Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1275436.6858 | 1443334.7861 | -167898.1003 | -98016.096 | -1104.5651 | -96911.531 |
Total P&L (%) | 1275.4367 | 1443.3348 | -167.8981 | -98.0161 | -1.1046 | -96.9115 |
Avg Daily Profit (%) | 0.535 | 0.6055 | -0.0704 | -0.1643 | -0.0005 | -0.1458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272131 | -211746 | -187240 | -178311 | -128844 | -116253 |
Profit Factor | 2.1273 | 2.765 | 0.4648 | 0.8025 | 0.9967 | 0.3872 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 33.9806 | 29.4118 | 38.4615 | 33.9806 | 29.4118 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.133 | 6.636 | 0.7437 | 1.5591 | 2.3922 | 0.6196 |
Largest Winning Trade | 1180034 | 1180034 | 19342 | 133581 | 133581 | 19342 |
Largest Losing Trade | -60434 | -60434 | -38179 | -50586 | -50586 | -46332 |
Avg Bars in Trades | 136 | 252 | 23 | 136 | 252 | 23 |
Avg Bars in Winners | 220 | 472 | 30 | 220 | 472 | 30 |
Avg Bars in Losers | 93 | 160 | 18 | 93 | 160 | 18 |
Bars Traded | 14081 | 12880 | 1202 | 14081 | 12880 | 1202 |
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 | 323692 | -173923 | -765042 | -583955 | -768703 | -765042 |
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{ "first_band": { "type": "bbl", "factors": { "length": 201, "offset": 0, "std": 1.46483 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14303, "evaluation_days": 2383.83, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1555416000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759509251660, "expiration_time": 1765671696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 201, "offset": 0, "std": 1.46483 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "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) |
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