Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422320.9573 | 521277.5702 | -98956.6129 | -96717.5752 | -18253.6394 | -78463.9357 |
Total P&L (%) | 422.321 | 521.2776 | -98.9566 | -96.7176 | -18.2536 | -78.4639 |
Avg Daily Profit (%) | 0.1775 | 0.219 | -0.0416 | -0.1435 | -0.0085 | -0.0645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273149 | -173143 | -214437 | -174278 | -83945 | -112427 |
Profit Factor | 1.4787 | 2.0172 | 0.7325 | 0.7368 | 0.9168 | 0.4694 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 40.2299 | 41.8605 | 38.6364 | 40.2299 | 41.8605 | 38.6364 |
Ratio Avg Win / Avg Loss | 2.1969 | 2.8017 | 1.1633 | 1.0946 | 1.2734 | 0.7455 |
Largest Winning Trade | 395024 | 395024 | 50018 | 90396 | 90396 | 29346 |
Largest Losing Trade | -83458 | -83458 | -77982 | -93185 | -62928 | -93185 |
Avg Bars in Trades | 103 | 165 | 43 | 103 | 165 | 43 |
Avg Bars in Winners | 92 | 113 | 71 | 92 | 113 | 71 |
Avg Bars in Losers | 110 | 202 | 25 | 110 | 202 | 25 |
Bars Traded | 9012 | 7106 | 1906 | 9012 | 7106 | 1906 |
Profit Streak | 62.6315 | 0 | 138.1315 | 62.6315 | 0 | 138.1315 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 241470 | 321103 | -582511 | -582119 | -582225 | -584178 |
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{ "first_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 4.88556 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } } }
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{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9519, "evaluation_days": 2379.75, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1558375200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759093761221, "expiration_time": 1765250712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 4.88556 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "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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