Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753138.3111 | 640105.6008 | 113032.7103 | 633181.9902 | -171353.1782 | 804535.1683 |
Total P&L (%) | 753.1383 | 640.1056 | 113.0327 | 633.182 | -171.3532 | 804.5352 |
Avg Daily Profit (%) | 0.3165 | 0.269 | 0.0475 | 0.0838 | 0 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171131 | -86841 | -124305 | -4527724 | -3653614 | -2537005 |
Profit Factor | 1.7204 | 2.2847 | 1.2066 | 1.0429 | 0.9796 | 1.1265 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 56.25 | 55.5556 | 56.9444 | 56.25 | 55.5556 | 56.9444 |
Ratio Avg Win / Avg Loss | 1.3381 | 1.8278 | 0.9123 | 0.8111 | 0.7837 | 0.8518 |
Largest Winning Trade | 155297 | 155297 | 67971 | 2035745 | 2035745 | 975714 |
Largest Losing Trade | -55174 | -55174 | -43763 | -2098163 | -2098163 | -815211 |
Avg Bars in Trades | 47 | 58 | 36 | 47 | 58 | 36 |
Avg Bars in Winners | 51 | 62 | 39 | 51 | 62 | 39 |
Avg Bars in Losers | 42 | 53 | 31 | 42 | 53 | 31 |
Bars Traded | 6840 | 4244 | 2596 | 6840 | 4244 | 2596 |
Profit Streak | 7.779 | 7.779 | 14.4457 | 7.779 | 7.779 | 14.4457 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486389 | -64806 | -209307 | -253428 | -658561 | -229633 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7138, "evaluation_days": 2379.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759027306959, "expiration_time": 1765184832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 20, "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": [ [ 753138.31106078, 640105.6007625016, 113032.7102982792, 633181.9901662369, -171353.1781648832, 804535.1683311202 ], [ 753.138311, 640.105601, 113.03271, 633.18199, -171.353178, 804.535168 ], [ 0.316534, 0.269028, 0.047506, 0.083766, 0, 0.0926 ], [ 10, 10, 10, 10, 10, 10 ], [ -171131, -86841, -124305, -4527724, -3653614, -2537005 ], [ 1.720404, 2.284722, 1.206568, 1.042854, 0.979641, 1.12652 ], [ 144, 72, 72, 144, 72, 72 ], [ 81, 40, 41, 81, 40, 41 ], [ 63, 32, 31, 63, 32, 31 ], [ 56.25, 55.555556, 56.944444, 56.25, 55.555556, 56.944444 ], [ 1.338092, 1.827778, 0.912283, 0.811109, 0.783712, 0.851759 ], [ 155297, 155297, 67971, 2035745, 2035745, 975714 ], [ -55174, -55174, -43763, -2098163, -2098163, -815211 ], [ 47, 58, 36, 47, 58, 36 ], [ 51, 62, 39, 51, 62, 39 ], [ 42, 53, 31, 42, 53, 31 ], [ 6840, 4244, 2596, 6840, 4244, 2596 ], [ 7.779016, 7.779016, 14.445682, 7.779016, 7.779016, 14.445682 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 486389, -64806, -209307, -253428, -658561, -229633 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7138, "evaluation_days": 2379.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759027306959, "expiration_time": 1765184832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 20, "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) |
---|