Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403427.0868 | 245188.2919 | 158238.7949 | 497997.135 | 208032.5153 | 289964.6197 |
Total P&L (%) | 403.4271 | 245.1883 | 158.2388 | 497.9971 | 208.0325 | 289.9646 |
Avg Daily Profit (%) | 0.2394 | 0.1455 | 0.0939 | 0.1062 | 0.0668 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54554 | -105398 | -43104 | -520080 | -392104 | -371088 |
Profit Factor | 1.7757 | 1.8184 | 1.7177 | 1.1853 | 1.1409 | 1.2395 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 40.2062 | 36.7347 | 43.75 | 40.2062 | 36.7347 | 43.75 |
Ratio Avg Win / Avg Loss | 2.6408 | 3.1317 | 2.2085 | 1.7627 | 1.9648 | 1.5936 |
Largest Winning Trade | 168769 | 168769 | 52596 | 379953 | 379953 | 207158 |
Largest Losing Trade | -24243 | -24243 | -20456 | -205891 | -201019 | -205891 |
Avg Bars in Trades | 204 | 194 | 214 | 204 | 194 | 214 |
Avg Bars in Winners | 341 | 344 | 338 | 341 | 344 | 338 |
Avg Bars in Losers | 111 | 107 | 117 | 111 | 107 | 117 |
Bars Traded | 19796 | 9519 | 10277 | 19796 | 9519 | 10277 |
Profit Streak | 46.0311 | 46.0311 | 51.7811 | 46.0311 | 46.0311 | 51.7811 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315480 | 5892 | -66108 | -69361 | -172711 | -86024 |
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{ "first_band": { "type": "t3", "factors": { "length": 175, "offset": 0, "a": 0.62723 } }, "second_band": { "type": "dema", "factors": { "length": 109, "offset": 0 } } }
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{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20219, "evaluation_days": 1684.92, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614967200000, "last_datapoint_time": 1759312800000, "evaluation_time": 1759315487147, "expiration_time": 1764553564800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 175, "offset": 0, "a": 0.62723 } }, "second_band": { "type": "dema", "factors": { "length": 109, "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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