Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018972.5273 | 740920.2667 | 278052.2606 | 18306145.5382 | 3138713.3534 | 15167432.1848 |
Total P&L (%) | 1018.9725 | 740.9203 | 278.0523 | 18306.1455 | 3138.7134 | 15167.4322 |
Avg Daily Profit (%) | 0.4277 | 0.311 | 0.1167 | 0.2192 | 0.1461 | 0.2113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118784 | -60270 | -79990 | -24271994 | -15027329 | -28728472 |
Profit Factor | 3.0835 | 4.1334 | 2.1007 | 1.1954 | 1.0739 | 1.2962 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 66.2338 | 64.1026 | 68.4211 | 66.2338 | 64.1026 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.572 | 2.3147 | 0.9696 | 0.6094 | 0.6014 | 0.5982 |
Largest Winning Trade | 215655 | 215655 | 71878 | 15355014 | 7788587 | 15355014 |
Largest Losing Trade | -75561 | -33740 | -75561 | -12202445 | -9363971 | -12202445 |
Avg Bars in Trades | 116 | 69 | 165 | 116 | 69 | 165 |
Avg Bars in Winners | 131 | 57 | 202 | 131 | 57 | 202 |
Avg Bars in Losers | 87 | 90 | 84 | 87 | 90 | 84 |
Bars Traded | 8980 | 2705 | 6275 | 8980 | 2705 | 6275 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28019 | 647812 | -33564 | -42974 | -136689 | 321452 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9529, "evaluation_days": 2382.25, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557770400000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759303612525, "expiration_time": 1765473192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 156, "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": [ [ 1018972.5273121186, 740920.2666814157, 278052.2606307025, 18306145.538184017, 3138713.3534276905, 15167432.18475632 ], [ 1018.972527, 740.920267, 278.052261, 18306.145538, 3138.713353, 15167.432185 ], [ 0.427735, 0.311017, 0.116718, 0.219162, 0.146093, 0.211297 ], [ 10, 10, 10, 10, 10, 10 ], [ -118784, -60270, -79990, -24271994, -15027329, -28728472 ], [ 3.083527, 4.133411, 2.100747, 1.195376, 1.073868, 1.296203 ], [ 77, 39, 38, 77, 39, 38 ], [ 51, 25, 26, 51, 25, 26 ], [ 26, 14, 12, 26, 14, 12 ], [ 66.233766, 64.102564, 68.421053, 66.233766, 64.102564, 68.421053 ], [ 1.571994, 2.31471, 0.969575, 0.609407, 0.601366, 0.598248 ], [ 215655, 215655, 71878, 15355014, 7788587, 15355014 ], [ -75561, -33740, -75561, -12202445, -9363971, -12202445 ], [ 116, 69, 165, 116, 69, 165 ], [ 131, 57, 202, 131, 57, 202 ], [ 87, 90, 84, 87, 90, 84 ], [ 8980, 2705, 6275, 8980, 2705, 6275 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -28019, 647812, -33564, -42974, -136689, 321452 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9529, "evaluation_days": 2382.25, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557770400000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759303612525, "expiration_time": 1765473192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 156, "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) |
---|