Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476465.1567 | 280499.6222 | 195965.5345 | 1328997.7933 | 1044517.9001 | 284479.8933 |
Total P&L (%) | 476.4652 | 280.4996 | 195.9655 | 1328.9978 | 1044.5179 | 284.4799 |
Avg Daily Profit (%) | 0.283 | 0.1666 | 0.1164 | 0.1581 | 0.1449 | 0.08 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96349 | -90224 | -63481 | -672694 | -333175 | -669892 |
Profit Factor | 1.8328 | 1.905 | 1.7475 | 1.4497 | 1.7558 | 1.1808 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 39.2593 | 36.7647 | 41.791 | 39.2593 | 36.7647 | 41.791 |
Ratio Avg Win / Avg Loss | 2.8357 | 3.2765 | 2.434 | 2.2429 | 3.02 | 1.6447 |
Largest Winning Trade | 150473 | 150473 | 52012 | 504728 | 504728 | 232096 |
Largest Losing Trade | -23475 | -22274 | -23475 | -271195 | -271195 | -224403 |
Avg Bars in Trades | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Winners | 67 | 57 | 76 | 67 | 57 | 76 |
Avg Bars in Losers | 16 | 13 | 19 | 16 | 13 | 19 |
Bars Traded | 4935 | 2032 | 2903 | 4935 | 2032 | 2903 |
Profit Streak | 11.2779 | 13.2779 | 0 | 11.2779 | 13.2779 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310505 | -102769 | -154423 | 237820 | -109568 | -226782 |
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{ "first_band": { "type": "dcm", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 14, "offset": 0 } } }
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{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5050, "evaluation_days": 1683.33, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1615363200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759128014634, "expiration_time": 1763467200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 14, "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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