Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484058.1855 | 280565.3615 | 203492.824 | 1253694.6731 | 934620.8452 | 319073.8279 |
Total P&L (%) | 484.0582 | 280.5654 | 203.4928 | 1253.6947 | 934.6208 | 319.0738 |
Avg Daily Profit (%) | 0.2864 | 0.166 | 0.1204 | 0.1543 | 0.1384 | 0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91208 | -122030 | -64311 | -706714 | -260068 | -703128 |
Profit Factor | 1.4363 | 1.5419 | 1.3439 | 1.2919 | 1.5281 | 1.1263 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 153 | 70 | 83 | 153 | 70 | 83 |
Losing Trades | 237 | 125 | 112 | 237 | 125 | 112 |
Profitability (%) | 39.2308 | 35.8974 | 42.5641 | 39.2308 | 35.8974 | 42.5641 |
Ratio Avg Win / Avg Loss | 2.2248 | 2.7534 | 1.8134 | 2.0011 | 2.7287 | 1.5199 |
Largest Winning Trade | 60925 | 60925 | 50369 | 432759 | 432759 | 310918 |
Largest Losing Trade | -37311 | -15855 | -37311 | -499396 | -117080 | -499396 |
Avg Bars in Trades | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 3360 | 1542 | 1818 | 3360 | 1542 | 1818 |
Profit Streak | 19.011 | 42.011 | 19.011 | 19.011 | 42.011 | 19.011 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344930 | 225003 | -32385 | 287500 | -9078 | -161748 |
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{ "first_band": { "type": "dcm", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3380, "evaluation_days": 1690, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614081600000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759709751856, "expiration_time": 1764046080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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