Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570856.661 | 545314.642 | 25542.019 | -48524.3457 | -147174.9943 | 98650.6486 |
Total P&L (%) | 570.8567 | 545.3146 | 25.542 | -48.5243 | -147.175 | 98.6506 |
Avg Daily Profit (%) | 0.2393 | 0.2286 | 0.0107 | -0.0278 | 0 | 0.0288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171335 | -107041 | -186210 | -332620 | -289483 | -151285 |
Profit Factor | 1.4505 | 1.9668 | 1.0363 | 0.973 | 0.8448 | 1.1164 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 43.8272 | 44.4444 | 43.2099 | 43.8272 | 44.4444 | 43.2099 |
Ratio Avg Win / Avg Loss | 1.8591 | 2.4585 | 1.362 | 1.2471 | 1.0559 | 1.4672 |
Largest Winning Trade | 183059 | 183059 | 63371 | 97313 | 84592 | 97313 |
Largest Losing Trade | -80279 | -35018 | -80279 | -112789 | -112789 | -77126 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 38 | 30 | 47 | 38 | 30 | 47 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 4621 | 2045 | 2576 | 4621 | 2045 | 2576 |
Profit Streak | 3.4656 | 8.4656 | 0 | 3.4656 | 8.4656 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306069 | -1151 | -377197 | -581098 | -592280 | -261554 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4771, "evaluation_days": 2385.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1559520000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759576230379, "expiration_time": 1765719216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 3.34372 } } }
{ "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": [ [ 570856.6610471369, 545314.6420394214, 25542.0190077159, -48524.3456767725, -147174.994298504, 98650.6486217314 ], [ 570.856661, 545.314642, 25.542019, -48.524346, -147.174994, 98.650649 ], [ 0.239303, 0.228596, 0.010707, -0.027834, 0, 0.028777 ], [ 10, 10, 10, 10, 10, 10 ], [ -171335, -107041, -186210, -332620, -289483, -151285 ], [ 1.450544, 1.966803, 1.036333, 0.972978, 0.844756, 1.116371 ], [ 162, 81, 81, 162, 81, 81 ], [ 71, 36, 35, 71, 36, 35 ], [ 91, 45, 46, 91, 45, 46 ], [ 43.82716, 44.444444, 43.209877, 43.82716, 44.444444, 43.209877 ], [ 1.859148, 2.458503, 1.362038, 1.247057, 1.055945, 1.46723 ], [ 183059, 183059, 63371, 97313, 84592, 97313 ], [ -80279, -35018, -80279, -112789, -112789, -77126 ], [ 28, 25, 31, 28, 25, 31 ], [ 38, 30, 47, 38, 30, 47 ], [ 20, 20, 20, 20, 20, 20 ], [ 4621, 2045, 2576, 4621, 2045, 2576 ], [ 3.465629, 8.465629, 0, 3.465629, 8.465629, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306069, -1151, -377197, -581098, -592280, -261554 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4771, "evaluation_days": 2385.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1559520000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759576230379, "expiration_time": 1765719216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 12, "offset": 0, "multiplier": 3.34372 } } }
# | 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) |
---|