Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805269.8612 | 633114.0243 | 172155.8368 | 1772938.5208 | 5233311.0738 | -3460372.5531 |
Total P&L (%) | 805.2699 | 633.114 | 172.1558 | 1772.9385 | 5233.3111 | -3460.3726 |
Avg Daily Profit (%) | 0.3379 | 0.2656 | 0.0722 | 0.123 | 0.167 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197010 | -140435 | -197995 | -26128974 | -16788939 | -12899149 |
Profit Factor | 1.4158 | 1.6818 | 1.1708 | 1.0141 | 1.0878 | 0.9474 |
Total Trades | 522 | 261 | 261 | 522 | 261 | 261 |
Winning Trades | 196 | 90 | 106 | 196 | 90 | 106 |
Losing Trades | 326 | 171 | 155 | 326 | 171 | 155 |
Profitability (%) | 37.5479 | 34.4828 | 40.613 | 37.5479 | 34.4828 | 40.613 |
Ratio Avg Win / Avg Loss | 2.3549 | 3.1954 | 1.712 | 1.6868 | 2.0668 | 1.3854 |
Largest Winning Trade | 153825 | 153825 | 57768 | 4620507 | 4620507 | 4171841 |
Largest Losing Trade | -37968 | -25765 | -37968 | -3121235 | -2806859 | -3121235 |
Avg Bars in Trades | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 4 | 4 | 5 | 4 | 4 | 5 |
Bars Traded | 4743 | 2165 | 2578 | 4743 | 2165 | 2578 |
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 | 334143 | 246166 | -130595 | -234083 | -120050 | -581674 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4767, "evaluation_days": 2383.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1553990400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759370140029, "expiration_time": 1765541232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 805269.8611523997, 633114.0243417862, 172155.8368106134, 1772938.520786548, 5233311.073840392, -3460372.5530538657 ], [ 805.269861, 633.114024, 172.155837, 1772.938521, 5233.311074, -3460.372553 ], [ 0.337852, 0.265624, 0.072228, 0.123008, 0.166976, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -197010, -140435, -197995, -26128974, -16788939, -12899149 ], [ 1.415835, 1.681789, 1.170805, 1.014135, 1.087779, 0.947417 ], [ 522, 261, 261, 522, 261, 261 ], [ 196, 90, 106, 196, 90, 106 ], [ 326, 171, 155, 326, 171, 155 ], [ 37.547893, 34.482759, 40.613027, 37.547893, 34.482759, 40.613027 ], [ 2.354909, 3.195399, 1.712027, 1.686776, 2.06678, 1.385374 ], [ 153825, 153825, 57768, 4620507, 4620507, 4171841 ], [ -37968, -25765, -37968, -3121235, -2806859, -3121235 ], [ 9, 8, 9, 9, 8, 9 ], [ 16, 15, 16, 16, 15, 16 ], [ 4, 4, 5, 4, 4, 5 ], [ 4743, 2165, 2578, 4743, 2165, 2578 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334143, 246166, -130595, -234083, -120050, -581674 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4767, "evaluation_days": 2383.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1553990400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759370140029, "expiration_time": 1765541232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
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