Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326732.4186 | 201555.4166 | 125177.002 | 122965.0858 | 141766.7649 | -18801.6791 |
Total P&L (%) | 326.7324 | 201.5554 | 125.177 | 122.9651 | 141.7668 | -18.8017 |
Avg Daily Profit (%) | 0.1928 | 0.119 | 0.0739 | 0.0473 | 0.0521 | -0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147372 | -134534 | -80399 | -206727 | -173322 | -127763 |
Profit Factor | 1.3091 | 1.3557 | 1.2552 | 1.119 | 1.266 | 0.9625 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 134 | 63 | 71 | 134 | 63 | 71 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 55.144 | 51.6393 | 58.6777 | 55.144 | 51.6393 | 58.6777 |
Ratio Avg Win / Avg Loss | 1.0648 | 1.2696 | 0.884 | 0.9102 | 1.1856 | 0.6778 |
Largest Winning Trade | 63301 | 63301 | 30401 | 81917 | 81917 | 37676 |
Largest Losing Trade | -55028 | -55028 | -34949 | -104643 | -104643 | -61698 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 4930 | 2475 | 2455 | 4930 | 2475 | 2455 |
Profit Streak | 44.8089 | 44.8089 | 78.8089 | 44.8089 | 44.8089 | 78.8089 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413506 | -32090 | -93522 | -217240 | -121760 | -578144 |
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5083, "evaluation_days": 1694.33, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1617177600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760066691255, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.07703, "nb": 0.1, "nc": 0.59486 } }, "second_band": { "type": "dema", "factors": { "length": 122, "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": [ [ 326732.4186018012, 201555.4166266437, 125177.0019751573, 122965.0857880664, 141766.7649217371, -18801.6791336707 ], [ 326.732419, 201.555417, 125.177002, 122.965086, 141.766765, -18.801679 ], [ 0.192839, 0.118959, 0.07388, 0.047336, 0.052117, -0.012292 ], [ 10, 10, 10, 10, 10, 10 ], [ -147372, -134534, -80399, -206727, -173322, -127763 ], [ 1.309075, 1.355695, 1.255215, 1.118962, 1.266006, 0.96245 ], [ 243, 122, 121, 243, 122, 121 ], [ 134, 63, 71, 134, 63, 71 ], [ 109, 59, 50, 109, 59, 50 ], [ 55.144033, 51.639344, 58.677686, 55.144033, 51.639344, 58.677686 ], [ 1.064845, 1.269619, 0.883955, 0.9102, 1.185625, 0.677781 ], [ 63301, 63301, 30401, 81917, 81917, 37676 ], [ -55028, -55028, -34949, -104643, -104643, -61698 ], [ 20, 20, 20, 20, 20, 20 ], [ 20, 20, 20, 20, 20, 20 ], [ 20, 20, 20, 20, 20, 20 ], [ 4930, 2475, 2455, 4930, 2475, 2455 ], [ 44.808926, 44.808926, 78.808926, 44.808927, 44.808927, 78.808927 ], [ 6, 3, 5, 6, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 413506, -32090, -93522, -217240, -121760, -578144 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5083, "evaluation_days": 1694.33, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1617177600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760066691255, "expiration_time": 1764446112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.07703, "nb": 0.1, "nc": 0.59486 } }, "second_band": { "type": "dema", "factors": { "length": 122, "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) |
---|