Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587928.5354 | 607278.4021 | -19349.8668 | 119475.9645 | 298611.238 | -179135.2735 |
Total P&L (%) | 587.9285 | 607.2784 | -19.3499 | 119.476 | 298.6112 | -179.1353 |
Avg Daily Profit (%) | 0.247 | 0.2552 | -0.0081 | 0.033 | 0.0581 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124386 | -107871 | -45623 | -7525176 | -7362783 | -411702 |
Profit Factor | 2.0126 | 2.233 | 0.7804 | 1.0101 | 1.0274 | 0.7973 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 55.0562 | 59.0909 | 51.1111 | 55.0562 | 59.0909 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.6429 | 1.5459 | 0.7465 | 0.8246 | 0.7113 | 0.7626 |
Largest Winning Trade | 203528 | 203528 | 9188 | 5074734 | 5074734 | 171702 |
Largest Losing Trade | -74457 | -74457 | -18558 | -5762864 | -5762864 | -218296 |
Avg Bars in Trades | 84 | 168 | 2 | 84 | 168 | 2 |
Avg Bars in Winners | 62 | 116 | 2 | 62 | 116 | 2 |
Avg Bars in Losers | 111 | 244 | 2 | 111 | 244 | 2 |
Bars Traded | 7523 | 7423 | 100 | 7523 | 7423 | 100 |
Profit Streak | 78.0628 | 0 | 138.3128 | 78.0628 | 0 | 138.3128 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493741 | 503856 | -579719 | -358362 | -306171 | -579719 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9520, "evaluation_days": 2380, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1554336000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759109422855, "expiration_time": 1765272960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 10, "offset": 0, "std": 3.85106 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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": [ [ 587928.5353867981, 607278.402149221, -19349.8667624227, 119475.9644866936, 298611.238028329, -179135.2735416373 ], [ 587.928535, 607.278402, -19.349867, 119.475964, 298.611238, -179.135274 ], [ 0.247029, 0.255159, -0.00813, 0.033034, 0.058118, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -124386, -107871, -45623, -7525176, -7362783, -411702 ], [ 2.012578, 2.233036, 0.780412, 1.010129, 1.027365, 0.797314 ], [ 89, 44, 45, 89, 44, 45 ], [ 49, 26, 23, 49, 26, 23 ], [ 40, 18, 22, 40, 18, 22 ], [ 55.05618, 59.090909, 51.111111, 55.05618, 59.090909, 51.111111 ], [ 1.642921, 1.545948, 0.746481, 0.824595, 0.711253, 0.762648 ], [ 203528, 203528, 9188, 5074734, 5074734, 171702 ], [ -74457, -74457, -18558, -5762864, -5762864, -218296 ], [ 84, 168, 2, 84, 168, 2 ], [ 62, 116, 2, 62, 116, 2 ], [ 111, 244, 2, 111, 244, 2 ], [ 7523, 7423, 100, 7523, 7423, 100 ], [ 78.062764, 0, 138.312764, 78.062764, 0, 138.312765 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 493741, 503856, -579719, -358362, -306171, -579719 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9520, "evaluation_days": 2380, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1554336000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759109422855, "expiration_time": 1765272960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 10, "offset": 0, "std": 3.85106 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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) |
---|