.2328 | 0 | 0 | 105.2328 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111300 | 541849 | -110658 | -252529 | 292143 | -579427 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9540, "evaluation_days": 2385, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557748800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759556112032, "expiration_time": 1765717920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 90, "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": [ [ 1276040.384021545, 1135254.3328654175, 140786.0511561273, 1573330.0788451312, 3943792.0396410697, -2370461.960795939 ], [ 1276.040384, 1135.254333, 140.786051, 1573.330079, 3943.79204, -2370.461961 ], [ 0.535027, 0.475998, 0.05903, 0.1182, 0.155247, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -139789, -142535, -49937, -6792638, -3739187, -3800119 ], [ 3.192712, 4.003779, 1.690114, 1.119173, 1.574034, 0.625622 ], [ 66, 33, 33, 66, 33, 33 ], [ 34, 14, 20, 34, 14, 20 ], [ 32, 19, 13, 32, 19, 13 ], [ 51.515152, 42.424242, 60.606061, 51.515152, 42.424242, 60.606061 ], [ 3.004906, 5.4337, 1.098574, 1.05334, 2.136189, 0.406654 ], [ 788397, 788397, 39002, 5840009, 5840009, 729191 ], [ -50247, -50247, -49485, -3791414, -1944669, -3791414 ], [ 136, 207, 65, 136, 207, 65 ], [ 185, 325, 87, 185, 325, 87 ], [ 84, 120, 31, 84, 120, 31 ], [ 9000, 6848, 2152, 9000, 6848, 2152 ], [ 0, 105.232778, 0, 0, 105.232778, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -111300, 541849, -110658, -252529, 292143, -579427 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9540, "evaluation_days": 2385, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557748800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759556112032, "expiration_time": 1765717920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 90, "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) |
---|