Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218334.983 | 147774.8492 | 70560.1338 | 343589.5247 | 295151.3966 | 48438.1282 |
Total P&L (%) | 218.335 | 147.7748 | 70.5601 | 343.5895 | 295.1514 | 48.4381 |
Avg Daily Profit (%) | 0.4192 | 0.2837 | 0.1355 | 0.2864 | 0.2642 | 0.0759 |
Buy And Hold Return (%) | 28.2496 | 28.2496 | 28.2496 | 28.2496 | 28.2496 | 28.2496 |
Max Trade Drawdown | -50329 | -31932 | -40837 | -292773 | -147385 | -200028 |
Profit Factor | 1.7445 | 1.9691 | 1.5012 | 1.4078 | 1.7056 | 1.1142 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 44.9541 | 44.4444 | 45.4545 | 44.9541 | 44.4444 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.1361 | 2.4613 | 1.8015 | 1.7239 | 2.1319 | 1.337 |
Largest Winning Trade | 75234 | 75234 | 25383 | 155064 | 155064 | 110411 |
Largest Losing Trade | -16169 | -16169 | -10516 | -104049 | -104049 | -66881 |
Avg Bars in Trades | 225 | 221 | 228 | 225 | 221 | 228 |
Avg Bars in Winners | 347 | 337 | 356 | 347 | 337 | 356 |
Avg Bars in Losers | 125 | 128 | 122 | 125 | 128 | 122 |
Bars Traded | 24540 | 11965 | 12575 | 24540 | 11965 | 12575 |
Profit Streak | 17.9095 | 39.347 | 17.9095 | 17.9095 | 39.347 | 17.9095 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418570 | -170898 | -195144 | 325399 | -170395 | -377181 |
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{ "first_band": { "type": "alma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } } }
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{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714626000000, "first_datapoint_time": 1715072400000, "last_datapoint_time": 1759624200000, "evaluation_time": 1759625381554, "expiration_time": 1766104200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "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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