Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1231105.4663 | 192102.9978 | -1423208.4641 | -304462.2087 | -10564972.434 | 10260510.2253 |
Total P&L (%) | -1231.1055 | 192.103 | -1423.2085 | -304.4622 | -10564.9724 | 10260.5102 |
Avg Daily Profit (%) | -0.5148 | 0.0803 | -0.5951 | 0 | 0 | 0.1942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1612342 | -41883 | -1666602 | -40010731 | -17071486 | -24321254 |
Profit Factor | 0.3972 | 2.6945 | 0.2622 | 0.9941 | 0.4409 | 1.3171 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 32 | 18 | 14 | 29 | 14 | 15 |
Losing Trades | 27 | 12 | 15 | 30 | 16 | 14 |
Profitability (%) | 54.2373 | 60 | 48.2759 | 49.1525 | 46.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.3351 | 1.7963 | 0.2809 | 1.0283 | 0.5039 | 1.2293 |
Largest Winning Trade | 81796 | 81040 | 81796 | 18254184 | 5093229 | 18254184 |
Largest Losing Trade | -1382130 | -30412 | -1382130 | -10640075 | -9543973 | -10640075 |
Avg Bars in Trades | 75 | 20 | 131 | 75 | 20 | 131 |
Avg Bars in Winners | 70 | 16 | 138 | 69 | 21 | 114 |
Avg Bars in Losers | 81 | 27 | 125 | 81 | 20 | 150 |
Bars Traded | 4448 | 629 | 3818 | 4448 | 629 | 3818 |
Profit Streak | 0 | 0 | 0 | 99.7931 | 99.7931 | 114.7931 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759728 | -79036 | -581503 | -757982 | -581283 | 320708 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4783, "evaluation_days": 2391.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1559865600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760079720057, "expiration_time": 1766253168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 149, "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": [ [ -1231105.466298045, 192102.9978261591, -1423208.464124204, -304462.2087163688, -10564972.43399444, 10260510.225278081 ], [ -1231.105466, 192.102998, -1423.208464, -304.462209, -10564.972434, 10260.510225 ], [ -0.514784, 0.080327, -0.595111, 0, 0, 0.194233 ], [ 10, 10, 10, 10, 10, 10 ], [ -1612342, -41883, -1666602, -40010731, -17071486, -24321254 ], [ 0.397185, 2.694453, 0.262161, 0.99406, 0.440924, 1.317086 ], [ 59, 30, 29, 59, 30, 29 ], [ 32, 18, 14, 29, 14, 15 ], [ 27, 12, 15, 30, 16, 14 ], [ 54.237288, 60, 48.275862, 49.152542, 46.666667, 51.724138 ], [ 0.335125, 1.796302, 0.280887, 1.028338, 0.503913, 1.22928 ], [ 81796, 81040, 81796, 18254184, 5093229, 18254184 ], [ -1382130, -30412, -1382130, -10640075, -9543973, -10640075 ], [ 75, 20, 131, 75, 20, 131 ], [ 70, 16, 138, 69, 21, 114 ], [ 81, 27, 125, 81, 20, 150 ], [ 4448, 629, 3818, 4448, 629, 3818 ], [ 0, 0, 0, 99.793056, 99.793056, 114.793056 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -759728, -79036, -581503, -757982, -581283, 320708 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4783, "evaluation_days": 2391.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1559865600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760079720057, "expiration_time": 1766253168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 149, "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) |
---|