Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1784223.0264 | -118145.7286 | -1666077.2978 | -210161.5665 | 8682468.6163 | -8892630.1828 |
Total P&L (%) | -1784.223 | -118.1457 | -1666.0773 | -210.1616 | 8682.4686 | -8892.6302 |
Avg Daily Profit (%) | -0.7509 | -0.0497 | -0.7012 | 0 | 0.1885 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1969365 | -128290 | -1842454 | -19666371 | -3700551 | -16409453 |
Profit Factor | 0.3036 | 0.707 | 0.2282 | 0.992 | 2.4814 | 0.5653 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 24 | 25 | 42 | 21 | 21 |
Losing Trades | 40 | 21 | 19 | 47 | 24 | 23 |
Profitability (%) | 55.0562 | 53.3333 | 56.8182 | 47.191 | 46.6667 | 47.7273 |
Ratio Avg Win / Avg Loss | 0.2478 | 0.6186 | 0.1734 | 1.1101 | 2.8359 | 0.6191 |
Largest Winning Trade | 54882 | 33650 | 54882 | 8610670 | 8610670 | 3402936 |
Largest Losing Trade | -1159670 | -61769 | -1159670 | -8103169 | -2425687 | -8103169 |
Avg Bars in Trades | 49 | 28 | 70 | 49 | 28 | 70 |
Avg Bars in Winners | 31 | 21 | 41 | 59 | 31 | 87 |
Avg Bars in Losers | 70 | 36 | 108 | 40 | 26 | 54 |
Bars Traded | 4368 | 1279 | 3089 | 4368 | 1279 | 3089 |
Profit Streak | 106.7666 | 106.7666 | 230.2666 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578927 | -579440 | -578456 | -579966 | 421792 | -581603 |
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{ "first_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 3.24051 } }, "second_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } } }
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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": 1554292800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758997431647, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 3.24051 } }, "second_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } } }
# | 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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