Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1578395.2168 | 1405092.302 | 173302.9148 | 2469436.4217 | 20929679.9358 | -18460243.514 |
Total P&L (%) | 1578.3952 | 1405.0923 | 173.3029 | 2469.4364 | 20929.6799 | -18460.2435 |
Avg Daily Profit (%) | 0.6646 | 0.5917 | 0.073 | 0.1368 | 0.2255 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220165 | -120480 | -145793 | -76096362 | -36898001 | -59771805 |
Profit Factor | 3.1952 | 5.3239 | 1.4398 | 1.0193 | 1.4104 | 0.7597 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 54.6512 | 53.4884 | 55.814 | 54.6512 | 53.4884 | 55.814 |
Ratio Avg Win / Avg Loss | 2.6514 | 4.6294 | 1.1398 | 0.8458 | 1.2264 | 0.6014 |
Largest Winning Trade | 844144 | 844144 | 77184 | 47236906 | 47236906 | 18614130 |
Largest Losing Trade | -85329 | -38536 | -85329 | -58050213 | -29798074 | -58050213 |
Avg Bars in Trades | 161 | 139 | 182 | 161 | 139 | 182 |
Avg Bars in Winners | 199 | 183 | 214 | 199 | 183 | 214 |
Avg Bars in Losers | 115 | 89 | 142 | 115 | 89 | 142 |
Bars Traded | 13861 | 6016 | 7845 | 13861 | 6016 | 7845 |
Profit Streak | 18.4765 | 0 | 32.9765 | 18.4765 | 0 | 32.9765 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 702385 | 717148 | -93222 | -209550 | 342611 | -579432 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14249, "evaluation_days": 2374.83, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556438400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758857168224, "expiration_time": 1764870768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.15969 } } }
{ "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": [ [ 1578395.2167554393, 1405092.301975343, 173302.914780097, 2469436.4217351326, 20929679.93575096, -18460243.514015842 ], [ 1578.395217, 1405.092302, 173.302915, 2469.436422, 20929.679936, -18460.243514 ], [ 0.664635, 0.59166, 0.072975, 0.136788, 0.225471, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -220165, -120480, -145793, -76096362, -36898001, -59771805 ], [ 3.195227, 5.323851, 1.4398, 1.019322, 1.410393, 0.759651 ], [ 86, 43, 43, 86, 43, 43 ], [ 47, 23, 24, 47, 23, 24 ], [ 39, 20, 19, 39, 20, 19 ], [ 54.651163, 53.488372, 55.813953, 54.651163, 53.488372, 55.813953 ], [ 2.651359, 4.629436, 1.139842, 0.84582, 1.226429, 0.601391 ], [ 844144, 844144, 77184, 47236906, 47236906, 18614130 ], [ -85329, -38536, -85329, -58050213, -29798074, -58050213 ], [ 161, 139, 182, 161, 139, 182 ], [ 199, 183, 214, 199, 183, 214 ], [ 115, 89, 142, 115, 89, 142 ], [ 13861, 6016, 7845, 13861, 6016, 7845 ], [ 18.476484, 0, 32.976484, 18.476484, 0, 32.976484 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 702385, 717148, -93222, -209550, 342611, -579432 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14249, "evaluation_days": 2374.83, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556438400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758857168224, "expiration_time": 1764870768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.15969 } } }
# | 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) |
---|