Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280550.7048 | 362018.4069 | -81467.7021 | -94244.5212 | -60519.877 | -33724.6441 |
Total P&L (%) | 280.5507 | 362.0184 | -81.4677 | -94.2445 | -60.5199 | -33.7246 |
Avg Daily Profit (%) | 0.1176 | 0.1517 | -0.0341 | -0.1196 | -0.0389 | -0.0172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245911 | -185199 | -309532 | -101889 | -88260 | -28369 |
Profit Factor | 1.1518 | 1.3943 | 0.9124 | 0.6122 | 0.5531 | 0.6865 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 194 | 96 | 98 | 194 | 96 | 98 |
Losing Trades | 195 | 99 | 96 | 195 | 99 | 96 |
Profitability (%) | 49.8715 | 49.2308 | 50.5155 | 49.8715 | 49.2308 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.1577 | 1.4378 | 0.8938 | 0.6153 | 0.5704 | 0.6725 |
Largest Winning Trade | 92288 | 92288 | 55228 | 18246 | 8245 | 18246 |
Largest Losing Trade | -81962 | -53517 | -81962 | -34764 | -34764 | -18502 |
Avg Bars in Trades | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Winners | 26 | 32 | 20 | 26 | 32 | 20 |
Avg Bars in Losers | 21 | 25 | 16 | 21 | 25 | 16 |
Bars Traded | 9271 | 5646 | 3625 | 9271 | 5646 | 3625 |
Profit Streak | 14.5615 | 14.5615 | 21.5615 | 14.5615 | 14.5615 | 21.5615 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86241 | 320513 | -579422 | -577442 | -579743 | -579422 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9543, "evaluation_days": 2385.75, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557532800000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759627712799, "expiration_time": 1765784664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 94, "offset": 20 } } }
{ "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": [ [ 280550.704767056, 362018.406914771, -81467.7021477152, -94244.521178473, -60519.8770323801, -33724.6441460928 ], [ 280.550705, 362.018407, -81.467702, -94.244521, -60.519877, -33.724644 ], [ 0.117594, 0.151742, -0.034148, -0.119598, -0.038948, -0.017241 ], [ 10, 10, 10, 10, 10, 10 ], [ -245911, -185199, -309532, -101889, -88260, -28369 ], [ 1.151786, 1.394259, 0.912411, 0.612171, 0.553098, 0.686528 ], [ 389, 195, 194, 389, 195, 194 ], [ 194, 96, 98, 194, 96, 98 ], [ 195, 99, 96, 195, 99, 96 ], [ 49.871465, 49.230769, 50.515464, 49.871465, 49.230769, 50.515464 ], [ 1.157723, 1.43783, 0.89379, 0.615327, 0.570383, 0.672518 ], [ 92288, 92288, 55228, 18246, 8245, 18246 ], [ -81962, -53517, -81962, -34764, -34764, -18502 ], [ 23, 28, 18, 23, 28, 18 ], [ 26, 32, 20, 26, 32, 20 ], [ 21, 25, 16, 21, 25, 16 ], [ 9271, 5646, 3625, 9271, 5646, 3625 ], [ 14.561491, 14.561491, 21.561491, 14.561491, 14.561491, 21.561491 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -86241, 320513, -579422, -577442, -579743, -579422 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9543, "evaluation_days": 2385.75, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557532800000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759627712799, "expiration_time": 1765784664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 94, "offset": 20 } } }
# | 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) |
---|