Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1692001.009 | 1536019.373 | 155981.636 | 1602440.3911 | 2800872.7441 | -1198432.3531 |
Total P&L (%) | 1692.001 | 1536.0194 | 155.9816 | 1602.4404 | 2800.8727 | -1198.4324 |
Avg Daily Profit (%) | 0.7103 | 0.6448 | 0.0655 | 0.1191 | 0.1415 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119354 | -123010 | -77064 | -3918756 | -3258559 | -3303532 |
Profit Factor | 3.4589 | 4.48 | 1.6322 | 1.1101 | 1.3334 | 0.8053 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 39.3258 | 33.3333 | 45.4545 | 39.3258 | 33.3333 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.3366 | 8.96 | 1.9587 | 1.7127 | 2.6668 | 0.9664 |
Largest Winning Trade | 1110924 | 1110924 | 60231 | 4345455 | 4345455 | 1123112 |
Largest Losing Trade | -57337 | -57337 | -32494 | -1447891 | -1366536 | -1447891 |
Avg Bars in Trades | 104 | 117 | 90 | 104 | 117 | 90 |
Avg Bars in Winners | 183 | 225 | 152 | 183 | 225 | 152 |
Avg Bars in Losers | 53 | 63 | 39 | 53 | 63 | 39 |
Bars Traded | 9286 | 5291 | 3995 | 9286 | 5291 | 3995 |
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 | 543639 | 462145 | -104122 | -135879 | -8790 | -582487 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9529, "evaluation_days": 2382.25, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556604000000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759313503283, "expiration_time": 1765473192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 146, "offset": 0, "a": 0.61873 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "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": [ [ 1692001.0089893567, 1536019.372976456, 155981.6360129012, 1602440.3910780542, 2800872.7441368126, -1198432.3530587559 ], [ 1692.001009, 1536.019373, 155.981636, 1602.440391, 2800.872744, -1198.432353 ], [ 0.710253, 0.644777, 0.065477, 0.119061, 0.141462, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -119354, -123010, -77064, -3918756, -3258559, -3303532 ], [ 3.458918, 4.479976, 1.632221, 1.110083, 1.33338, 0.805297 ], [ 89, 45, 44, 89, 45, 44 ], [ 35, 15, 20, 35, 15, 20 ], [ 54, 30, 24, 54, 30, 24 ], [ 39.325843, 33.333333, 45.454545, 39.325843, 33.333333, 45.454545 ], [ 5.336617, 8.959951, 1.958666, 1.7127, 2.666759, 0.966356 ], [ 1110924, 1110924, 60231, 4345455, 4345455, 1123112 ], [ -57337, -57337, -32494, -1447891, -1366536, -1447891 ], [ 104, 117, 90, 104, 117, 90 ], [ 183, 225, 152, 183, 225, 152 ], [ 53, 63, 39, 53, 63, 39 ], [ 9286, 5291, 3995, 9286, 5291, 3995 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 543639, 462145, -104122, -135879, -8790, -582487 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9529, "evaluation_days": 2382.25, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556604000000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759313503283, "expiration_time": 1765473192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 146, "offset": 0, "a": 0.61873 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "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) |
---|