Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1344641.9646 | 1192937.6689 | 151704.2957 | 1595310.6751 | 250361.3319 | 1344949.3432 |
Total P&L (%) | 1344.642 | 1192.9377 | 151.7043 | 1595.3107 | 250.3613 | 1344.9493 |
Avg Daily Profit (%) | 0.5662 | 0.5023 | 0.0639 | 0.1193 | 0.0528 | 0.1125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101227 | -103418 | -66116 | -7113430 | -6516746 | -2618872 |
Profit Factor | 2.8433 | 3.9922 | 1.4586 | 1.0783 | 1.0202 | 1.1679 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 38.2022 | 28.8889 | 47.7273 | 38.2022 | 28.8889 | 47.7273 |
Ratio Avg Win / Avg Loss | 4.5994 | 9.827 | 1.5975 | 1.7443 | 2.5114 | 1.2792 |
Largest Winning Trade | 789053 | 789053 | 67140 | 5768935 | 5768935 | 1778422 |
Largest Losing Trade | -46109 | -46109 | -45114 | -2137579 | -2137579 | -1869722 |
Avg Bars in Trades | 156 | 131 | 181 | 156 | 131 | 181 |
Avg Bars in Winners | 277 | 272 | 280 | 277 | 272 | 280 |
Avg Bars in Losers | 81 | 74 | 90 | 81 | 74 | 90 |
Bars Traded | 13912 | 5924 | 7987 | 13912 | 5924 | 7987 |
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 | 440813 | 182474 | -106294 | -171031 | -332152 | -79004 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14249, "evaluation_days": 2374.83, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556020800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758819421978, "expiration_time": 1764870768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 166, "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": [ [ 1344641.9646382518, 1192937.6689016283, 151704.2957366239, 1595310.6750876228, 250361.3318674182, 1344949.3432202043 ], [ 1344.641965, 1192.937669, 151.704296, 1595.310675, 250.361332, 1344.949343 ], [ 0.566206, 0.502326, 0.06388, 0.119256, 0.052809, 0.11252 ], [ 10, 10, 10, 10, 10, 10 ], [ -101227, -103418, -66116, -7113430, -6516746, -2618872 ], [ 2.843266, 3.992209, 1.458588, 1.078288, 1.020243, 1.167919 ], [ 89, 45, 44, 89, 45, 44 ], [ 34, 13, 21, 34, 13, 21 ], [ 55, 32, 23, 55, 32, 23 ], [ 38.202247, 28.888889, 47.727273, 38.202247, 28.888889, 47.727273 ], [ 4.599401, 9.826975, 1.597501, 1.74429, 2.511367, 1.27915 ], [ 789053, 789053, 67140, 5768935, 5768935, 1778422 ], [ -46109, -46109, -45114, -2137579, -2137579, -1869722 ], [ 156, 131, 181, 156, 131, 181 ], [ 277, 272, 280, 277, 272, 280 ], [ 81, 74, 90, 81, 74, 90 ], [ 13912, 5924, 7987, 13912, 5924, 7987 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440813, 182474, -106294, -171031, -332152, -79004 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14249, "evaluation_days": 2374.83, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556020800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758819421978, "expiration_time": 1764870768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 166, "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) |
---|