Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071143.9363 | 929224.9319 | 141919.0044 | 1006594.5745 | 618207.7806 | 388386.794 |
Total P&L (%) | 1071.1439 | 929.2249 | 141.919 | 1006.5946 | 618.2078 | 388.3868 |
Avg Daily Profit (%) | 0.449 | 0.3895 | 0.0595 | 0.1008 | 0.0827 | 0.0665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108173 | -72447 | -100317 | -4445658 | -2097987 | -4392280 |
Profit Factor | 2.9061 | 4.7658 | 1.4503 | 1.0914 | 1.1476 | 1.0569 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 42.6667 | 42.1053 | 43.2432 | 42.6667 | 42.1053 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.9051 | 6.553 | 1.9035 | 1.4666 | 1.5779 | 1.3872 |
Largest Winning Trade | 651303 | 651303 | 60283 | 1506025 | 1138324 | 1506025 |
Largest Losing Trade | -63450 | -32731 | -63450 | -3399508 | -1530545 | -3399508 |
Avg Bars in Trades | 91 | 70 | 113 | 91 | 70 | 113 |
Avg Bars in Winners | 138 | 78 | 197 | 138 | 78 | 197 |
Avg Bars in Losers | 56 | 64 | 49 | 56 | 64 | 49 |
Bars Traded | 6861 | 2667 | 4194 | 6861 | 2667 | 4194 |
Profit Streak | 42.9477 | 42.9477 | 48.9477 | 42.9477 | 42.9477 | 48.9477 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47427 | 531922 | -113435 | -241113 | -141752 | -264129 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7157, "evaluation_days": 2385.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558713600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759589077177, "expiration_time": 1765748448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 67, "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": [ [ 1071143.9362939927, 929224.9319228943, 141919.0043710984, 1006594.5745407708, 618207.7805871764, 388386.7939535948 ], [ 1071.143936, 929.224932, 141.919004, 1006.594575, 618.207781, 388.386794 ], [ 0.448991, 0.389503, 0.059488, 0.100814, 0.082677, 0.0665 ], [ 10, 10, 10, 10, 10, 10 ], [ -108173, -72447, -100317, -4445658, -2097987, -4392280 ], [ 2.906122, 4.765787, 1.450258, 1.091388, 1.147566, 1.056906 ], [ 75, 38, 37, 75, 38, 37 ], [ 32, 16, 16, 32, 16, 16 ], [ 43, 22, 21, 43, 22, 21 ], [ 42.666667, 42.105263, 43.243243, 42.666667, 42.105263, 43.243243 ], [ 3.905102, 6.552958, 1.903464, 1.466553, 1.577904, 1.387189 ], [ 651303, 651303, 60283, 1506025, 1138324, 1506025 ], [ -63450, -32731, -63450, -3399508, -1530545, -3399508 ], [ 91, 70, 113, 91, 70, 113 ], [ 138, 78, 197, 138, 78, 197 ], [ 56, 64, 49, 56, 64, 49 ], [ 6861, 2667, 4194, 6861, 2667, 4194 ], [ 42.947652, 42.947652, 48.947652, 42.947652, 42.947652, 48.947652 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -47427, 531922, -113435, -241113, -141752, -264129 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7157, "evaluation_days": 2385.67, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558713600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759589077177, "expiration_time": 1765748448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 67, "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) |
---|