Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282326.7813 | 473753.6754 | -191426.8941 | -99348.6302 | -25581.3726 | -73767.2575 |
Total P&L (%) | 282.3268 | 473.7537 | -191.4269 | -99.3486 | -25.5814 | -73.7673 |
Avg Daily Profit (%) | 0.1188 | 0.1994 | -0.0806 | -0.2116 | -0.0124 | -0.0563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -343740 | -189424 | -267627 | -201147 | -143503 | -108616 |
Profit Factor | 1.2733 | 1.8366 | 0.59 | 0.7679 | 0.9113 | 0.4712 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 43.5294 | 45.2381 | 41.8605 | 43.5294 | 45.2381 | 41.8605 |
Ratio Avg Win / Avg Loss | 1.6518 | 2.2233 | 0.8195 | 0.9962 | 1.1032 | 0.6545 |
Largest Winning Trade | 371115 | 371115 | 53181 | 111609 | 111609 | 15451 |
Largest Losing Trade | -84144 | -84144 | -66223 | -112964 | -112964 | -50706 |
Avg Bars in Trades | 52 | 82 | 24 | 52 | 82 | 24 |
Avg Bars in Winners | 56 | 78 | 33 | 56 | 78 | 33 |
Avg Bars in Losers | 50 | 84 | 17 | 50 | 84 | 17 |
Bars Traded | 4495 | 3448 | 1047 | 4495 | 3448 | 1047 |
Profit Streak | 135.8888 | 135.8888 | 136.3888 | 135.8888 | 135.8888 | 136.3888 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34280 | 355022 | -582654 | -581716 | -580350 | -582654 |
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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": 1557878400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758921596275, "expiration_time": 1764873792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 103, "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) |
---|