Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194336.334 | 120647.5648 | 73688.7692 | 399296.2837 | 282169.9709 | 117126.3128 |
Total P&L (%) | 194.3363 | 120.6476 | 73.6888 | 399.2963 | 282.17 | 117.1263 |
Avg Daily Profit (%) | 0.7462 | 0.4633 | 0.283 | 0.6194 | 0.5161 | 0.2982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22347 | -17426 | -17181 | -86129 | -79538 | -79628 |
Profit Factor | 2.264 | 2.3693 | 2.1227 | 1.7401 | 1.9482 | 1.4842 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 43.8202 | 43.1818 | 44.4444 | 43.8202 | 43.1818 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.9026 | 3.1174 | 2.6534 | 2.2309 | 2.5634 | 1.8552 |
Largest Winning Trade | 51488 | 51488 | 27321 | 96124 | 96124 | 57352 |
Largest Losing Trade | -9767 | -9293 | -9767 | -37687 | -37687 | -26689 |
Avg Bars in Trades | 273 | 283 | 263 | 273 | 283 | 263 |
Avg Bars in Winners | 413 | 460 | 369 | 413 | 460 | 369 |
Avg Bars in Losers | 163 | 148 | 178 | 163 | 148 | 178 |
Bars Traded | 24323 | 12468 | 11855 | 24323 | 12468 | 11855 |
Profit Streak | 0 | 4.5833 | 0 | 0 | 4.5833 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469380 | 385944 | 319577 | 393950 | 372956 | 262456 |
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{ "first_band": { "type": "dcm", "factors": { "length": 167, "offset": 61 } }, "second_band": { "type": "dcm", "factors": { "length": 148, "offset": 0 } } }
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{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736705700000, "first_datapoint_time": 1736910000000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759205698182, "expiration_time": 1765684800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 167, "offset": 61 } }, "second_band": { "type": "dcm", "factors": { "length": 148, "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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