Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -349629.3646 | 404888.6422 | -754518.0068 | -841439.2776 | 690948.8573 | -1532388.1349 |
Total P&L (%) | -349.6294 | 404.8886 | -754.518 | -841.4393 | 690.9489 | -1532.3881 |
Avg Daily Profit (%) | -0.1679 | 0.1944 | -0.3623 | 0 | 0.0994 | 0 |
Buy And Hold Return (%) | 118.7311 | 118.7311 | 118.7311 | 118.7311 | 118.7311 | 118.7311 |
Max Trade Drawdown | -924847 | -68832 | -943473 | -2661174 | -854315 | -2714717 |
Profit Factor | 0.767 | 2.3431 | 0.3709 | 0.8775 | 1.2443 | 0.6207 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 19 | 24 | 38 | 25 | 13 |
Losing Trades | 33 | 19 | 14 | 38 | 13 | 25 |
Profitability (%) | 56.5789 | 50 | 63.1579 | 50 | 65.7895 | 34.2105 |
Ratio Avg Win / Avg Loss | 0.5887 | 2.3431 | 0.2163 | 0.8775 | 0.647 | 1.1937 |
Largest Winning Trade | 226081 | 226081 | 66175 | 1553377 | 672237 | 1553377 |
Largest Losing Trade | -827047 | -45984 | -827047 | -920954 | -621295 | -920954 |
Avg Bars in Trades | 308 | 265 | 351 | 308 | 265 | 351 |
Avg Bars in Winners | 289 | 260 | 312 | 276 | 236 | 354 |
Avg Bars in Losers | 334 | 271 | 419 | 340 | 323 | 350 |
Bars Traded | 23472 | 10107 | 13365 | 23472 | 10107 | 13365 |
Profit Streak | 0 | 0 | 337.2392 | 128.7392 | 272.8225 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633424 | 334883 | -578093 | -633988 | -59596 | -585238 |
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{ "first_band": { "type": "dcm", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 170, "offset": 0 } } }
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{ "trading_pair": "CELR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579946400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758959064145, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 170, "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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