Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1462705.3264 | 1330090.6483 | 132614.6781 | 981268.0096 | 328256.9906 | 653011.0191 |
Total P&L (%) | 1462.7053 | 1330.0906 | 132.6147 | 981.268 | 328.257 | 653.011 |
Avg Daily Profit (%) | 0.6157 | 0.5599 | 0.0558 | 0.1003 | 0.0613 | 0.085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83302 | -87539 | -74155 | -3314429 | -2005707 | -1796713 |
Profit Factor | 3.4558 | 5.9604 | 1.405 | 1.1185 | 1.091 | 1.1398 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 50.6494 | 47.3684 | 53.8462 | 50.6494 | 47.3684 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.3672 | 6.6226 | 1.2042 | 1.0898 | 1.2122 | 0.977 |
Largest Winning Trade | 1048896 | 1048896 | 58753 | 1521368 | 1521368 | 1051593 |
Largest Losing Trade | -80154 | -48522 | -80154 | -1428467 | -1428467 | -1387216 |
Avg Bars in Trades | 121 | 100 | 141 | 121 | 100 | 141 |
Avg Bars in Winners | 170 | 144 | 192 | 170 | 144 | 192 |
Avg Bars in Losers | 70 | 59 | 82 | 70 | 59 | 82 |
Bars Traded | 9332 | 3805 | 5527 | 9332 | 3805 | 5527 |
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 | -27992 | 669702 | -117127 | -195033 | -232580 | -146926 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556625600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913123689, "expiration_time": 1764872496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 147, "offset": 0, "a": 0.36136 } }, "second_band": { "type": "pwma", "factors": { "length": 102, "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": [ [ 1462705.3264237293, 1330090.6482832762, 132614.678140453, 981268.0096135628, 328256.9905524284, 653011.0190611349 ], [ 1462.705326, 1330.090648, 132.614678, 981.26801, 328.256991, 653.011019 ], [ 0.615746, 0.55992, 0.055826, 0.10027, 0.06125, 0.085025 ], [ 10, 10, 10, 10, 10, 10 ], [ -83302, -87539, -74155, -3314429, -2005707, -1796713 ], [ 3.455765, 5.960377, 1.404957, 1.11853, 1.090997, 1.139792 ], [ 77, 38, 39, 77, 38, 39 ], [ 39, 18, 21, 39, 18, 21 ], [ 38, 20, 18, 38, 20, 18 ], [ 50.649351, 47.368421, 53.846154, 50.649351, 47.368421, 53.846154 ], [ 3.367155, 6.622641, 1.204249, 1.089849, 1.212219, 0.976964 ], [ 1048896, 1048896, 58753, 1521368, 1521368, 1051593 ], [ -80154, -48522, -80154, -1428467, -1428467, -1387216 ], [ 121, 100, 141, 121, 100, 141 ], [ 170, 144, 192, 170, 144, 192 ], [ 70, 59, 82, 70, 59, 82 ], [ 9332, 3805, 5527, 9332, 3805, 5527 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -27992, 669702, -117127, -195033, -232580, -146926 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556625600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913123689, "expiration_time": 1764872496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 147, "offset": 0, "a": 0.36136 } }, "second_band": { "type": "pwma", "factors": { "length": 102, "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) |
---|