Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435237.6329 | 476501.1517 | -41263.5188 | -53346.1567 | 5894.214 | -59240.3707 |
Total P&L (%) | 435.2376 | 476.5012 | -41.2635 | -53.3462 | 5.8942 | -59.2404 |
Avg Daily Profit (%) | 0.1828 | 0.2002 | -0.0173 | -0.032 | 0.0024 | -0.0377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -296161 | -213699 | -260839 | -293896 | -242904 | -129294 |
Profit Factor | 1.3607 | 1.7825 | 0.931 | 0.9314 | 1.0135 | 0.8263 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 47.4576 | 46.0674 | 48.8636 | 47.4576 | 46.0674 | 48.8636 |
Ratio Avg Win / Avg Loss | 1.5064 | 2.0868 | 0.9743 | 1.0312 | 1.1865 | 0.8647 |
Largest Winning Trade | 168029 | 168029 | 57717 | 138422 | 138422 | 37045 |
Largest Losing Trade | -48871 | -43554 | -48871 | -71513 | -63107 | -71513 |
Avg Bars in Trades | 25 | 30 | 19 | 25 | 30 | 19 |
Avg Bars in Winners | 28 | 33 | 24 | 28 | 33 | 24 |
Avg Bars in Losers | 21 | 28 | 15 | 21 | 28 | 15 |
Bars Traded | 4454 | 2705 | 1749 | 4454 | 2705 | 1749 |
Profit Streak | 0 | 0 | 18.4627 | 0 | 0 | 18.4627 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333220 | 329664 | -580698 | -578895 | -562892 | -580698 |
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4761, "evaluation_days": 2380.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1563883200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759143980648, "expiration_time": 1765274256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 435237.6329325493, 476501.1517238729, -41263.518791324, -53346.1566521795, 5894.2140476806, -59240.3706998601 ], [ 435.237633, 476.501152, -41.263519, -53.346157, 5.894214, -59.240371 ], [ 0.182835, 0.200169, -0.017334, -0.032022, 0.002406, -0.037694 ], [ 10, 10, 10, 10, 10, 10 ], [ -296161, -213699, -260839, -293896, -242904, -129294 ], [ 1.360661, 1.782479, 0.930976, 0.93138, 1.013506, 0.826266 ], [ 177, 89, 88, 177, 89, 88 ], [ 84, 41, 43, 84, 41, 43 ], [ 93, 48, 45, 93, 48, 45 ], [ 47.457627, 46.067416, 48.863636, 47.457627, 46.067416, 48.863636 ], [ 1.506446, 2.086805, 0.974277, 1.03117, 1.186543, 0.864697 ], [ 168029, 168029, 57717, 138422, 138422, 37045 ], [ -48871, -43554, -48871, -71513, -63107, -71513 ], [ 25, 30, 19, 25, 30, 19 ], [ 28, 33, 24, 28, 33, 24 ], [ 21, 28, 15, 21, 28, 15 ], [ 4454, 2705, 1749, 4454, 2705, 1749 ], [ 0, 0, 18.462739, 0, 0, 18.462739 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333220, 329664, -580698, -578895, -562892, -580698 ] ] }
{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4761, "evaluation_days": 2380.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1563883200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759143980648, "expiration_time": 1765274256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|