Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727827.8789 | 766206.1189 | -38378.24 | -73185.3749 | 41515.2788 | -114700.6536 |
Total P&L (%) | 727.8279 | 766.2061 | -38.3782 | -73.1854 | 41.5153 | -114.7007 |
Avg Daily Profit (%) | 0.3064 | 0.3225 | -0.0162 | -0.0554 | 0.0146 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204001 | -186308 | -52974 | -653104 | -557559 | -183635 |
Profit Factor | 1.9651 | 2.3364 | 0.7878 | 0.9336 | 1.0503 | 0.5862 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 41.9048 | 44.2308 | 39.6226 | 41.9048 | 44.2308 | 39.6226 |
Ratio Avg Win / Avg Loss | 2.7243 | 2.9459 | 1.2004 | 1.2943 | 1.3243 | 0.8933 |
Largest Winning Trade | 626016 | 626016 | 12968 | 490107 | 490107 | 26947 |
Largest Losing Trade | -72578 | -72578 | -23340 | -229573 | -229573 | -157986 |
Avg Bars in Trades | 87 | 169 | 7 | 87 | 169 | 7 |
Avg Bars in Winners | 109 | 202 | 8 | 109 | 202 | 8 |
Avg Bars in Losers | 71 | 143 | 6 | 71 | 143 | 6 |
Bars Traded | 9178 | 8804 | 374 | 9178 | 8804 | 374 |
Profit Streak | 0 | 98.6451 | 0 | 0 | 98.6451 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353197 | -168204 | -762924 | -581980 | -522292 | -764591 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1555718400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758986940838, "expiration_time": 1764872496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 3.736 } } }
{ "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": [ [ 727827.8789117092, 766206.118940827, -38378.2400291176, -73185.374864004, 41515.2787583117, -114700.6536223158 ], [ 727.827879, 766.206119, -38.37824, -73.185375, 41.515279, -114.700654 ], [ 0.306389, 0.322545, -0.016156, -0.055393, 0.014619, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -204001, -186308, -52974, -653104, -557559, -183635 ], [ 1.965056, 2.33641, 0.78779, 0.933582, 1.050341, 0.586229 ], [ 105, 52, 53, 105, 52, 53 ], [ 44, 23, 21, 44, 23, 21 ], [ 61, 29, 32, 61, 29, 32 ], [ 41.904762, 44.230769, 39.622642, 41.904762, 44.230769, 39.622642 ], [ 2.724282, 2.945909, 1.200443, 1.294285, 1.324342, 0.893302 ], [ 626016, 626016, 12968, 490107, 490107, 26947 ], [ -72578, -72578, -23340, -229573, -229573, -157986 ], [ 87, 169, 7, 87, 169, 7 ], [ 109, 202, 8, 109, 202, 8 ], [ 71, 143, 6, 71, 143, 6 ], [ 9178, 8804, 374, 9178, 8804, 374 ], [ 0, 98.645148, 0, 0, 98.645149, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353197, -168204, -762924, -581980, -522292, -764591 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1555718400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758986940838, "expiration_time": 1764872496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 3.736 } } }
# | 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) |
---|