Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482105.1979 | 462382.5326 | 19722.6654 | -73072.6211 | -39983.9674 | -33088.6537 |
Total P&L (%) | 482.1052 | 462.3825 | 19.7227 | -73.0726 | -39.984 | -33.0887 |
Avg Daily Profit (%) | 0.2025 | 0.1942 | 0.0083 | -0.0551 | -0.0214 | -0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187300 | -128668 | -152455 | -140925 | -64141 | -113831 |
Profit Factor | 1.2485 | 1.4648 | 1.0209 | 0.8674 | 0.8529 | 0.8815 |
Total Trades | 494 | 247 | 247 | 494 | 247 | 247 |
Winning Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Losing Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Profitability (%) | 45.749 | 45.749 | 45.749 | 45.749 | 45.749 | 45.749 |
Ratio Avg Win / Avg Loss | 1.4805 | 1.737 | 1.2106 | 1.0286 | 1.0114 | 1.0454 |
Largest Winning Trade | 178442 | 178442 | 48927 | 39443 | 19351 | 39443 |
Largest Losing Trade | -86723 | -52525 | -86723 | -111508 | -30924 | -111508 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 7094 | 3507 | 3587 | 7094 | 3507 | 3587 |
Profit Streak | 1.5783 | 7.9117 | 0 | 1.5783 | 7.9117 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 222123 | 353157 | -387058 | -580352 | -579074 | -579749 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7144, "evaluation_days": 2381.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1554825600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759211567748, "expiration_time": 1765362816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 40 } }, "second_band": { "type": "pwma", "factors": { "length": 48, "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": [ [ 482105.1979269976, 462382.5325636282, 19722.6653633692, -73072.6210721616, -39983.9674029295, -33088.653669232 ], [ 482.105198, 462.382533, 19.722665, -73.072621, -39.983967, -33.088654 ], [ 0.202452, 0.19417, 0.008282, -0.055081, -0.021438, -0.016872 ], [ 10, 10, 10, 10, 10, 10 ], [ -187300, -128668, -152455, -140925, -64141, -113831 ], [ 1.248455, 1.464752, 1.020859, 0.867427, 0.852928, 0.881539 ], [ 494, 247, 247, 494, 247, 247 ], [ 226, 113, 113, 226, 113, 113 ], [ 268, 134, 134, 268, 134, 134 ], [ 45.748988, 45.748988, 45.748988, 45.748988, 45.748988, 45.748988 ], [ 1.480469, 1.736962, 1.210576, 1.028631, 1.011437, 1.045365 ], [ 178442, 178442, 48927, 39443, 19351, 39443 ], [ -86723, -52525, -86723, -111508, -30924, -111508 ], [ 14, 14, 14, 14, 14, 14 ], [ 16, 16, 16, 16, 16, 16 ], [ 12, 12, 12, 12, 12, 12 ], [ 7094, 3507, 3587, 7094, 3507, 3587 ], [ 1.57833, 7.911664, 0, 1.57833, 7.911664, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 222123, 353157, -387058, -580352, -579074, -579749 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7144, "evaluation_days": 2381.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1554825600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759211567748, "expiration_time": 1765362816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 40 } }, "second_band": { "type": "pwma", "factors": { "length": 48, "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) |
---|