Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264405.0088 | 410181.3765 | -145776.3677 | -101176.1346 | -74517.5515 | -26658.5832 |
Total P&L (%) | 264.405 | 410.1814 | -145.7764 | -101.1761 | -74.5176 | -26.6586 |
Avg Daily Profit (%) | 0.1112 | 0.1725 | -0.0613 | 0 | -0.0575 | -0.013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197539 | -104729 | -298964 | -341820 | -154173 | -208067 |
Profit Factor | 1.1673 | 1.5419 | 0.8229 | 0.894 | 0.8638 | 0.9346 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 120 | 56 | 64 | 100 | 49 | 51 |
Losing Trades | 90 | 49 | 41 | 110 | 56 | 54 |
Profitability (%) | 57.1429 | 53.3333 | 60.9524 | 47.619 | 46.6667 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.8755 | 1.3491 | 0.5272 | 0.9834 | 0.9872 | 0.9896 |
Largest Winning Trade | 78952 | 78952 | 46622 | 75293 | 73619 | 75293 |
Largest Losing Trade | -132401 | -68128 | -132401 | -133924 | -93044 | -133924 |
Avg Bars in Trades | 33 | 38 | 27 | 33 | 38 | 27 |
Avg Bars in Winners | 23 | 24 | 21 | 37 | 44 | 29 |
Avg Bars in Losers | 46 | 53 | 37 | 29 | 32 | 25 |
Bars Traded | 6931 | 4010 | 2921 | 6931 | 4010 | 2921 |
Profit Streak | 5.3718 | 0 | 30.0385 | 0 | 14.0385 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79985 | 327786 | -577889 | -580604 | -581752 | -581330 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7135, "evaluation_days": 2378.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558483200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758963325116, "expiration_time": 1765095840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 175, "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": [ [ 264405.0088362101, 410181.3765016889, -145776.3676654788, -101176.1346302513, -74517.5514780466, -26658.5831522046 ], [ 264.405009, 410.181377, -145.776368, -101.176135, -74.517551, -26.658583 ], [ 0.111173, 0.172466, -0.061294, 0, -0.057468, -0.013035 ], [ 10, 10, 10, 10, 10, 10 ], [ -197539, -104729, -298964, -341820, -154173, -208067 ], [ 1.167318, 1.541853, 0.822927, 0.894018, 0.863773, 0.934603 ], [ 210, 105, 105, 210, 105, 105 ], [ 120, 56, 64, 100, 49, 51 ], [ 90, 49, 41, 110, 56, 54 ], [ 57.142857, 53.333333, 60.952381, 47.619048, 46.666667, 48.571429 ], [ 0.875489, 1.349121, 0.527188, 0.983419, 0.987169, 0.989579 ], [ 78952, 78952, 46622, 75293, 73619, 75293 ], [ -132401, -68128, -132401, -133924, -93044, -133924 ], [ 33, 38, 27, 33, 38, 27 ], [ 23, 24, 21, 37, 44, 29 ], [ 46, 53, 37, 29, 32, 25 ], [ 6931, 4010, 2921, 6931, 4010, 2921 ], [ 5.371818, 0, 30.038485, 0, 14.038485, 0 ], [ 1, 0, 3, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79985, 327786, -577889, -580604, -581752, -581330 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7135, "evaluation_days": 2378.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558483200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758963325116, "expiration_time": 1765095840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 175, "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) |
---|