Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -953338.7813 | -39858.9561 | -913479.8253 | -1700085.7677 | 3646730.6078 | -5346816.3755 |
Total P&L (%) | -953.3388 | -39.859 | -913.4798 | -1700.0858 | 3646.7306 | -5346.8164 |
Avg Daily Profit (%) | -0.4014 | -0.0168 | -0.3847 | 0 | 0.1527 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1168442 | -87281 | -1136395 | -14983600 | -1968565 | -13267339 |
Profit Factor | 0.4013 | 0.8098 | 0.3394 | 0.919 | 2.054 | 0.6952 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 18 | 25 | 40 | 21 | 19 |
Losing Trades | 34 | 21 | 13 | 37 | 18 | 19 |
Profitability (%) | 55.8442 | 46.1538 | 65.7895 | 51.9481 | 53.8462 | 50 |
Ratio Avg Win / Avg Loss | 0.3173 | 0.9448 | 0.1765 | 0.8501 | 1.7605 | 0.6952 |
Largest Winning Trade | 52219 | 46627 | 52219 | 4528382 | 4528382 | 3681183 |
Largest Losing Trade | -706347 | -38720 | -706347 | -5764460 | -874045 | -5764460 |
Avg Bars in Trades | 174 | 38 | 314 | 174 | 38 | 314 |
Avg Bars in Winners | 116 | 34 | 174 | 205 | 45 | 382 |
Avg Bars in Losers | 249 | 41 | 583 | 141 | 29 | 246 |
Bars Traded | 13458 | 1495 | 11963 | 13458 | 1495 | 11963 |
Profit Streak | 0 | 0 | 216.5441 | 88.5441 | 215.7107 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -626020 | -582253 | -578126 | -626244 | 455347 | -580764 |
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{ "first_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 4.94872 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } } }
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{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14249, "evaluation_days": 2374.83, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1556913600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758848607647, "expiration_time": 1764870768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 4.94872 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "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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