Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1324661.8251 | 1181901.6575 | 142760.1676 | 2090506.9498 | 1660352.4297 | 430154.5201 |
Total P&L (%) | 1324.6618 | 1181.9017 | 142.7602 | 2090.507 | 1660.3524 | 430.1545 |
Avg Daily Profit (%) | 0.5554 | 0.4955 | 0.0599 | 0.1295 | 0.1203 | 0.07 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116918 | -79227 | -102173 | -5553207 | -2574007 | -4489098 |
Profit Factor | 2.7406 | 4.2755 | 1.3567 | 1.1434 | 1.2492 | 1.0543 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 40.8602 | 40.4255 | 41.3043 | 40.8602 | 40.4255 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.9667 | 6.3007 | 1.928 | 1.6549 | 1.841 | 1.4982 |
Largest Winning Trade | 702229 | 702229 | 65687 | 2733843 | 2733843 | 1782852 |
Largest Losing Trade | -46328 | -32882 | -46328 | -1918242 | -1132738 | -1918242 |
Avg Bars in Trades | 147 | 125 | 170 | 147 | 125 | 170 |
Avg Bars in Winners | 246 | 216 | 275 | 246 | 216 | 275 |
Avg Bars in Losers | 79 | 64 | 95 | 79 | 64 | 95 |
Bars Traded | 13738 | 5914 | 7825 | 13738 | 5914 | 7825 |
Profit Streak | 167.4791 | 185.8124 | 167.4791 | 167.4791 | 185.8124 | 167.4791 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516686 | 545664 | -114188 | -83394 | -33749 | -263043 |
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "offset": 0 } } }
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{ "trading_pair": "CELR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14311, "evaluation_days": 2385.17, "actual_first_datapoint_time": 1553486400000, "first_datapoint_time": 1555488000000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759620594492, "expiration_time": 1765790352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "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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