Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1805895.3745 | 1658142.2695 | 147753.105 | 2296038.2945 | 10193132.1345 | -7897093.84 |
Total P&L (%) | 1805.8954 | 1658.1423 | 147.7531 | 2296.0383 | 10193.1321 | -7897.0938 |
Avg Daily Profit (%) | 0.7558 | 0.6939 | 0.0618 | 0.133 | 0.1941 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157671 | -128924 | -81286 | -17874684 | -11959321 | -9744397 |
Profit Factor | 2.9769 | 4.2315 | 1.369 | 1.041 | 1.3305 | 0.6862 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 36.4865 | 29.7297 | 43.2432 | 36.4865 | 29.7297 | 43.2432 |
Ratio Avg Win / Avg Loss | 5.182 | 10.0016 | 1.7969 | 1.8121 | 3.1447 | 0.9007 |
Largest Winning Trade | 1230920 | 1230920 | 64666 | 16007491 | 16007491 | 3067338 |
Largest Losing Trade | -35189 | -35013 | -35189 | -3886726 | -2967867 | -3886726 |
Avg Bars in Trades | 94 | 79 | 110 | 94 | 79 | 110 |
Avg Bars in Winners | 193 | 185 | 198 | 193 | 185 | 198 |
Avg Bars in Losers | 38 | 34 | 42 | 38 | 34 | 42 |
Bars Traded | 14012 | 5862 | 8150 | 14012 | 5862 | 8150 |
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 | 489947 | -53936 | -175829 | -194220 | -64058 | -647863 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14337, "evaluation_days": 2389.5, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1554926400000, "last_datapoint_time": 1759982400000, "evaluation_time": 1759997154537, "expiration_time": 1766175984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 3.14603 } }, "second_band": { "type": "zlma", "factors": { "length": 101, "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": [ [ 1805895.3745266753, 1658142.2695122622, 147753.105014413, 2296038.294522893, 10193132.134476723, -7897093.839953824 ], [ 1805.895375, 1658.14227, 147.753105, 2296.038295, 10193.132134, -7897.09384 ], [ 0.755763, 0.693929, 0.061834, 0.13302, 0.194123, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -157671, -128924, -81286, -17874684, -11959321, -9744397 ], [ 2.976914, 4.231464, 1.369043, 1.04099, 1.330468, 0.686247 ], [ 148, 74, 74, 148, 74, 74 ], [ 54, 22, 32, 54, 22, 32 ], [ 94, 52, 42, 94, 52, 42 ], [ 36.486486, 29.72973, 43.243243, 36.486486, 29.72973, 43.243243 ], [ 5.182036, 10.001642, 1.796869, 1.812094, 3.144742, 0.900699 ], [ 1230920, 1230920, 64666, 16007491, 16007491, 3067338 ], [ -35189, -35013, -35189, -3886726, -2967867, -3886726 ], [ 94, 79, 110, 94, 79, 110 ], [ 193, 185, 198, 193, 185, 198 ], [ 38, 34, 42, 38, 34, 42 ], [ 14012, 5862, 8150, 14012, 5862, 8150 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 489947, -53936, -175829, -194220, -64058, -647863 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14337, "evaluation_days": 2389.5, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1554926400000, "last_datapoint_time": 1759982400000, "evaluation_time": 1759997154537, "expiration_time": 1766175984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 3.14603 } }, "second_band": { "type": "zlma", "factors": { "length": 101, "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) |
---|