Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1761382.6071 | 1555297.4071 | 206085.2 | 5574572.8278 | -1204441.8325 | 6779014.6603 |
Total P&L (%) | 1761.3826 | 1555.2974 | 206.0852 | 5574.5728 | -1204.4418 | 6779.0147 |
Avg Daily Profit (%) | 0.7409 | 0.6542 | 0.0867 | 0.17 | 0 | 0.1781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113882 | -99827 | -48781 | -13960018 | -10381780 | -5696735 |
Profit Factor | 3.1203 | 3.8772 | 1.7102 | 1.1147 | 0.9618 | 1.3977 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 30.303 | 25.7576 | 34.8485 | 30.303 | 25.7576 | 34.8485 |
Ratio Avg Win / Avg Loss | 7.1766 | 11.1754 | 3.1973 | 2.5639 | 2.7723 | 2.613 |
Largest Winning Trade | 1163159 | 1163159 | 60873 | 6316208 | 6316208 | 5744906 |
Largest Losing Trade | -53364 | -53364 | -25468 | -2806852 | -2806852 | -2416745 |
Avg Bars in Trades | 51 | 61 | 42 | 51 | 61 | 42 |
Avg Bars in Winners | 111 | 142 | 87 | 111 | 142 | 87 |
Avg Bars in Losers | 26 | 32 | 18 | 26 | 32 | 18 |
Bars Traded | 6841 | 4033 | 2808 | 6841 | 4033 | 2808 |
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 | 407262 | -132042 | -204331 | -92737 | -728934 | -120707 |
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7132, "evaluation_days": 2377.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1560643200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758868555599, "expiration_time": 1765006848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "poles": 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": [ [ 1761382.6070809825, 1555297.4071260982, 206085.1999548849, 5574572.827778198, -1204441.8325223848, 6779014.660300576 ], [ 1761.382607, 1555.297407, 206.0852, 5574.572828, -1204.441833, 6779.01466 ], [ 0.740908, 0.65422, 0.086688, 0.170023, 0, 0.178134 ], [ 10, 10, 10, 10, 10, 10 ], [ -113882, -99827, -48781, -13960018, -10381780, -5696735 ], [ 3.120251, 3.87718, 1.710199, 1.114734, 0.961812, 1.397664 ], [ 132, 66, 66, 132, 66, 66 ], [ 40, 17, 23, 40, 17, 23 ], [ 92, 49, 43, 92, 49, 43 ], [ 30.30303, 25.757576, 34.848485, 30.30303, 25.757576, 34.848485 ], [ 7.176576, 11.175401, 3.197328, 2.563889, 2.772281, 2.613024 ], [ 1163159, 1163159, 60873, 6316208, 6316208, 5744906 ], [ -53364, -53364, -25468, -2806852, -2806852, -2416745 ], [ 51, 61, 42, 51, 61, 42 ], [ 111, 142, 87, 111, 142, 87 ], [ 26, 32, 18, 26, 32, 18 ], [ 6841, 4033, 2808, 6841, 4033, 2808 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407262, -132042, -204331, -92737, -728934, -120707 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7132, "evaluation_days": 2377.33, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1560643200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758868555599, "expiration_time": 1765006848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "poles": 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) |
---|