| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 563645.0193 | 318588.0653 | 245056.954 | 3678691.6128 | 2576927.1877 | 1101764.4251 |
| Total P&L (%) | 563.645 | 318.5881 | 245.057 | 3678.6916 | 2576.9272 | 1101.7644 |
| Avg Daily Profit (%) | 0.3351 | 0.1894 | 0.1457 | 0.2162 | 0.1956 | 0.1479 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83903 | -93024 | -37064 | -1758255 | -562825 | -1676838 |
| Profit Factor | 1.86 | 1.9374 | 1.7766 | 1.4542 | 1.7011 | 1.2491 |
| Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
| Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
| Losing Trades | 115 | 62 | 53 | 115 | 62 | 53 |
| Profitability (%) | 42.5 | 38 | 47 | 42.5 | 38 | 47 |
| Ratio Avg Win / Avg Loss | 2.5164 | 3.161 | 2.0034 | 1.9675 | 2.7754 | 1.4086 |
| Largest Winning Trade | 111105 | 111105 | 54546 | 1063320 | 1063320 | 841768 |
| Largest Losing Trade | -21808 | -21808 | -21070 | -640952 | -281756 | -640952 |
| Avg Bars in Trades | 25 | 25 | 24 | 25 | 25 | 24 |
| Avg Bars in Winners | 38 | 41 | 35 | 38 | 41 | 35 |
| Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
| Bars Traded | 5017 | 2523 | 2494 | 5017 | 2523 | 2494 |
| Profit Streak | 31.279 | 31.279 | 35.6123 | 31.279 | 31.279 | 35.6123 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 436684 | 254656 | 150760 | 349959 | 255150 | 143720 |
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5046,
"evaluation_days": 1682,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614096000000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759012902734,
"expiration_time": 1763348544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 44,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 15,
"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": [
[
563645.0192900646,
318588.0653261815,
245056.9539638832,
3678691.6127919797,
2576927.1876735273,
1101764.4251184508
],
[
563.645019,
318.588065,
245.056954,
3678.691613,
2576.927188,
1101.764425
],
[
0.335104,
0.18941,
0.145694,
0.216165,
0.195628,
0.147932
],
[
10,
10,
10,
10,
10,
10
],
[
-83903,
-93024,
-37064,
-1758255,
-562825,
-1676838
],
[
1.859973,
1.937411,
1.776572,
1.454241,
1.701074,
1.249106
],
[
200,
100,
100,
200,
100,
100
],
[
85,
38,
47,
85,
38,
47
],
[
115,
62,
53,
115,
62,
53
],
[
42.5,
38,
47,
42.5,
38,
47
],
[
2.516434,
3.161039,
2.003369,
1.967502,
2.775437,
1.408567
],
[
111105,
111105,
54546,
1063320,
1063320,
841768
],
[
-21808,
-21808,
-21070,
-640952,
-281756,
-640952
],
[
25,
25,
24,
25,
25,
24
],
[
38,
41,
35,
38,
41,
35
],
[
15,
15,
15,
15,
15,
15
],
[
5017,
2523,
2494,
5017,
2523,
2494
],
[
31.278967,
31.278967,
35.6123,
31.278967,
31.278967,
35.6123
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436684,
254656,
150760,
349959,
255150,
143720
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5046,
"evaluation_days": 1682,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614096000000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759012902734,
"expiration_time": 1763348544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 44,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 15,
"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) |
|---|