Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312836.8393 | 211199.8329 | 101637.0063 | 170105.7016 | 238824.7704 | -68719.0688 |
Total P&L (%) | 312.8368 | 211.1998 | 101.637 | 170.1057 | 238.8248 | -68.7191 |
Avg Daily Profit (%) | 0.1851 | 0.125 | 0.0602 | 0.0588 | 0.0722 | -0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125772 | -66630 | -100810 | -904961 | -295173 | -689598 |
Profit Factor | 1.2911 | 1.413 | 1.1804 | 1.0457 | 1.1383 | 0.9655 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 198 | 90 | 108 | 198 | 90 | 108 |
Losing Trades | 220 | 119 | 101 | 220 | 119 | 101 |
Profitability (%) | 47.3684 | 43.0622 | 51.6746 | 47.3684 | 43.0622 | 51.6746 |
Ratio Avg Win / Avg Loss | 1.4345 | 1.8683 | 1.1039 | 1.1619 | 1.5051 | 0.9029 |
Largest Winning Trade | 85699 | 85699 | 48698 | 267507 | 267507 | 119129 |
Largest Losing Trade | -38827 | -20416 | -38827 | -245524 | -106800 | -245524 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 30 | 28 | 31 | 30 | 28 | 31 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 10038 | 4751 | 5287 | 10038 | 4751 | 5287 |
Profit Streak | 0 | 8.5554 | 0 | 0 | 8.5554 | 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 | 322657 | -25471 | -133633 | -283151 | -164954 | -579744 |
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{ "trading_pair": "CAKE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10138, "evaluation_days": 1689.67, "actual_first_datapoint_time": 1613707200000, "first_datapoint_time": 1614384000000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759684784243, "expiration_time": 1764059616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 47 } }, "second_band": { "type": "ssf", "factors": { "length": 45, "offset": 0, "poles": 3 } } }
# | 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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