Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144470.7764 | 1134822.1559 | 9648.6205 | 156539.8544 | -189369.3495 | 345909.2039 |
Total P&L (%) | 1144.4708 | 1134.8222 | 9.6486 | 156.5399 | -189.3694 | 345.9092 |
Avg Daily Profit (%) | 0.4817 | 0.4776 | 0.0041 | 0.0397 | 0 | 0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128537 | -118753 | -30349 | -2632233 | -2804408 | -378633 |
Profit Factor | 3.348 | 3.9016 | 1.1002 | 1.0306 | 0.9566 | 1.4552 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 48.4848 | 45.4545 | 51.5152 | 48.4848 | 45.4545 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.5573 | 4.682 | 1.0355 | 1.095 | 1.1479 | 1.3696 |
Largest Winning Trade | 812346 | 812346 | 18184 | 1882306 | 1882306 | 301450 |
Largest Losing Trade | -83293 | -83293 | -18888 | -1631903 | -1631903 | -372102 |
Avg Bars in Trades | 64 | 125 | 3 | 64 | 125 | 3 |
Avg Bars in Winners | 75 | 155 | 3 | 75 | 155 | 3 |
Avg Bars in Losers | 54 | 100 | 3 | 54 | 100 | 3 |
Bars Traded | 4266 | 4141 | 125 | 4266 | 4141 | 125 |
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 | -112242 | 561872 | -463058 | -455930 | -580903 | -107407 |
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{ "first_band": { "type": "bbl", "factors": { "length": 86, "offset": 0, "std": 3.35888 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.50951, "nc": 0.28182 } } }
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{ "trading_pair": "CELR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4752, "evaluation_days": 2376, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557144000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758838694994, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 86, "offset": 0, "std": 3.35888 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.50951, "nc": 0.28182 } } }
# | 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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