Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980363.6581 | 817028.4817 | 163335.1763 | -25424702.0208 | -12183689.4561 | -13241012.5648 |
Total P&L (%) | 980.3637 | 817.0285 | 163.3352 | -25424.702 | -12183.6895 | -13241.0126 |
Avg Daily Profit (%) | 0.4127 | 0.3439 | 0.0688 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78203 | -66741 | -53334 | -40467075 | -23662463 | -20811716 |
Profit Factor | 2.2796 | 3.6584 | 1.356 | 0.7698 | 0.7516 | 0.7844 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 67 | 31 | 36 | 51 | 28 | 23 |
Losing Trades | 52 | 28 | 24 | 68 | 31 | 37 |
Profitability (%) | 56.3025 | 52.5424 | 60 | 42.8571 | 47.4576 | 38.3333 |
Ratio Avg Win / Avg Loss | 1.7693 | 3.3044 | 0.904 | 1.0265 | 0.8321 | 1.2619 |
Largest Winning Trade | 162212 | 162212 | 71379 | 18242257 | 6524805 | 18242257 |
Largest Losing Trade | -142820 | -42605 | -142820 | -12976936 | -8207350 | -12976936 |
Avg Bars in Trades | 77 | 52 | 102 | 77 | 52 | 102 |
Avg Bars in Winners | 89 | 49 | 122 | 62 | 56 | 69 |
Avg Bars in Losers | 63 | 56 | 71 | 89 | 49 | 123 |
Bars Traded | 9266 | 3120 | 6146 | 9266 | 3120 | 6146 |
Profit Streak | 0 | 0 | 0 | 40.6451 | 307.6451 | 40.6451 |
Trades During Streak | 0 | 0 | 0 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551822 | -160271 | -270253 | -580585 | -757058 | -752557 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557252000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758986940600, "expiration_time": 1764872496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 176, "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": [ [ 980363.6580615789, 817028.4817221554, 163335.1763394232, -25424702.020841897, -12183689.45605167, -13241012.564790225 ], [ 980.363658, 817.028482, 163.335176, -25424.702021, -12183.689456, -13241.012565 ], [ 0.412698, 0.34394, 0.068758, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -78203, -66741, -53334, -40467075, -23662463, -20811716 ], [ 2.279635, 3.658405, 1.356013, 0.769849, 0.751573, 0.78444 ], [ 119, 59, 60, 119, 59, 60 ], [ 67, 31, 36, 51, 28, 23 ], [ 52, 28, 24, 68, 31, 37 ], [ 56.302521, 52.542373, 60, 42.857143, 47.457627, 38.333333 ], [ 1.769269, 3.304366, 0.904009, 1.026465, 0.832099, 1.261926 ], [ 162212, 162212, 71379, 18242257, 6524805, 18242257 ], [ -142820, -42605, -142820, -12976936, -8207350, -12976936 ], [ 77, 52, 102, 77, 52, 102 ], [ 89, 49, 122, 62, 56, 69 ], [ 63, 56, 71, 89, 49, 123 ], [ 9266, 3120, 6146, 9266, 3120, 6146 ], [ 0, 0, 0, 40.645146, 307.645146, 40.645146 ], [ 0, 0, 0, 2, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 551822, -160271, -270253, -580585, -757058, -752557 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557252000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758986940600, "expiration_time": 1764872496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 176, "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) |
---|