Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557264.4134 | 470947.7786 | 86316.6347 | 268463.5392 | 432595.8037 | -164132.2645 |
Total P&L (%) | 557.2644 | 470.9478 | 86.3166 | 268.4635 | 432.5958 | -164.1323 |
Avg Daily Profit (%) | 0.2339 | 0.1976 | 0.0362 | 0.0547 | 0.0702 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189118 | -119673 | -211742 | -3020372 | -1989076 | -1709148 |
Profit Factor | 1.2904 | 1.5231 | 1.0847 | 1.0149 | 1.0491 | 0.9822 |
Total Trades | 403 | 201 | 202 | 403 | 201 | 202 |
Winning Trades | 164 | 79 | 85 | 164 | 79 | 85 |
Losing Trades | 239 | 122 | 117 | 239 | 122 | 117 |
Profitability (%) | 40.6948 | 39.3035 | 42.0792 | 40.6948 | 39.3035 | 42.0792 |
Ratio Avg Win / Avg Loss | 1.8805 | 2.3522 | 1.4931 | 1.479 | 1.6202 | 1.352 |
Largest Winning Trade | 81681 | 81681 | 59988 | 805502 | 805502 | 633417 |
Largest Losing Trade | -27357 | -23028 | -27357 | -381244 | -381244 | -346954 |
Avg Bars in Trades | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Winners | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Losers | 15 | 17 | 14 | 15 | 17 | 14 |
Bars Traded | 9400 | 5001 | 4399 | 9400 | 5001 | 4399 |
Profit Streak | 10.1532 | 0 | 11.1532 | 10.1532 | 0 | 11.1532 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319990 | 243869 | -273519 | -324538 | -267961 | -580773 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9532, "evaluation_days": 2383, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1555437600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759376440214, "expiration_time": 1765539936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 11, "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": [ [ 557264.4133652801, 470947.7786392409, 86316.6347260395, 268463.5391734437, 432595.8037171412, -164132.2645436988 ], [ 557.264413, 470.947779, 86.316635, 268.463539, 432.595804, -164.132265 ], [ 0.23385, 0.197628, 0.036222, 0.054743, 0.070213, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -189118, -119673, -211742, -3020372, -1989076, -1709148 ], [ 1.29036, 1.523136, 1.084709, 1.01489, 1.049117, 0.982203 ], [ 403, 201, 202, 403, 201, 202 ], [ 164, 79, 85, 164, 79, 85 ], [ 239, 122, 117, 239, 122, 117 ], [ 40.694789, 39.303483, 42.079208, 40.694789, 39.303483, 42.079208 ], [ 1.880463, 2.352185, 1.49307, 1.479016, 1.620156, 1.351974 ], [ 81681, 81681, 59988, 805502, 805502, 633417 ], [ -27357, -23028, -27357, -381244, -381244, -346954 ], [ 23, 24, 21, 23, 24, 21 ], [ 34, 37, 31, 34, 37, 31 ], [ 15, 17, 14, 15, 17, 14 ], [ 9400, 5001, 4399, 9400, 5001, 4399 ], [ 10.153243, 0, 11.153243, 10.153243, 0, 11.153243 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319990, 243869, -273519, -324538, -267961, -580773 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9532, "evaluation_days": 2383, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1555437600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759376440214, "expiration_time": 1765539936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 11, "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) |
---|