Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551695.6478 | 336641.3927 | 215054.2551 | 2368226.7283 | 2707886.0487 | -339659.3203 |
Total P&L (%) | 551.6956 | 336.6414 | 215.0543 | 2368.2267 | 2707.886 | -339.6593 |
Avg Daily Profit (%) | 0.3257 | 0.1987 | 0.127 | 0.1894 | 0.1971 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141593 | -113606 | -74383 | -1490987 | -668661 | -1725460 |
Profit Factor | 1.4107 | 1.5205 | 1.3087 | 1.2597 | 1.6629 | 0.9325 |
Total Trades | 582 | 291 | 291 | 582 | 291 | 291 |
Winning Trades | 214 | 105 | 109 | 214 | 105 | 109 |
Losing Trades | 368 | 186 | 182 | 368 | 186 | 182 |
Profitability (%) | 36.7698 | 36.0825 | 37.457 | 36.7698 | 36.0825 | 37.457 |
Ratio Avg Win / Avg Loss | 2.4259 | 2.6935 | 2.1852 | 2.1662 | 2.9456 | 1.5571 |
Largest Winning Trade | 75397 | 75397 | 53200 | 1151374 | 1151374 | 682414 |
Largest Losing Trade | -21235 | -13838 | -21235 | -501213 | -273615 | -501213 |
Avg Bars in Trades | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 5069 | 2424 | 2645 | 5069 | 2424 | 2645 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329643 | 215449 | -25923 | 254507 | 251789 | -581633 |
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{ "first_band": { "type": "ssf", "factors": { "length": 25, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.36097, "nb": 0.82429, "nc": 0.1 } } }
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{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5082, "evaluation_days": 1694, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1613692800000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760057923754, "expiration_time": 1764416448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 25, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.36097, "nb": 0.82429, "nc": 0.1 } } }
# | 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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