Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596883.141 | 359420.2302 | 237462.9108 | 4855923.9304 | 5252313.6459 | -396389.7155 |
Total P&L (%) | 596.8831 | 359.4202 | 237.4629 | 4855.9239 | 5252.3136 | -396.3897 |
Avg Daily Profit (%) | 0.3521 | 0.212 | 0.1401 | 0.2305 | 0.2351 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97122 | -56958 | -77517 | -9377870 | -2258500 | -7255020 |
Profit Factor | 2.0517 | 2.3599 | 1.783 | 1.27 | 1.7356 | 0.9634 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 47.9769 | 43.0233 | 52.8736 | 47.9769 | 43.0233 | 52.8736 |
Ratio Avg Win / Avg Loss | 2.2247 | 3.1252 | 1.5892 | 1.3771 | 2.2985 | 0.8587 |
Largest Winning Trade | 105114 | 105114 | 54526 | 2672734 | 2672734 | 1915070 |
Largest Losing Trade | -28376 | -14294 | -28376 | -1963439 | -916644 | -1963439 |
Avg Bars in Trades | 115 | 105 | 125 | 115 | 105 | 125 |
Avg Bars in Winners | 176 | 166 | 184 | 176 | 166 | 184 |
Avg Bars in Losers | 59 | 59 | 59 | 59 | 59 | 59 |
Bars Traded | 19980 | 9038 | 10942 | 19980 | 9038 | 10942 |
Profit Streak | 0 | 46.7097 | 0 | 0 | 46.7097 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480855 | 350634 | -2597 | 299472 | 329352 | -580727 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20342, "evaluation_days": 1695.17, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615327200000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760202117448, "expiration_time": 1765471046400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 76, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 596883.1409888724, 359420.2302172041, 237462.9107716689, 4855923.9304473335, 5252313.645897671, -396389.7154503339 ], [ 596.883141, 359.42023, 237.462911, 4855.92393, 5252.313646, -396.389715 ], [ 0.352108, 0.212026, 0.140082, 0.230518, 0.235067, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -97122, -56958, -77517, -9377870, -2258500, -7255020 ], [ 2.051654, 2.359874, 1.783029, 1.27003, 1.735585, 0.963441 ], [ 173, 86, 87, 173, 86, 87 ], [ 83, 37, 46, 83, 37, 46 ], [ 90, 49, 41, 90, 49, 41 ], [ 47.976879, 43.023256, 52.873563, 47.976879, 43.023256, 52.873563 ], [ 2.224685, 3.125238, 1.589221, 1.37714, 2.298477, 0.85872 ], [ 105114, 105114, 54526, 2672734, 2672734, 1915070 ], [ -28376, -14294, -28376, -1963439, -916644, -1963439 ], [ 115, 105, 125, 115, 105, 125 ], [ 176, 166, 184, 176, 166, 184 ], [ 59, 59, 59, 59, 59, 59 ], [ 19980, 9038, 10942, 19980, 9038, 10942 ], [ 0, 46.709693, 0, 0, 46.709693, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 480855, 350634, -2597, 299472, 329352, -580727 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20342, "evaluation_days": 1695.17, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615327200000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760202117448, "expiration_time": 1765471046400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 76, "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) |
---|