Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1114395.6061 | 954445.8656 | 159949.7405 | 2019438.1333 | 963440.0515 | 1055998.0817 |
Total P&L (%) | 1114.3956 | 954.4459 | 159.9497 | 2019.4381 | 963.4401 | 1055.9981 |
Avg Daily Profit (%) | 0.4691 | 0.4018 | 0.0673 | 0.1286 | 0.0996 | 0.1031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75336 | -68895 | -99433 | -4921473 | -2638969 | -3746578 |
Profit Factor | 3.1066 | 5.0179 | 1.5488 | 1.1289 | 1.1378 | 1.1217 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 44.0678 | 43.3333 | 44.8276 | 44.0678 | 43.3333 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.943 | 6.5619 | 1.9062 | 1.4328 | 1.4878 | 1.3806 |
Largest Winning Trade | 574218 | 574218 | 62837 | 2219114 | 2219114 | 2155725 |
Largest Losing Trade | -54333 | -29355 | -54333 | -1837922 | -1837922 | -1430120 |
Avg Bars in Trades | 155 | 117 | 195 | 155 | 117 | 195 |
Avg Bars in Winners | 275 | 210 | 341 | 275 | 210 | 341 |
Avg Bars in Losers | 61 | 46 | 77 | 61 | 46 | 77 |
Bars Traded | 9189 | 3520 | 5669 | 9189 | 3520 | 5669 |
Profit Streak | 0 | 0 | 44.9719 | 0 | 0 | 44.9719 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165533 | 537495 | -101824 | -281435 | -131259 | -143075 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558872000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758907172640, "expiration_time": 1764872496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 29, "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": [ [ 1114395.6061181063, 954445.8655879388, 159949.7405301676, 2019438.1332569048, 963440.0515139268, 1055998.0817429777 ], [ 1114.395606, 954.445866, 159.949741, 2019.438133, 963.440052, 1055.998082 ], [ 0.46912, 0.401787, 0.067333, 0.128634, 0.099569, 0.103086 ], [ 10, 10, 10, 10, 10, 10 ], [ -75336, -68895, -99433, -4921473, -2638969, -3746578 ], [ 3.106575, 5.017919, 1.548786, 1.128887, 1.137763, 1.121731 ], [ 59, 30, 29, 59, 30, 29 ], [ 26, 13, 13, 26, 13, 13 ], [ 33, 17, 16, 33, 17, 16 ], [ 44.067797, 43.333333, 44.827586, 44.067797, 43.333333, 44.827586 ], [ 3.942961, 6.561894, 1.906199, 1.432818, 1.487844, 1.380592 ], [ 574218, 574218, 62837, 2219114, 2219114, 2155725 ], [ -54333, -29355, -54333, -1837922, -1837922, -1430120 ], [ 155, 117, 195, 155, 117, 195 ], [ 275, 210, 341, 275, 210, 341 ], [ 61, 46, 77, 61, 46, 77 ], [ 9189, 3520, 5669, 9189, 3520, 5669 ], [ 0, 0, 44.971905, 0, 0, 44.971906 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165533, 537495, -101824, -281435, -131259, -143075 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558872000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758907172640, "expiration_time": 1764872496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 29, "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) |
---|