Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -271131.7056 | 253976.1663 | -525107.872 | -109581.126 | 2232081.4192 | -2341662.5452 |
Total P&L (%) | -271.1317 | 253.9762 | -525.1079 | -109.5811 | 2232.0814 | -2341.6625 |
Avg Daily Profit (%) | -0.1302 | 0.122 | -0.2522 | 0 | 0.1513 | 0 |
Buy And Hold Return (%) | 124.1486 | 124.1486 | 124.1486 | 124.1486 | 124.1486 | 124.1486 |
Max Trade Drawdown | -510158 | -143884 | -625423 | -4095550 | -188763 | -4056847 |
Profit Factor | 0.8556 | 1.4584 | 0.6032 | 0.9831 | 3.3428 | 0.578 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 133 | 64 | 69 | 101 | 55 | 46 |
Losing Trades | 84 | 44 | 40 | 116 | 53 | 63 |
Profitability (%) | 61.2903 | 59.2593 | 63.3028 | 46.5438 | 50.9259 | 42.2018 |
Ratio Avg Win / Avg Loss | 0.5404 | 1.0027 | 0.3497 | 1.1292 | 3.2213 | 0.7916 |
Largest Winning Trade | 72399 | 72399 | 62951 | 625246 | 625246 | 592897 |
Largest Losing Trade | -294352 | -58379 | -294352 | -1802573 | -106414 | -1802573 |
Avg Bars in Trades | 113 | 106 | 120 | 113 | 106 | 120 |
Avg Bars in Winners | 84 | 85 | 83 | 132 | 125 | 142 |
Avg Bars in Losers | 159 | 136 | 185 | 96 | 86 | 105 |
Bars Traded | 24653 | 11476 | 13177 | 24653 | 11476 | 13177 |
Profit Streak | 17.4476 | 0 | 69.1976 | 0 | 34.0309 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577610 | -34795 | -577938 | -579319 | 518706 | -584074 |
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580364000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758890673914, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 142, "offset": 86 } } }
{ "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": [ [ -271131.705622745, 253976.1663311837, -525107.8719539284, -109581.1259976002, 2232081.419191545, -2341662.5451891464 ], [ -271.131706, 253.976166, -525.107872, -109.581126, 2232.081419, -2341.662545 ], [ -0.130195, 0.121957, -0.252153, 0, 0.151344, 0 ], [ 124.148607, 124.148607, 124.148607, 124.148607, 124.148607, 124.148607 ], [ -510158, -143884, -625423, -4095550, -188763, -4056847 ], [ 0.855588, 1.458435, 0.603237, 0.983146, 3.342844, 0.578008 ], [ 217, 108, 109, 217, 108, 109 ], [ 133, 64, 69, 101, 55, 46 ], [ 84, 44, 40, 116, 53, 63 ], [ 61.290323, 59.259259, 63.302752, 46.543779, 50.925926, 42.201835 ], [ 0.540371, 1.002674, 0.349703, 1.129158, 3.221286, 0.79162 ], [ 72399, 72399, 62951, 625246, 625246, 592897 ], [ -294352, -58379, -294352, -1802573, -106414, -1802573 ], [ 113, 106, 120, 113, 106, 120 ], [ 84, 85, 83, 132, 125, 142 ], [ 159, 136, 185, 96, 86, 105 ], [ 24653, 11476, 13177, 24653, 11476, 13177 ], [ 17.447615, 0, 69.197615, 0, 34.030948, 0 ], [ 1, 0, 3, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577610, -34795, -577938, -579319, 518706, -584074 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580364000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758890673914, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 142, "offset": 86 } } }
# | 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) |
---|