Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562725.3076 | 1418090.5587 | 144634.7489 | -278057.2079 | -68731.1997 | -209326.0082 |
Total P&L (%) | 1562.7253 | 1418.0906 | 144.6347 | -278.0572 | -68.7312 | -209.326 |
Avg Daily Profit (%) | 0.6535 | 0.593 | 0.0605 | 0 | -0.0486 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113461 | -84114 | -120335 | -388168 | -207917 | -269431 |
Profit Factor | 3.1946 | 5.3758 | 1.3728 | 0.7178 | 0.8458 | 0.6123 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 19 | 18 | 43 | 20 | 23 |
Losing Trades | 45 | 22 | 23 | 39 | 21 | 18 |
Profitability (%) | 45.122 | 46.3415 | 43.9024 | 52.439 | 48.7805 | 56.0976 |
Ratio Avg Win / Avg Loss | 3.8854 | 6.2246 | 1.7541 | 0.6511 | 0.888 | 0.4792 |
Largest Winning Trade | 1039286 | 1039286 | 63437 | 71026 | 71026 | 61955 |
Largest Losing Trade | -102142 | -42801 | -102142 | -121517 | -121517 | -105035 |
Avg Bars in Trades | 112 | 97 | 127 | 112 | 97 | 127 |
Avg Bars in Winners | 159 | 128 | 192 | 85 | 72 | 97 |
Avg Bars in Losers | 74 | 71 | 76 | 142 | 121 | 166 |
Bars Traded | 9236 | 4011 | 5225 | 9236 | 4011 | 5225 |
Profit Streak | 0 | 193.98 | 0 | 45.23 | 0 | 95.48 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 264401 | 699826 | -112863 | -588683 | -581216 | -578992 |
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{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 35, "offset": 0 } } }
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{ "trading_pair": "CELR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9566, "evaluation_days": 2391.5, "actual_first_datapoint_time": 1553472000000, "first_datapoint_time": 1555610400000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760117471407, "expiration_time": 1766296368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 35, "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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