Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620797.7247 | 585393.2144 | 35404.5104 | 80948.9985 | 1869843.8442 | -1788894.8456 |
Total P&L (%) | 620.7977 | 585.3932 | 35.4045 | 80.949 | 1869.8438 | -1788.8948 |
Avg Daily Profit (%) | 0.2604 | 0.2456 | 0.0149 | 0.0249 | 0.1251 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235151 | -175799 | -129435 | -9412414 | -7240326 | -3075593 |
Profit Factor | 1.4633 | 1.8746 | 1.0528 | 1.0036 | 1.1524 | 0.8223 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 112 | 48 | 64 | 112 | 48 | 64 |
Losing Trades | 167 | 92 | 75 | 167 | 92 | 75 |
Profitability (%) | 40.1434 | 34.2857 | 46.0432 | 40.1434 | 34.2857 | 46.0432 |
Ratio Avg Win / Avg Loss | 2.1819 | 3.593 | 1.2337 | 1.4965 | 2.2088 | 0.9637 |
Largest Winning Trade | 230577 | 230577 | 60533 | 6688465 | 6688465 | 2062372 |
Largest Losing Trade | -43691 | -29798 | -43691 | -1944092 | -1944092 | -1582925 |
Avg Bars in Trades | 49 | 39 | 60 | 49 | 39 | 60 |
Avg Bars in Winners | 81 | 73 | 87 | 81 | 73 | 87 |
Avg Bars in Losers | 28 | 21 | 36 | 28 | 21 | 36 |
Bars Traded | 13919 | 5525 | 8394 | 13919 | 5525 | 8394 |
Profit Streak | 0 | 0 | 13.6904 | 0 | 0 | 13.6904 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301436 | 204883 | -339217 | -378546 | -83621 | -581902 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14303, "evaluation_days": 2383.83, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1555142400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759509253800, "expiration_time": 1765671696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 620797.724748303, 585393.2143919903, 35404.5103563123, 80948.9985421182, 1869843.8441645154, -1788894.845622396 ], [ 620.797725, 585.393214, 35.40451, 80.948999, 1869.843844, -1788.894846 ], [ 0.26042, 0.245568, 0.014852, 0.024881, 0.12511, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -235151, -175799, -129435, -9412414, -7240326, -3075593 ], [ 1.463291, 1.874634, 1.05279, 1.003624, 1.152423, 0.822319 ], [ 279, 140, 139, 279, 140, 139 ], [ 112, 48, 64, 112, 48, 64 ], [ 167, 92, 75, 167, 92, 75 ], [ 40.143369, 34.285714, 46.043165, 40.143369, 34.285714, 46.043165 ], [ 2.181872, 3.593048, 1.233738, 1.496475, 2.208811, 0.963655 ], [ 230577, 230577, 60533, 6688465, 6688465, 2062372 ], [ -43691, -29798, -43691, -1944092, -1944092, -1582925 ], [ 49, 39, 60, 49, 39, 60 ], [ 81, 73, 87, 81, 73, 87 ], [ 28, 21, 36, 28, 21, 36 ], [ 13919, 5525, 8394, 13919, 5525, 8394 ], [ 0, 0, 13.690437, 0, 0, 13.690437 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301436, 204883, -339217, -378546, -83621, -581902 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14303, "evaluation_days": 2383.83, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1555142400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759509253800, "expiration_time": 1765671696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|