Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466746.9426 | 450323.5396 | 16423.403 | -89793.399 | 557855.3976 | -647648.7967 |
Total P&L (%) | 466.7469 | 450.3235 | 16.4234 | -89.7934 | 557.8554 | -647.6488 |
Avg Daily Profit (%) | 0.1965 | 0.1896 | 0.0069 | -0.096 | 0.0793 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157403 | -92056 | -164266 | -848801 | -240332 | -794094 |
Profit Factor | 1.5523 | 2.3689 | 1.0318 | 0.9587 | 1.8088 | 0.5642 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 60.6742 | 57.7778 | 63.6364 | 60.6742 | 57.7778 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.0061 | 1.7311 | 0.5896 | 0.6214 | 1.3218 | 0.3224 |
Largest Winning Trade | 137774 | 137774 | 67210 | 406527 | 406527 | 139437 |
Largest Losing Trade | -91944 | -53796 | -91944 | -575019 | -167836 | -575019 |
Avg Bars in Trades | 101 | 60 | 142 | 101 | 60 | 142 |
Avg Bars in Winners | 114 | 48 | 176 | 114 | 48 | 176 |
Avg Bars in Losers | 80 | 78 | 82 | 80 | 78 | 82 |
Bars Traded | 8994 | 2740 | 6254 | 8994 | 2740 | 6254 |
Profit Streak | 111.0407 | 111.0407 | 290.2907 | 111.0407 | 111.0407 | 290.2907 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424657 | 492505 | -376875 | -578198 | -82655 | -577603 |
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{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.95976 } } }
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{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1557511200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913120301, "expiration_time": 1764872496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.95976 } } }
# | 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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