Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159445.9554 | 1049900.5089 | 109545.4465 | 751143.6375 | -157640.2373 | 908783.8748 |
Total P&L (%) | 1159.446 | 1049.9005 | 109.5454 | 751.1436 | -157.6402 | 908.7839 |
Avg Daily Profit (%) | 0.488 | 0.4419 | 0.0461 | 0.0902 | 0 | 0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173728 | -84100 | -128609 | -6839100 | -4794119 | -4372445 |
Profit Factor | 2.2233 | 3.4566 | 1.2105 | 1.0361 | 0.986 | 1.0953 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 45.7364 | 43.0769 | 48.4375 | 45.7364 | 43.0769 | 48.4375 |
Ratio Avg Win / Avg Loss | 2.6379 | 4.5677 | 1.2886 | 1.2293 | 1.303 | 1.166 |
Largest Winning Trade | 785090 | 785090 | 67452 | 2710496 | 1996899 | 2710496 |
Largest Losing Trade | -51899 | -42554 | -51899 | -2106984 | -1878512 | -2106984 |
Avg Bars in Trades | 35 | 23 | 48 | 35 | 23 | 48 |
Avg Bars in Winners | 51 | 35 | 65 | 51 | 35 | 65 |
Avg Bars in Losers | 23 | 15 | 32 | 23 | 15 | 32 |
Bars Traded | 4628 | 1539 | 3089 | 4628 | 1539 | 3089 |
Profit Streak | 12.1391 | 12.1391 | 13.1391 | 12.1391 | 12.1391 | 13.1391 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521992 | -117035 | -270977 | -253226 | -712862 | -317477 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4752, "evaluation_days": 2376, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556496000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759029616220, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 1159445.9553875565, 1049900.508895603, 109545.4464919533, 751143.6375307482, -157640.2372704902, 908783.8748012381 ], [ 1159.445955, 1049.900509, 109.545446, 751.143638, -157.640237, 908.783875 ], [ 0.487982, 0.441877, 0.046105, 0.090167, 0, 0.097326 ], [ 10, 10, 10, 10, 10, 10 ], [ -173728, -84100, -128609, -6839100, -4794119, -4372445 ], [ 2.223348, 3.456644, 1.210505, 1.036089, 0.986024, 1.09532 ], [ 129, 65, 64, 129, 65, 64 ], [ 59, 28, 31, 59, 28, 31 ], [ 70, 37, 33, 70, 37, 33 ], [ 45.736434, 43.076923, 48.4375, 45.736434, 43.076923, 48.4375 ], [ 2.637871, 4.567708, 1.288602, 1.229258, 1.302961, 1.165986 ], [ 785090, 785090, 67452, 2710496, 1996899, 2710496 ], [ -51899, -42554, -51899, -2106984, -1878512, -2106984 ], [ 35, 23, 48, 35, 23, 48 ], [ 51, 35, 65, 51, 35, 65 ], [ 23, 15, 32, 23, 15, 32 ], [ 4628, 1539, 3089, 4628, 1539, 3089 ], [ 12.139076, 12.139077, 13.139077, 12.139077, 12.139077, 13.139077 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 521992, -117035, -270977, -253226, -712862, -317477 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4752, "evaluation_days": 2376, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556496000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759029616220, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|