Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50368.8765 | 72666.9322 | -22298.0556 | 19798.5213 | 45587.2615 | -25788.7402 |
Total P&L (%) | 50.3689 | 72.6669 | -22.2981 | 19.7985 | 45.5873 | -25.7887 |
Avg Daily Profit (%) | 0.1934 | 0.279 | -0.0856 | 0.0694 | 0.1443 | -0.1145 |
Buy And Hold Return (%) | 12.228 | 12.228 | 12.228 | 12.228 | 12.228 | 12.228 |
Max Trade Drawdown | -65343 | -60999 | -11297 | -79678 | -73279 | -14518 |
Profit Factor | 1.2641 | 1.5173 | 0.556 | 1.0863 | 1.2636 | 0.5432 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Losing Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Profitability (%) | 55.8442 | 68.4211 | 43.5897 | 55.8442 | 68.4211 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.9996 | 0.7003 | 0.7195 | 0.8589 | 0.5832 | 0.703 |
Largest Winning Trade | 33143 | 33143 | 6428 | 28538 | 28538 | 6364 |
Largest Losing Trade | -22977 | -22977 | -13894 | -33197 | -33197 | -13894 |
Avg Bars in Trades | 278 | 554 | 9 | 278 | 554 | 9 |
Avg Bars in Winners | 160 | 259 | 9 | 160 | 259 | 9 |
Avg Bars in Losers | 428 | 1194 | 10 | 428 | 1194 | 10 |
Bars Traded | 21469 | 21085 | 384 | 21469 | 21085 | 384 |
Profit Streak | 0 | 10.945 | 0 | 0 | 10.945 | 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 | -42991 | 323459 | -584368 | -283603 | -2980 | -584368 |
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{ "first_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 150, "offset": 0, "std": 1.39439 } } }
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{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736582400000, "first_datapoint_time": 1736716500000, "last_datapoint_time": 1759081500000, "evaluation_time": 1759082148482, "expiration_time": 1765561500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 150, "offset": 0, "std": 1.39439 } } }
# | 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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