Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453679.5476 | 251652.9739 | 202026.5736 | 1688789.4946 | 1355815.8627 | 332973.6319 |
Total P&L (%) | 453.6795 | 251.653 | 202.0266 | 1688.7895 | 1355.8159 | 332.9736 |
Avg Daily Profit (%) | 0.2696 | 0.1496 | 0.1201 | 0.1716 | 0.1593 | 0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93638 | -45697 | -53001 | -3522970 | -1915607 | -1669362 |
Profit Factor | 1.8581 | 1.962 | 1.7564 | 1.1893 | 1.2971 | 1.0764 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 44.8819 | 45.3125 | 44.4444 | 44.8819 | 45.3125 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.2819 | 2.3679 | 2.1955 | 1.4606 | 1.5655 | 1.3455 |
Largest Winning Trade | 85410 | 85410 | 53433 | 1346714 | 1346714 | 665018 |
Largest Losing Trade | -23711 | -23711 | -23553 | -1086967 | -1086967 | -995085 |
Avg Bars in Trades | 25 | 19 | 32 | 25 | 19 | 32 |
Avg Bars in Winners | 36 | 26 | 47 | 36 | 26 | 47 |
Avg Bars in Losers | 17 | 13 | 20 | 17 | 13 | 20 |
Bars Traded | 3293 | 1241 | 2052 | 3293 | 1241 | 2052 |
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 | 373209 | -130654 | -178494 | -5832 | -132135 | -362185 |
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{ "first_band": { "type": "dcm", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 7, "offset": 0 } } }
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{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3365, "evaluation_days": 1682.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1615809600000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759048329660, "expiration_time": 1763378640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 7, "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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