Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1693498.4234 | 1407622.9593 | 285875.4641 | 38495108.869 | 24142665.1174 | 14352443.7516 |
Total P&L (%) | 1693.4984 | 1407.623 | 285.8755 | 38495.1089 | 24142.6651 | 14352.4438 |
Avg Daily Profit (%) | 0.71 | 0.5901 | 0.1198 | 0.25 | 0.2305 | 0.2087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101694 | -72554 | -65485 | -95465801 | -70191359 | -63119649 |
Profit Factor | 3.6092 | 5.3229 | 1.8839 | 1.1194 | 1.15 | 1.0889 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 37.8788 | 36.3636 | 39.3939 | 37.8788 | 36.3636 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.9191 | 9.315 | 2.8983 | 1.8358 | 2.0124 | 1.6753 |
Largest Winning Trade | 910735 | 910735 | 68333 | 37964846 | 37964846 | 26655197 |
Largest Losing Trade | -25753 | -25745 | -25753 | -20675124 | -20675124 | -17703182 |
Avg Bars in Trades | 52 | 37 | 68 | 52 | 37 | 68 |
Avg Bars in Winners | 107 | 77 | 135 | 107 | 77 | 135 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 6985 | 2493 | 4492 | 6985 | 2493 | 4492 |
Profit Streak | 0 | 39.9392 | 0 | 0 | 39.9392 | 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 | 533068 | -109809 | -158016 | -83967 | -175371 | -242065 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7156, "evaluation_days": 2385.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556524800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759559543973, "expiration_time": 1765718784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 6, "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": [ [ 1693498.4234436029, 1407622.9593244288, 285875.4641191739, 38495108.86904316, 24142665.117413882, 14352443.751629248 ], [ 1693.498423, 1407.622959, 285.875464, 38495.108869, 24142.665117, 14352.443752 ], [ 0.709964, 0.590117, 0.119847, 0.249993, 0.230451, 0.208719 ], [ 10, 10, 10, 10, 10, 10 ], [ -101694, -72554, -65485, -95465801, -70191359, -63119649 ], [ 3.609189, 5.322881, 1.883886, 1.119407, 1.149964, 1.088928 ], [ 132, 66, 66, 132, 66, 66 ], [ 50, 24, 26, 50, 24, 26 ], [ 82, 42, 40, 82, 42, 40 ], [ 37.878788, 36.363636, 39.393939, 37.878788, 36.363636, 39.393939 ], [ 5.91907, 9.315042, 2.898287, 1.835828, 2.012437, 1.675273 ], [ 910735, 910735, 68333, 37964846, 37964846, 26655197 ], [ -25753, -25745, -25753, -20675124, -20675124, -17703182 ], [ 52, 37, 68, 52, 37, 68 ], [ 107, 77, 135, 107, 77, 135 ], [ 19, 15, 23, 19, 15, 23 ], [ 6985, 2493, 4492, 6985, 2493, 4492 ], [ 0, 39.939166, 0, 0, 39.939166, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 533068, -109809, -158016, -83967, -175371, -242065 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7156, "evaluation_days": 2385.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556524800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759559543973, "expiration_time": 1765718784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 6, "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) |
---|