Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139045.1172 | 1116106.567 | 22938.5502 | 72820.4888 | 401353.9827 | -328533.4939 |
Total P&L (%) | 1139.0451 | 1116.1066 | 22.9386 | 72.8205 | 401.354 | -328.5335 |
Avg Daily Profit (%) | 0.4764 | 0.4668 | 0.0096 | 0.0229 | 0.0674 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141042 | -118589 | -95736 | -2334492 | -1889911 | -909985 |
Profit Factor | 2.1871 | 3.3262 | 1.0478 | 1.0096 | 1.0943 | 0.9012 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 36.5385 | 32.6923 | 40.3846 | 36.5385 | 32.6923 | 40.3846 |
Ratio Avg Win / Avg Loss | 3.7987 | 6.848 | 1.5468 | 1.7535 | 2.2529 | 1.3303 |
Largest Winning Trade | 932591 | 932591 | 65687 | 1356111 | 1356111 | 538137 |
Largest Losing Trade | -48147 | -42423 | -48147 | -721213 | -632852 | -721213 |
Avg Bars in Trades | 44 | 39 | 50 | 44 | 39 | 50 |
Avg Bars in Winners | 81 | 77 | 84 | 81 | 77 | 84 |
Avg Bars in Losers | 23 | 21 | 27 | 23 | 21 | 27 |
Bars Traded | 4673 | 2055 | 2618 | 4673 | 2055 | 2618 |
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 | 345709 | -170386 | -535552 | -376104 | -405674 | -762905 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4782, "evaluation_days": 2391, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556712000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760024233448, "expiration_time": 1766208672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 33, "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": [ [ 1139045.1171855547, 1116106.566961658, 22938.5502238978, 72820.4888145206, 401353.9827375857, -328533.493923065 ], [ 1139.045117, 1116.106567, 22.93855, 72.820489, 401.353983, -328.533494 ], [ 0.476389, 0.466795, 0.009594, 0.022884, 0.067448, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -141042, -118589, -95736, -2334492, -1889911, -909985 ], [ 2.187134, 3.326151, 1.04782, 1.009604, 1.094256, 0.901161 ], [ 104, 52, 52, 104, 52, 52 ], [ 38, 17, 21, 38, 17, 21 ], [ 66, 35, 31, 66, 35, 31 ], [ 36.538462, 32.692308, 40.384615, 36.538462, 32.692308, 40.384615 ], [ 3.798706, 6.847958, 1.546782, 1.753523, 2.25288, 1.330286 ], [ 932591, 932591, 65687, 1356111, 1356111, 538137 ], [ -48147, -42423, -48147, -721213, -632852, -721213 ], [ 44, 39, 50, 44, 39, 50 ], [ 81, 77, 84, 81, 77, 84 ], [ 23, 21, 27, 23, 21, 27 ], [ 4673, 2055, 2618, 4673, 2055, 2618 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345709, -170386, -535552, -376104, -405674, -762905 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4782, "evaluation_days": 2391, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556712000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760024233448, "expiration_time": 1766208672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 33, "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) |
---|