Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215457.6412 | 369102.4087 | -153644.7675 | -98910.2929 | -645024.1578 | 546113.8649 |
Total P&L (%) | 215.4576 | 369.1024 | -153.6448 | -98.9103 | -645.0242 | 546.1139 |
Avg Daily Profit (%) | 0.0907 | 0.1553 | -0.0647 | -0.19 | 0 | 0.0786 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187166 | -89048 | -340352 | -825686 | -629273 | -347012 |
Profit Factor | 1.2188 | 2.193 | 0.7724 | 0.9339 | 0.3428 | 2.0611 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 15 | 18 | 25 | 10 | 15 |
Losing Trades | 32 | 18 | 14 | 40 | 23 | 17 |
Profitability (%) | 50.7692 | 45.4545 | 56.25 | 38.4615 | 30.303 | 46.875 |
Ratio Avg Win / Avg Loss | 1.1819 | 2.6316 | 0.6008 | 1.4942 | 0.7884 | 2.3359 |
Largest Winning Trade | 190359 | 190359 | 68153 | 374353 | 266304 | 374353 |
Largest Losing Trade | -171125 | -54015 | -171125 | -293030 | -231845 | -293030 |
Avg Bars in Trades | 70 | 40 | 100 | 70 | 40 | 100 |
Avg Bars in Winners | 89 | 35 | 134 | 76 | 44 | 98 |
Avg Bars in Losers | 50 | 45 | 56 | 65 | 38 | 102 |
Bars Traded | 4556 | 1341 | 3215 | 4556 | 1341 | 3215 |
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 | -208210 | 346309 | -580000 | -719876 | -588462 | -84975 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4752, "evaluation_days": 2376, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1560384000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758921454148, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 46, "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": [ [ 215457.6411770385, 369102.4087169928, -153644.7675399545, -98910.2929426174, -645024.1578028431, 546113.8648602257 ], [ 215.457641, 369.102409, -153.644768, -98.910293, -645.024158, 546.113865 ], [ 0.090681, 0.155346, -0.064665, -0.190024, 0, 0.078558 ], [ 10, 10, 10, 10, 10, 10 ], [ -187166, -89048, -340352, -825686, -629273, -347012 ], [ 1.218848, 2.193041, 0.772422, 0.933888, 0.342774, 2.061081 ], [ 65, 33, 32, 65, 33, 32 ], [ 33, 15, 18, 25, 10, 15 ], [ 32, 18, 14, 40, 23, 17 ], [ 50.769231, 45.454545, 56.25, 38.461538, 30.30303, 46.875 ], [ 1.181913, 2.631649, 0.600772, 1.494221, 0.78838, 2.335892 ], [ 190359, 190359, 68153, 374353, 266304, 374353 ], [ -171125, -54015, -171125, -293030, -231845, -293030 ], [ 70, 40, 100, 70, 40, 100 ], [ 89, 35, 134, 76, 44, 98 ], [ 50, 45, 56, 65, 38, 102 ], [ 4556, 1341, 3215, 4556, 1341, 3215 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -208210, 346309, -580000, -719876, -588462, -84975 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4752, "evaluation_days": 2376, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1560384000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758921454148, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 46, "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) |
---|