Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1492158.8056 | 1304334.7855 | 187824.0202 | 2762546.5524 | 1686498.5259 | 1076048.0265 |
Total P&L (%) | 1492.1588 | 1304.3348 | 187.824 | 2762.5466 | 1686.4985 | 1076.048 |
Avg Daily Profit (%) | 0.6257 | 0.547 | 0.0788 | 0.1408 | 0.121 | 0.1034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79908 | -78689 | -54956 | -2728222 | -2681440 | -2250020 |
Profit Factor | 3.1287 | 4.6785 | 1.5422 | 1.1457 | 1.1914 | 1.106 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 53.8961 | 51.9481 | 55.8442 | 53.8961 | 51.9481 | 55.8442 |
Ratio Avg Win / Avg Loss | 2.6764 | 4.3276 | 1.2195 | 0.9801 | 1.1021 | 0.8745 |
Largest Winning Trade | 1061867 | 1061867 | 61677 | 2551315 | 2551315 | 1717321 |
Largest Losing Trade | -51822 | -36604 | -51822 | -1382548 | -1006567 | -1382548 |
Avg Bars in Trades | 44 | 31 | 57 | 44 | 31 | 57 |
Avg Bars in Winners | 68 | 45 | 90 | 68 | 45 | 90 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 6818 | 2424 | 4394 | 6818 | 2424 | 4394 |
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 | 682811 | -23143 | -127147 | -65300 | -82755 | -200989 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7154, "evaluation_days": 2384.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1561420800000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759499255976, "expiration_time": 1765659456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 237, "offset": 40 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 26 } } }
{ "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": [ [ 1492158.8056472444, 1304334.7854905997, 187824.0201566443, 2762546.5523791476, 1686498.52591151, 1076048.0264676337 ], [ 1492.158806, 1304.334785, 187.82402, 2762.546552, 1686.498526, 1076.048026 ], [ 0.62573, 0.546967, 0.078763, 0.14076, 0.120964, 0.103411 ], [ 10, 10, 10, 10, 10, 10 ], [ -79908, -78689, -54956, -2728222, -2681440, -2250020 ], [ 3.12873, 4.678515, 1.542248, 1.145719, 1.191438, 1.106032 ], [ 154, 77, 77, 154, 77, 77 ], [ 83, 40, 43, 83, 40, 43 ], [ 71, 37, 34, 71, 37, 34 ], [ 53.896104, 51.948052, 55.844156, 53.896104, 51.948052, 55.844156 ], [ 2.676384, 4.327627, 1.219452, 0.980073, 1.10208, 0.874537 ], [ 1061867, 1061867, 61677, 2551315, 2551315, 1717321 ], [ -51822, -36604, -51822, -1382548, -1006567, -1382548 ], [ 44, 31, 57, 44, 31, 57 ], [ 68, 45, 90, 68, 45, 90 ], [ 15, 16, 15, 15, 16, 15 ], [ 6818, 2424, 4394, 6818, 2424, 4394 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 682811, -23143, -127147, -65300, -82755, -200989 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7154, "evaluation_days": 2384.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1561420800000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759499255976, "expiration_time": 1765659456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 237, "offset": 40 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 26 } } }
# | 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) |
---|