Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1298294.6042 | 1222161.119 | 76133.4852 | 258506.3441 | -7504067.6474 | 7762573.9915 |
Total P&L (%) | 1298.2946 | 1222.1611 | 76.1335 | 258.5063 | -7504.0676 | 7762.574 |
Avg Daily Profit (%) | 0.5464 | 0.5144 | 0.032 | 0.0538 | 0 | 0.1839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -399887 | -167007 | -241381 | -94693002 | -39491454 | -57401747 |
Profit Factor | 2.7097 | 4.5902 | 1.1817 | 1.0022 | 0.852 | 1.1205 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 37.5 | 36.1111 | 38.8889 | 37.5 | 36.1111 | 38.8889 |
Ratio Avg Win / Avg Loss | 4.5161 | 8.1211 | 1.857 | 1.6704 | 1.5074 | 1.7608 |
Largest Winning Trade | 721380 | 721380 | 73956 | 36976864 | 26238291 | 36976864 |
Largest Losing Trade | -84071 | -30777 | -84071 | -33706584 | -26448618 | -33706584 |
Avg Bars in Trades | 64 | 54 | 74 | 64 | 54 | 74 |
Avg Bars in Winners | 112 | 94 | 129 | 112 | 94 | 129 |
Avg Bars in Losers | 35 | 30 | 39 | 35 | 30 | 39 |
Bars Traded | 4624 | 1944 | 2680 | 4624 | 1944 | 2680 |
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 | -72470 | 461368 | -173930 | -426722 | -583403 | -83267 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4752, "evaluation_days": 2376, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558353600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758978597289, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 105, "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": [ [ 1298294.6041732305, 1222161.118993037, 76133.4851801936, 258506.3441076805, -7504067.647431744, 7762573.991539431 ], [ 1298.294604, 1222.161119, 76.133485, 258.506344, -7504.067647, 7762.573992 ], [ 0.54642, 0.514378, 0.032043, 0.053751, 0, 0.183868 ], [ 10, 10, 10, 10, 10, 10 ], [ -399887, -167007, -241381, -94693002, -39491454, -57401747 ], [ 2.70967, 4.590159, 1.181719, 1.002246, 0.852025, 1.12052 ], [ 72, 36, 36, 72, 36, 36 ], [ 27, 13, 14, 27, 13, 14 ], [ 45, 23, 22, 45, 23, 22 ], [ 37.5, 36.111111, 38.888889, 37.5, 36.111111, 38.888889 ], [ 4.516117, 8.121051, 1.856987, 1.670409, 1.507429, 1.760817 ], [ 721380, 721380, 73956, 36976864, 26238291, 36976864 ], [ -84071, -30777, -84071, -33706584, -26448618, -33706584 ], [ 64, 54, 74, 64, 54, 74 ], [ 112, 94, 129, 112, 94, 129 ], [ 35, 30, 39, 35, 30, 39 ], [ 4624, 1944, 2680, 4624, 1944, 2680 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -72470, 461368, -173930, -426722, -583403, -83267 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4752, "evaluation_days": 2376, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558353600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758978597289, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 105, "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) |
---|