Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206781.9402 | 1228894.7574 | -22112.8172 | -46876.3343 | 1718797.9731 | -1765674.3074 |
Total P&L (%) | 1206.7819 | 1228.8948 | -22.1128 | -46.8763 | 1718.798 | -1765.6743 |
Avg Daily Profit (%) | 0.5077 | 0.517 | -0.0093 | -0.0266 | 0.1221 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189941 | -147934 | -133713 | -2493527 | -1048541 | -1938530 |
Profit Factor | 2.3327 | 3.1976 | 0.9361 | 0.9895 | 1.7887 | 0.2317 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 39.3617 | 36.1702 | 42.5532 | 39.3617 | 36.1702 | 42.5532 |
Ratio Avg Win / Avg Loss | 3.5937 | 5.6428 | 1.2638 | 1.5244 | 3.1566 | 0.3127 |
Largest Winning Trade | 974616 | 974616 | 64943 | 2309668 | 2309668 | 187459 |
Largest Losing Trade | -59663 | -48374 | -59663 | -1519426 | -564646 | -1519426 |
Avg Bars in Trades | 73 | 108 | 39 | 73 | 108 | 39 |
Avg Bars in Winners | 121 | 197 | 55 | 121 | 197 | 55 |
Avg Bars in Losers | 42 | 57 | 26 | 42 | 57 | 26 |
Bars Traded | 6928 | 5090 | 1838 | 6928 | 5090 | 1838 |
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 | 404043 | 416206 | -581926 | -581886 | -31482 | -583592 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7131, "evaluation_days": 2377, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556265600000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758835525279, "expiration_time": 1764977184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 41, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 1206781.9402293747, 1228894.7574000712, -22112.8171706956, -46876.3343094642, 1718797.9730759258, -1765674.3073853909 ], [ 1206.78194, 1228.894757, -22.112817, -46.876334, 1718.797973, -1765.674307 ], [ 0.507691, 0.516994, -0.009303, -0.026608, 0.122109, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -189941, -147934, -133713, -2493527, -1048541, -1938530 ], [ 2.332727, 3.197566, 0.936144, 0.98953, 1.788734, 0.231664 ], [ 94, 47, 47, 94, 47, 47 ], [ 37, 17, 20, 37, 17, 20 ], [ 57, 30, 27, 57, 30, 27 ], [ 39.361702, 36.170213, 42.553191, 39.361702, 36.170213, 42.553191 ], [ 3.59366, 5.642764, 1.263794, 1.524411, 3.15659, 0.312747 ], [ 974616, 974616, 64943, 2309668, 2309668, 187459 ], [ -59663, -48374, -59663, -1519426, -564646, -1519426 ], [ 73, 108, 39, 73, 108, 39 ], [ 121, 197, 55, 121, 197, 55 ], [ 42, 57, 26, 42, 57, 26 ], [ 6928, 5090, 1838, 6928, 5090, 1838 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404043, 416206, -581926, -581886, -31482, -583592 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7131, "evaluation_days": 2377, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1556265600000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758835525279, "expiration_time": 1764977184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 41, "offset": 0, "scalar": 2 } } }
# | 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) |
---|