Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659371.3012 | 662822.5388 | -3451.2376 | -57828.9474 | 257133.5604 | -314962.5078 |
Total P&L (%) | 659.3713 | 662.8225 | -3.4512 | -57.8289 | 257.1336 | -314.9625 |
Avg Daily Profit (%) | 0.2762 | 0.2776 | -0.0014 | -0.0362 | 0.0533 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194778 | -165269 | -109673 | -1003476 | -839087 | -512669 |
Profit Factor | 1.3426 | 1.5735 | 0.9955 | 0.9895 | 1.0794 | 0.8627 |
Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
Winning Trades | 164 | 76 | 88 | 164 | 76 | 88 |
Losing Trades | 252 | 132 | 120 | 252 | 132 | 120 |
Profitability (%) | 39.4231 | 36.5385 | 42.3077 | 39.4231 | 36.5385 | 42.3077 |
Ratio Avg Win / Avg Loss | 2.063 | 2.733 | 1.3575 | 1.5205 | 1.8747 | 1.1765 |
Largest Winning Trade | 282584 | 282584 | 49092 | 723555 | 723555 | 227841 |
Largest Losing Trade | -36855 | -36855 | -25950 | -185712 | -185712 | -153607 |
Avg Bars in Trades | 17 | 25 | 8 | 17 | 25 | 8 |
Avg Bars in Winners | 23 | 38 | 10 | 23 | 38 | 10 |
Avg Bars in Losers | 12 | 17 | 7 | 12 | 17 | 7 |
Bars Traded | 7093 | 5273 | 1820 | 7093 | 5273 | 1820 |
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 | 305388 | 257177 | -581291 | -579661 | -258199 | -581291 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7162, "evaluation_days": 2387.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1554537600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759724951464, "expiration_time": 1765896768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 1.69517 } } }
{ "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": [ [ 659371.3012229224, 662822.5387918074, -3451.237568885, -57828.9474469974, 257133.5603856777, -314962.5078326757 ], [ 659.371301, 662.822539, -3.451238, -57.828947, 257.13356, -314.962508 ], [ 0.276196, 0.277642, -0.001446, -0.036161, 0.053335, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -194778, -165269, -109673, -1003476, -839087, -512669 ], [ 1.342564, 1.573524, 0.995513, 0.989549, 1.079394, 0.862742 ], [ 416, 208, 208, 416, 208, 208 ], [ 164, 76, 88, 164, 76, 88 ], [ 252, 132, 120, 252, 132, 120 ], [ 39.423077, 36.538462, 42.307692, 39.423077, 36.538462, 42.307692 ], [ 2.062964, 2.732962, 1.357517, 1.520527, 1.874738, 1.176466 ], [ 282584, 282584, 49092, 723555, 723555, 227841 ], [ -36855, -36855, -25950, -185712, -185712, -153607 ], [ 17, 25, 8, 17, 25, 8 ], [ 23, 38, 10, 23, 38, 10 ], [ 12, 17, 7, 12, 17, 7 ], [ 7093, 5273, 1820, 7093, 5273, 1820 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305388, 257177, -581291, -579661, -258199, -581291 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7162, "evaluation_days": 2387.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1554537600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759724951464, "expiration_time": 1765896768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 1.69517 } } }
# | 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) |
---|