Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908077.2493 | 790578.6823 | 117498.5669 | 835752.1513 | 1844973.3326 | -1009221.1812 |
Total P&L (%) | 908.0772 | 790.5787 | 117.4986 | 835.7522 | 1844.9733 | -1009.2212 |
Avg Daily Profit (%) | 0.3805 | 0.3312 | 0.0492 | 0.0937 | 0.1244 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144080 | -124784 | -131890 | -2446022 | -1642466 | -1878232 |
Profit Factor | 1.8188 | 2.2936 | 1.236 | 1.0719 | 1.2887 | 0.8072 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Profitability (%) | 36 | 29.8851 | 42.0455 | 36 | 29.8851 | 42.0455 |
Ratio Avg Win / Avg Loss | 3.2335 | 5.3811 | 1.7037 | 1.9056 | 3.0235 | 1.1126 |
Largest Winning Trade | 243017 | 243017 | 64895 | 1970614 | 1970614 | 475877 |
Largest Losing Trade | -35024 | -33373 | -35024 | -840853 | -587384 | -840853 |
Avg Bars in Trades | 39 | 36 | 43 | 39 | 36 | 43 |
Avg Bars in Winners | 73 | 78 | 69 | 73 | 78 | 69 |
Avg Bars in Losers | 20 | 18 | 24 | 20 | 18 | 24 |
Bars Traded | 6946 | 3146 | 3800 | 6946 | 3146 | 3800 |
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 | 306110 | 177136 | -129773 | -212266 | -33965 | -582523 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7160, "evaluation_days": 2386.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558771200000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759657627415, "expiration_time": 1765837440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 185, "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": [ [ 908077.2492509899, 790578.6823319938, 117498.5669189955, 835752.1513476955, 1844973.332552078, -1009221.1812043821 ], [ 908.077249, 790.578682, 117.498567, 835.752151, 1844.973333, -1009.221181 ], [ 0.380479, 0.331248, 0.049231, 0.093738, 0.124428, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -144080, -124784, -131890, -2446022, -1642466, -1878232 ], [ 1.818828, 2.293601, 1.236012, 1.071894, 1.288685, 0.807175 ], [ 175, 87, 88, 175, 87, 88 ], [ 63, 26, 37, 63, 26, 37 ], [ 112, 61, 51, 112, 61, 51 ], [ 36, 29.885057, 42.045455, 36, 29.885057, 42.045455 ], [ 3.233473, 5.381142, 1.703692, 1.905589, 3.023452, 1.112592 ], [ 243017, 243017, 64895, 1970614, 1970614, 475877 ], [ -35024, -33373, -35024, -840853, -587384, -840853 ], [ 39, 36, 43, 39, 36, 43 ], [ 73, 78, 69, 73, 78, 69 ], [ 20, 18, 24, 20, 18, 24 ], [ 6946, 3146, 3800, 6946, 3146, 3800 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306110, 177136, -129773, -212266, -33965, -582523 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7160, "evaluation_days": 2386.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558771200000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759657627415, "expiration_time": 1765837440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 185, "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) |
---|