Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334002.5483 | 1198989.1915 | 135013.3568 | 1040583.5909 | 1075665.5303 | -35081.9395 |
Total P&L (%) | 1334.0025 | 1198.9892 | 135.0134 | 1040.5836 | 1075.6655 | -35.0819 |
Avg Daily Profit (%) | 0.5607 | 0.504 | 0.0568 | 0.1024 | 0.1036 | -0.0182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150708 | -108259 | -89519 | -6745656 | -6570834 | -4105026 |
Profit Factor | 2.7662 | 4.0024 | 1.3793 | 1.0446 | 1.0853 | 0.9967 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 38.4615 | 32.6087 | 44.4444 | 38.4615 | 32.6087 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.4259 | 8.2717 | 1.7241 | 1.6714 | 2.243 | 1.2459 |
Largest Winning Trade | 773113 | 773113 | 66618 | 5563479 | 5563479 | 2530297 |
Largest Losing Trade | -49937 | -37084 | -49937 | -1776047 | -1776047 | -1584436 |
Avg Bars in Trades | 152 | 130 | 175 | 152 | 130 | 175 |
Avg Bars in Winners | 264 | 248 | 277 | 264 | 248 | 277 |
Avg Bars in Losers | 83 | 74 | 94 | 83 | 74 | 94 |
Bars Traded | 13910 | 6018 | 7893 | 13910 | 6018 | 7893 |
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 | 437595 | 396347 | -117552 | -230503 | -186426 | -581205 |
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14274, "evaluation_days": 2379, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556568000000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082794084, "expiration_time": 1765241568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 184, "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": [ [ 1334002.5482976274, 1198989.1914927752, 135013.356804852, 1040583.5908504401, 1075665.5303334983, -35081.9394830575 ], [ 1334.002548, 1198.989191, 135.013357, 1040.583591, 1075.66553, -35.081939 ], [ 0.560741, 0.503989, 0.056752, 0.10237, 0.103644, -0.018159 ], [ 10, 10, 10, 10, 10, 10 ], [ -150708, -108259, -89519, -6745656, -6570834, -4105026 ], [ 2.766166, 4.002435, 1.379282, 1.044594, 1.085343, 0.996731 ], [ 91, 46, 45, 91, 46, 45 ], [ 35, 15, 20, 35, 15, 20 ], [ 56, 31, 25, 56, 31, 25 ], [ 38.461538, 32.608696, 44.444444, 38.461538, 32.608696, 44.444444 ], [ 4.425865, 8.271698, 1.724102, 1.67135, 2.243043, 1.245913 ], [ 773113, 773113, 66618, 5563479, 5563479, 2530297 ], [ -49937, -37084, -49937, -1776047, -1776047, -1584436 ], [ 152, 130, 175, 152, 130, 175 ], [ 264, 248, 277, 264, 248, 277 ], [ 83, 74, 94, 83, 74, 94 ], [ 13910, 6018, 7893, 13910, 6018, 7893 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 437595, 396347, -117552, -230503, -186426, -581205 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14274, "evaluation_days": 2379, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556568000000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082794084, "expiration_time": 1765241568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 184, "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) |
---|