Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632470.3378 | 375511.8157 | 256958.5222 | 4091158.4618 | 2971341.1811 | 1119817.2807 |
Total P&L (%) | 632.4703 | 375.5118 | 256.9585 | 4091.1585 | 2971.3412 | 1119.8173 |
Avg Daily Profit (%) | 0.3763 | 0.2234 | 0.1529 | 0.2225 | 0.204 | 0.1489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51336 | -67094 | -35929 | -2138925 | -853675 | -1960261 |
Profit Factor | 2.3303 | 2.3367 | 2.3211 | 1.5294 | 1.8719 | 1.2592 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 35.0877 | 29.8246 | 40.3509 | 35.0877 | 29.8246 | 40.3509 |
Ratio Avg Win / Avg Loss | 4.311 | 5.498 | 3.4312 | 2.8294 | 4.4045 | 1.8614 |
Largest Winning Trade | 201563 | 201563 | 51724 | 1583905 | 1583905 | 806914 |
Largest Losing Trade | -23905 | -22689 | -23905 | -704971 | -486732 | -704971 |
Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
Avg Bars in Winners | 81 | 80 | 81 | 81 | 80 | 81 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 4939 | 2191 | 2748 | 4939 | 2191 | 2748 |
Profit Streak | 39.136 | 0 | 48.136 | 39.136 | 0 | 48.136 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325176 | -176612 | -171608 | 211579 | -177259 | -176106 |
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{ "first_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 4.02072 } }, "second_band": { "type": "kcb", "factors": { "length": 13, "offset": 0, "scalar": 1 } } }
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{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5042, "evaluation_days": 1680.67, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614960000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758885350620, "expiration_time": 1763229888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 4.02072 } }, "second_band": { "type": "kcb", "factors": { "length": 13, "offset": 0, "scalar": 1 } } }
# | 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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