Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2580312.834 | 2320486.4784 | 259826.3556 | 19744675.5187 | 15151535.5262 | 4593139.9925 |
Total P&L (%) | 2580.3128 | 2320.4865 | 259.8264 | 19744.6755 | 15151.5355 | 4593.14 |
Avg Daily Profit (%) | 1.0786 | 0.97 | 0.1086 | 0.2214 | 0.2104 | 0.161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116642 | -112994 | -63351 | -67380800 | -63074886 | -29388415 |
Profit Factor | 4.8783 | 6.4298 | 2.0919 | 1.0823 | 1.098 | 1.0539 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 53.9326 | 45.4545 | 62.2222 | 53.9326 | 45.4545 | 62.2222 |
Ratio Avg Win / Avg Loss | 4.1669 | 7.7158 | 1.2701 | 0.9245 | 1.3176 | 0.6399 |
Largest Winning Trade | 1607432 | 1607432 | 70061 | 67420006 | 67420006 | 14589298 |
Largest Losing Trade | -46526 | -46526 | -35484 | -29322579 | -29322579 | -21987898 |
Avg Bars in Trades | 75 | 105 | 45 | 75 | 105 | 45 |
Avg Bars in Winners | 96 | 162 | 50 | 96 | 162 | 50 |
Avg Bars in Losers | 49 | 57 | 39 | 49 | 57 | 39 |
Bars Traded | 6693 | 4629 | 2064 | 6693 | 4629 | 2064 |
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 | 786990 | 724772 | -43478 | -122665 | -106293 | -153568 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7177, "evaluation_days": 2392.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558656000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760150048761, "expiration_time": 1766341728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 52, "offset": 0, "std": 2.11046 } } }
{ "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": [ [ 2580312.8339989963, 2320486.4784354474, 259826.3555635485, 19744675.518696122, 15151535.526229504, 4593139.992466613 ], [ 2580.312834, 2320.486478, 259.826356, 19744.675519, 15151.535526, 4593.139992 ], [ 1.078577, 0.969969, 0.108608, 0.22139, 0.210362, 0.161006 ], [ 10, 10, 10, 10, 10, 10 ], [ -116642, -112994, -63351, -67380800, -63074886, -29388415 ], [ 4.878277, 6.429821, 2.091869, 1.082328, 1.098015, 1.053882 ], [ 89, 44, 45, 89, 44, 45 ], [ 48, 20, 28, 48, 20, 28 ], [ 41, 24, 17, 41, 24, 17 ], [ 53.932584, 45.454545, 62.222222, 53.932584, 45.454545, 62.222222 ], [ 4.166862, 7.715786, 1.270063, 0.924488, 1.317617, 0.639857 ], [ 1607432, 1607432, 70061, 67420006, 67420006, 14589298 ], [ -46526, -46526, -35484, -29322579, -29322579, -21987898 ], [ 75, 105, 45, 75, 105, 45 ], [ 96, 162, 50, 96, 162, 50 ], [ 49, 57, 39, 49, 57, 39 ], [ 6693, 4629, 2064, 6693, 4629, 2064 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 786990, 724772, -43478, -122665, -106293, -153568 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7177, "evaluation_days": 2392.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558656000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760150048761, "expiration_time": 1766341728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 52, "offset": 0, "std": 2.11046 } } }
# | 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) |
---|