Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1304634.4109 | 1240574.9626 | 64059.4483 | 363617.8569 | 1616035.5196 | -1252417.6627 |
Total P&L (%) | 1304.6344 | 1240.575 | 64.0594 | 363.6179 | 1616.0355 | -1252.4177 |
Avg Daily Profit (%) | 0.5477 | 0.5208 | 0.0269 | 0.0644 | 0.1194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -308787 | -162720 | -193141 | -20769419 | -18974306 | -9235025 |
Profit Factor | 2.6781 | 4.3037 | 1.1594 | 1.0067 | 1.0511 | 0.9446 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 44.3182 | 38.6364 | 50 | 44.3182 | 38.6364 | 50 |
Ratio Avg Win / Avg Loss | 3.3648 | 6.8354 | 1.1594 | 1.2648 | 1.6695 | 0.9446 |
Largest Winning Trade | 833744 | 833744 | 77345 | 15638298 | 15638298 | 7617760 |
Largest Losing Trade | -58166 | -43724 | -58166 | -8535235 | -8535235 | -4795008 |
Avg Bars in Trades | 78 | 71 | 86 | 78 | 71 | 86 |
Avg Bars in Winners | 114 | 111 | 116 | 114 | 111 | 116 |
Avg Bars in Losers | 50 | 45 | 56 | 50 | 45 | 56 |
Bars Traded | 6950 | 3130 | 3820 | 6950 | 3130 | 3820 |
Profit Streak | 24.1162 | 0 | 36.7829 | 24.1162 | 0 | 36.7829 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528779 | 493320 | -201960 | -321494 | -200705 | -580175 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7146, "evaluation_days": 2382, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558166400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759258039834, "expiration_time": 1765422144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 2.10007 } } }
{ "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": [ [ 1304634.410930331, 1240574.962649553, 64059.4482807785, 363617.8569482637, 1616035.5196165233, -1252417.6626682584 ], [ 1304.634411, 1240.574963, 64.059448, 363.617857, 1616.03552, -1252.417663 ], [ 0.547705, 0.520812, 0.026893, 0.064416, 0.119408, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -308787, -162720, -193141, -20769419, -18974306, -9235025 ], [ 2.678084, 4.303748, 1.159372, 1.00671, 1.051137, 0.944564 ], [ 88, 44, 44, 88, 44, 44 ], [ 39, 17, 22, 39, 17, 22 ], [ 49, 27, 22, 49, 27, 22 ], [ 44.318182, 38.636364, 50, 44.318182, 38.636364, 50 ], [ 3.364773, 6.835364, 1.159372, 1.26484, 1.669453, 0.944564 ], [ 833744, 833744, 77345, 15638298, 15638298, 7617760 ], [ -58166, -43724, -58166, -8535235, -8535235, -4795008 ], [ 78, 71, 86, 78, 71, 86 ], [ 114, 111, 116, 114, 111, 116 ], [ 50, 45, 56, 50, 45, 56 ], [ 6950, 3130, 3820, 6950, 3130, 3820 ], [ 24.116202, 0, 36.782868, 24.116202, 0, 36.782868 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 528779, 493320, -201960, -321494, -200705, -580175 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7146, "evaluation_days": 2382, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558166400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759258039834, "expiration_time": 1765422144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 2.10007 } } }
# | 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) |
---|