Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288954.0385 | 135232.9602 | 153721.0783 | 323185.839 | 256636.1823 | 66549.6567 |
Total P&L (%) | 288.954 | 135.233 | 153.7211 | 323.1858 | 256.6362 | 66.5497 |
Avg Daily Profit (%) | 0.1716 | 0.0803 | 0.0913 | 0.0857 | 0.0755 | 0.0303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108994 | -63503 | -87267 | -767566 | -454739 | -714326 |
Profit Factor | 1.6414 | 1.6604 | 1.6255 | 1.1239 | 1.2378 | 1.0436 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 50.5882 | 46.5116 | 54.7619 | 50.5882 | 46.5116 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.6032 | 1.9095 | 1.3428 | 1.0978 | 1.4234 | 0.8621 |
Largest Winning Trade | 62940 | 62940 | 46284 | 320209 | 320209 | 248214 |
Largest Losing Trade | -40637 | -26470 | -40637 | -420422 | -169889 | -420422 |
Avg Bars in Trades | 116 | 88 | 144 | 116 | 88 | 144 |
Avg Bars in Winners | 169 | 141 | 193 | 169 | 141 | 193 |
Avg Bars in Losers | 61 | 42 | 84 | 61 | 42 | 84 |
Bars Traded | 9877 | 3821 | 6056 | 9877 | 3821 | 6056 |
Profit Streak | 45.0922 | 45.0922 | 47.2589 | 45.0922 | 45.0922 | 47.2589 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423981 | -83348 | -67921 | -161439 | -93148 | -325710 |
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{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 180, "offset": 0, "std": 2.70985 } } }
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{ "trading_pair": "CAKE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10105, "evaluation_days": 1684.17, "actual_first_datapoint_time": 1613707200000, "first_datapoint_time": 1615924800000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759212770307, "expiration_time": 1763570160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 180, "offset": 0, "std": 2.70985 } } }
# | 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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