Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150199.7324 | 1094160.3326 | 56039.3998 | 57612.4179 | 303675.4723 | -246063.0544 |
Total P&L (%) | 1150.1997 | 1094.1603 | 56.0394 | 57.6124 | 303.6755 | -246.0631 |
Avg Daily Profit (%) | 0.4815 | 0.458 | 0.0235 | 0.019 | 0.0584 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232538 | -158809 | -144547 | -1343925 | -984228 | -585188 |
Profit Factor | 2.7277 | 3.7946 | 1.2044 | 1.0263 | 1.2091 | 0.665 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 44.2623 | 43.3333 | 45.1613 | 44.2623 | 43.3333 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.4348 | 4.9622 | 1.4624 | 1.2924 | 1.5812 | 0.8075 |
Largest Winning Trade | 858783 | 858783 | 60706 | 1223380 | 1223380 | 177228 |
Largest Losing Trade | -76368 | -76368 | -63680 | -452213 | -452213 | -244051 |
Avg Bars in Trades | 71 | 83 | 60 | 71 | 83 | 60 |
Avg Bars in Winners | 109 | 119 | 100 | 109 | 119 | 100 |
Avg Bars in Losers | 41 | 56 | 27 | 41 | 56 | 27 |
Bars Traded | 4385 | 2513 | 1872 | 4385 | 2513 | 1872 |
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 | -152583 | 522496 | -164883 | -528015 | -116902 | -582699 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4778, "evaluation_days": 2389, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1560686400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759877817054, "expiration_time": 1766030688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 168, "offset": 0, "a": 0.98493 } }, "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": [ [ 1150199.7323532084, 1094160.3325846263, 56039.3997685819, 57612.4179421434, 303675.4723074032, -246063.0543652596 ], [ 1150.199732, 1094.160333, 56.0394, 57.612418, 303.675472, -246.063054 ], [ 0.481457, 0.457999, 0.023457, 0.019046, 0.058428, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -232538, -158809, -144547, -1343925, -984228, -585188 ], [ 2.727674, 3.794612, 1.204355, 1.026346, 1.209121, 0.665039 ], [ 61, 30, 31, 61, 30, 31 ], [ 27, 13, 14, 27, 13, 14 ], [ 34, 17, 17, 34, 17, 17 ], [ 44.262295, 43.333333, 45.16129, 44.262295, 43.333333, 45.16129 ], [ 3.434848, 4.962185, 1.462431, 1.292436, 1.581158, 0.807547 ], [ 858783, 858783, 60706, 1223380, 1223380, 177228 ], [ -76368, -76368, -63680, -452213, -452213, -244051 ], [ 71, 83, 60, 71, 83, 60 ], [ 109, 119, 100, 109, 119, 100 ], [ 41, 56, 27, 41, 56, 27 ], [ 4385, 2513, 1872, 4385, 2513, 1872 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152583, 522496, -164883, -528015, -116902, -582699 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4778, "evaluation_days": 2389, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1560686400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759877817054, "expiration_time": 1766030688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 168, "offset": 0, "a": 0.98493 } }, "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) |
---|