Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433300.3254 | 505816.305 | -72515.9797 | -89334.0379 | 232492.6225 | -321826.6604 |
Total P&L (%) | 433.3003 | 505.8163 | -72.516 | -89.334 | 232.4926 | -321.8267 |
Avg Daily Profit (%) | 0.1824 | 0.2129 | -0.0305 | -0.0942 | 0.0506 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208565 | -155157 | -143226 | -489793 | -346014 | -380995 |
Profit Factor | 1.5555 | 2.0186 | 0.7442 | 0.9162 | 1.3714 | 0.2678 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Losing Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Profitability (%) | 54.1176 | 64.2857 | 44.186 | 54.1176 | 64.2857 | 44.186 |
Ratio Avg Win / Avg Loss | 1.3188 | 1.1215 | 0.9401 | 0.7767 | 0.7619 | 0.3382 |
Largest Winning Trade | 197230 | 197230 | 18787 | 291528 | 291528 | 34847 |
Largest Losing Trade | -88585 | -88585 | -47842 | -320322 | -320322 | -238847 |
Avg Bars in Trades | 52 | 98 | 7 | 52 | 98 | 7 |
Avg Bars in Winners | 22 | 33 | 7 | 22 | 33 | 7 |
Avg Bars in Losers | 87 | 214 | 8 | 87 | 214 | 8 |
Bars Traded | 4464 | 4123 | 341 | 4464 | 4123 | 341 |
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 | 355546 | 459653 | -582710 | -580017 | -124618 | -582710 |
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{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 3.62079 } }, "second_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 4.77761 } } }
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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": 1557057600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759029610827, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 3.62079 } }, "second_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 4.77761 } } }
# | 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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