Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145168.3037 | 1119328.7415 | 25839.5622 | -19214.2549 | 599757.7796 | -618972.0346 |
Total P&L (%) | 1145.1683 | 1119.3287 | 25.8396 | -19.2143 | 599.7578 | -618.972 |
Avg Daily Profit (%) | 0.482 | 0.4711 | 0.0109 | -0.009 | 0.0819 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163671 | -137226 | -107184 | -1614525 | -813175 | -825391 |
Profit Factor | 1.9828 | 2.9796 | 1.0431 | 0.9958 | 1.28 | 0.7432 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 95 | 41 | 54 | 95 | 41 | 54 |
Losing Trades | 141 | 77 | 64 | 141 | 77 | 64 |
Profitability (%) | 40.2542 | 34.7458 | 45.7627 | 40.2542 | 34.7458 | 45.7627 |
Ratio Avg Win / Avg Loss | 2.9429 | 5.5958 | 1.2363 | 1.4779 | 2.404 | 0.8809 |
Largest Winning Trade | 790267 | 790267 | 57149 | 980152 | 980152 | 255860 |
Largest Losing Trade | -81312 | -53454 | -81312 | -753623 | -753623 | -533583 |
Avg Bars in Trades | 19 | 23 | 15 | 19 | 23 | 15 |
Avg Bars in Winners | 31 | 47 | 18 | 31 | 47 | 18 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 4683 | 2818 | 1865 | 4683 | 2818 | 1865 |
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 | 429753 | 365414 | -356530 | -581388 | -87987 | -582388 |
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{ "first_band": { "type": "ssf", "factors": { "length": 247, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 210, "offset": 0, "std": 4.82867 } } }
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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": 1553644800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758939103065, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 247, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 210, "offset": 0, "std": 4.82867 } } }
# | 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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