Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966876.2138 | 847378.2599 | 119497.9539 | 563561.5194 | 256093.1346 | 307468.3848 |
Total P&L (%) | 966.8762 | 847.3783 | 119.498 | 563.5615 | 256.0931 | 307.4684 |
Avg Daily Profit (%) | 0.4046 | 0.3546 | 0.05 | 0.0792 | 0.0532 | 0.0588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136405 | -128325 | -147174 | -460867 | -398080 | -201274 |
Profit Factor | 2.3086 | 3.2495 | 1.33 | 1.3312 | 1.2577 | 1.4344 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 50.8333 | 50 | 51.6667 | 50.8333 | 50 | 51.6667 |
Ratio Avg Win / Avg Loss | 2.2329 | 3.2495 | 1.2441 | 1.2876 | 1.2577 | 1.3418 |
Largest Winning Trade | 706718 | 706718 | 62781 | 261712 | 261712 | 120504 |
Largest Losing Trade | -63617 | -39378 | -63617 | -201694 | -201694 | -74620 |
Avg Bars in Trades | 38 | 27 | 48 | 38 | 27 | 48 |
Avg Bars in Winners | 52 | 37 | 66 | 52 | 37 | 66 |
Avg Bars in Losers | 23 | 18 | 28 | 23 | 18 | 28 |
Bars Traded | 4574 | 1677 | 2897 | 4574 | 1677 | 2897 |
Profit Streak | 0 | 37.2296 | 0 | 0 | 37.2296 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525899 | -152342 | -294838 | -86071 | -290023 | -282472 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4780, "evaluation_days": 2390, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1561809600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759944635674, "expiration_time": 1766119680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 966876.2137894, 847378.2599007877, 119497.9538886125, 563561.5194294748, 256093.1345968308, 307468.384832644 ], [ 966.876214, 847.37826, 119.497954, 563.561519, 256.093135, 307.468385 ], [ 0.404551, 0.354552, 0.049999, 0.079213, 0.053153, 0.058795 ], [ 10, 10, 10, 10, 10, 10 ], [ -136405, -128325, -147174, -460867, -398080, -201274 ], [ 2.308607, 3.249539, 1.32995, 1.331211, 1.257729, 1.434358 ], [ 120, 60, 60, 120, 60, 60 ], [ 61, 30, 31, 61, 30, 31 ], [ 59, 30, 29, 59, 30, 29 ], [ 50.833333, 50, 51.666667, 50.833333, 50, 51.666667 ], [ 2.232915, 3.249539, 1.244147, 1.287564, 1.257729, 1.341818 ], [ 706718, 706718, 62781, 261712, 261712, 120504 ], [ -63617, -39378, -63617, -201694, -201694, -74620 ], [ 38, 27, 48, 38, 27, 48 ], [ 52, 37, 66, 52, 37, 66 ], [ 23, 18, 28, 23, 18, 28 ], [ 4574, 1677, 2897, 4574, 1677, 2897 ], [ 0, 37.229579, 0, 0, 37.22958, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 525899, -152342, -294838, -86071, -290023, -282472 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4780, "evaluation_days": 2390, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1561809600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759944635674, "expiration_time": 1766119680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|