Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1264631.1079 | 973710.871 | 290920.237 | 38470508.6846 | 19273899.9079 | 19196608.7767 |
Total P&L (%) | 1264.6311 | 973.7109 | 290.9202 | 38470.5087 | 19273.8999 | 19196.6088 |
Avg Daily Profit (%) | 0.5306 | 0.4085 | 0.1221 | 0.2502 | 0.2212 | 0.221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67480 | -42771 | -51768 | -25183925 | -15483604 | -27442777 |
Profit Factor | 4.9657 | 8.2626 | 2.574 | 1.5057 | 1.8391 | 1.3615 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 57.8947 | 55.1724 | 60.7143 | 57.8947 | 55.1724 | 60.7143 |
Ratio Avg Win / Avg Loss | 3.6114 | 6.7134 | 1.6656 | 1.095 | 1.4943 | 0.881 |
Largest Winning Trade | 493598 | 493598 | 72353 | 21464216 | 10758031 | 21464216 |
Largest Losing Trade | -50249 | -28395 | -50249 | -25183925 | -8726709 | -25183925 |
Avg Bars in Trades | 158 | 106 | 212 | 158 | 106 | 212 |
Avg Bars in Winners | 199 | 134 | 259 | 199 | 134 | 259 |
Avg Bars in Losers | 102 | 70 | 140 | 102 | 70 | 140 |
Bars Traded | 9033 | 3078 | 5955 | 9033 | 3078 | 5955 |
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 | -159843 | 682692 | -44823 | -168669 | 403667 | -12656 |
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9534, "evaluation_days": 2383.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557792000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759420733765, "expiration_time": 1765584432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 99, "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": [ [ 1264631.107940948, 973710.8709579126, 290920.2369830347, 38470508.684615634, 19273899.907890826, 19196608.776724815 ], [ 1264.631108, 973.710871, 290.920237, 38470.508685, 19273.899908, 19196.608777 ], [ 0.530577, 0.408521, 0.122056, 0.250158, 0.221201, 0.221033 ], [ 10, 10, 10, 10, 10, 10 ], [ -67480, -42771, -51768, -25183925, -15483604, -27442777 ], [ 4.965659, 8.262629, 2.574038, 1.505687, 1.839107, 1.361476 ], [ 57, 29, 28, 57, 29, 28 ], [ 33, 16, 17, 33, 16, 17 ], [ 24, 13, 11, 24, 13, 11 ], [ 57.894737, 55.172414, 60.714286, 57.894737, 55.172414, 60.714286 ], [ 3.611388, 6.713386, 1.665554, 1.095045, 1.494274, 0.880955 ], [ 493598, 493598, 72353, 21464216, 10758031, 21464216 ], [ -50249, -28395, -50249, -25183925, -8726709, -25183925 ], [ 158, 106, 212, 158, 106, 212 ], [ 199, 134, 259, 199, 134, 259 ], [ 102, 70, 140, 102, 70, 140 ], [ 9033, 3078, 5955, 9033, 3078, 5955 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159843, 682692, -44823, -168669, 403667, -12656 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9534, "evaluation_days": 2383.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557792000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759420733765, "expiration_time": 1765584432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 99, "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) |
---|