Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089359.9227 | 1275198.6763 | -185838.7536 | -98986.1231 | 39551.3995 | -138537.5225 |
Total P&L (%) | 1089.3599 | 1275.1987 | -185.8388 | -98.9861 | 39.5514 | -138.5375 |
Avg Daily Profit (%) | 0.4575 | 0.5356 | -0.0781 | -0.1926 | 0.014 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -313901 | -184516 | -214546 | -423910 | -286411 | -150355 |
Profit Factor | 2.1112 | 3.0816 | 0.4946 | 0.8495 | 1.0857 | 0.2946 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 39.759 | 43.9024 | 35.7143 | 39.759 | 43.9024 | 35.7143 |
Ratio Avg Win / Avg Loss | 3.1988 | 3.9376 | 0.8903 | 1.2872 | 1.3873 | 0.5303 |
Largest Winning Trade | 1341295 | 1341295 | 49892 | 395442 | 395442 | 12484 |
Largest Losing Trade | -83946 | -83946 | -56335 | -193884 | -193884 | -103398 |
Avg Bars in Trades | 53 | 88 | 20 | 53 | 88 | 20 |
Avg Bars in Winners | 61 | 89 | 28 | 61 | 89 | 28 |
Avg Bars in Losers | 49 | 87 | 15 | 49 | 87 | 15 |
Bars Traded | 4476 | 3625 | 851 | 4476 | 3625 | 851 |
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 | 323765 | 520482 | -586012 | -584371 | -304987 | -586012 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "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": [ [ 1089359.922691033, 1275198.676282647, -185838.7535916142, -98986.123064045, 39551.3994700781, -138537.522534123 ], [ 1089.359923, 1275.198676, -185.838754, -98.986123, 39.551399, -138.537523 ], [ 0.457522, 0.535573, -0.078051, -0.192649, 0.013998, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -313901, -184516, -214546, -423910, -286411, -150355 ], [ 2.111217, 3.081577, 0.494617, 0.849535, 1.085709, 0.294627 ], [ 83, 41, 42, 83, 41, 42 ], [ 33, 18, 15, 33, 18, 15 ], [ 50, 23, 27, 50, 23, 27 ], [ 39.759036, 43.902439, 35.714286, 39.759036, 43.902439, 35.714286 ], [ 3.198814, 3.937571, 0.890311, 1.287174, 1.387294, 0.530328 ], [ 1341295, 1341295, 49892, 395442, 395442, 12484 ], [ -83946, -83946, -56335, -193884, -193884, -103398 ], [ 53, 88, 20, 53, 88, 20 ], [ 61, 89, 28, 61, 89, 28 ], [ 49, 87, 15, 49, 87, 15 ], [ 4476, 3625, 851, 4476, 3625, 851 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323765, 520482, -586012, -584371, -304987, -586012 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4762, "evaluation_days": 2381, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557921600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759167395814, "expiration_time": 1765318752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "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) |
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