| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 209650.6427 | 146186.23 | 63464.4127 | 247952.9687 | 269316.8479 | -21363.8792 |
| Total P&L (%) | 209.6506 | 146.1862 | 63.4644 | 247.953 | 269.3168 | -21.3639 |
| Avg Daily Profit (%) | 0.4025 | 0.2807 | 0.1219 | 0.2397 | 0.2512 | -0.0461 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73923 | -56760 | -42799 | -213743 | -97181 | -155863 |
| Profit Factor | 1.4359 | 1.6411 | 1.2509 | 1.2314 | 1.5593 | 0.9638 |
| Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
| Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
| Losing Trades | 114 | 56 | 58 | 114 | 56 | 58 |
| Profitability (%) | 51.8987 | 52.9412 | 50.8475 | 51.8987 | 52.9412 | 50.8475 |
| Ratio Avg Win / Avg Loss | 1.3309 | 1.4588 | 1.2092 | 1.1413 | 1.3861 | 0.9317 |
| Largest Winning Trade | 63755 | 63755 | 31129 | 98239 | 98239 | 91033 |
| Largest Losing Trade | -32533 | -17742 | -32533 | -99043 | -81086 | -99043 |
| Avg Bars in Trades | 102 | 100 | 105 | 102 | 100 | 105 |
| Avg Bars in Winners | 117 | 109 | 126 | 117 | 109 | 126 |
| Avg Bars in Losers | 86 | 89 | 83 | 86 | 89 | 83 |
| Bars Traded | 24344 | 11936 | 12408 | 24344 | 11936 | 12408 |
| 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 | 402629 | 355738 | -31688 | 307521 | 334846 | -581477 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714233600000,
"first_datapoint_time": 1714640400000,
"last_datapoint_time": 1759231800000,
"evaluation_time": 1759232452812,
"expiration_time": 1765711800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 109,
"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": [
[
209650.6427218447,
146186.2299995461,
63464.4127222986,
247952.9687357877,
269316.8479117058,
-21363.8791759178
],
[
209.650643,
146.18623,
63.464413,
247.952969,
269.316848,
-21.363879
],
[
0.402532,
0.280679,
0.121852,
0.239693,
0.251162,
-0.046135
],
[
10,
10,
10,
10,
10,
10
],
[
-73923,
-56760,
-42799,
-213743,
-97181,
-155863
],
[
1.435927,
1.641122,
1.250933,
1.231364,
1.559306,
0.963801
],
[
237,
119,
118,
237,
119,
118
],
[
123,
63,
60,
123,
63,
60
],
[
114,
56,
58,
114,
56,
58
],
[
51.898734,
52.941176,
50.847458,
51.898734,
52.941176,
50.847458
],
[
1.330859,
1.458775,
1.209235,
1.141264,
1.38605,
0.931675
],
[
63755,
63755,
31129,
98239,
98239,
91033
],
[
-32533,
-17742,
-32533,
-99043,
-81086,
-99043
],
[
102,
100,
105,
102,
100,
105
],
[
117,
109,
126,
117,
109,
126
],
[
86,
89,
83,
86,
89,
83
],
[
24344,
11936,
12408,
24344,
11936,
12408
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402629,
355738,
-31688,
307521,
334846,
-581477
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714233600000,
"first_datapoint_time": 1714640400000,
"last_datapoint_time": 1759231800000,
"evaluation_time": 1759232452812,
"expiration_time": 1765711800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 109,
"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) |
|---|