Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482049.7887 | 1319562.8784 | 162486.9103 | 2095889.7077 | 4581613.5613 | -2485723.8536 |
Total P&L (%) | 1482.0498 | 1319.5629 | 162.4869 | 2095.8897 | 4581.6136 | -2485.7239 |
Avg Daily Profit (%) | 0.6234 | 0.5551 | 0.0683 | 0.13 | 0.1619 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120099 | -102179 | -75965 | -21877115 | -15897556 | -10984318 |
Profit Factor | 3.1671 | 4.632 | 1.5069 | 1.0389 | 1.1637 | 0.9038 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 40.8451 | 33.3333 | 48.5714 | 40.8451 | 33.3333 | 48.5714 |
Ratio Avg Win / Avg Loss | 4.5868 | 9.264 | 1.5955 | 1.5047 | 2.3274 | 0.957 |
Largest Winning Trade | 778561 | 778561 | 66576 | 16195699 | 16195699 | 5403798 |
Largest Losing Trade | -46301 | -46301 | -43767 | -9123232 | -5427188 | -9123232 |
Avg Bars in Trades | 97 | 79 | 116 | 97 | 79 | 116 |
Avg Bars in Winners | 178 | 162 | 189 | 178 | 162 | 189 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 6953 | 2877 | 4076 | 6953 | 2877 | 4076 |
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 | -77128 | 436102 | -99781 | -290445 | -38136 | -581343 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7132, "evaluation_days": 2377.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557158400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758868549545, "expiration_time": 1765006848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 40, "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": [ [ 1482049.788744712, 1319562.8784151392, 162486.9103295725, 2095889.7077225214, 4581613.5612858785, -2485723.8535633567 ], [ 1482.049789, 1319.562878, 162.48691, 2095.889708, 4581.613561, -2485.723854 ], [ 0.623409, 0.555061, 0.068348, 0.130027, 0.161919, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -120099, -102179, -75965, -21877115, -15897556, -10984318 ], [ 3.167106, 4.632016, 1.506868, 1.038935, 1.163683, 0.903802 ], [ 71, 36, 35, 71, 36, 35 ], [ 29, 12, 17, 29, 12, 17 ], [ 42, 24, 18, 42, 24, 18 ], [ 40.84507, 33.333333, 48.571429, 40.84507, 33.333333, 48.571429 ], [ 4.586843, 9.264033, 1.595508, 1.504665, 2.327367, 0.956966 ], [ 778561, 778561, 66576, 16195699, 16195699, 5403798 ], [ -46301, -46301, -43767, -9123232, -5427188, -9123232 ], [ 97, 79, 116, 97, 79, 116 ], [ 178, 162, 189, 178, 162, 189 ], [ 42, 38, 47, 42, 38, 47 ], [ 6953, 2877, 4076, 6953, 2877, 4076 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77128, 436102, -99781, -290445, -38136, -581343 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7132, "evaluation_days": 2377.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557158400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758868549545, "expiration_time": 1765006848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 40, "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) |
---|