| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 424903.6699 | 269573.3435 | 155330.3264 | 2288858.9513 | 1959625.1444 | 329233.8068 |
| Total P&L (%) | 424.9037 | 269.5733 | 155.3303 | 2288.859 | 1959.6251 | 329.2338 |
| Avg Daily Profit (%) | 0.4079 | 0.2588 | 0.1491 | 0.3051 | 0.2908 | 0.14 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -46431 | -49877 | -61920 | -1056923 | -346581 | -830747 |
| Profit Factor | 1.9144 | 2.2642 | 1.6178 | 1.7716 | 2.6065 | 1.1885 |
| Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
| Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
| Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
| Profitability (%) | 43.2292 | 38.5417 | 47.9167 | 43.2292 | 38.5417 | 47.9167 |
| Ratio Avg Win / Avg Loss | 2.5141 | 3.6104 | 1.7585 | 2.3266 | 4.1563 | 1.2919 |
| Largest Winning Trade | 54123 | 54123 | 37984 | 683995 | 683995 | 432701 |
| Largest Losing Trade | -17932 | -10400 | -17932 | -274445 | -216147 | -274445 |
| Avg Bars in Trades | 129 | 120 | 137 | 129 | 120 | 137 |
| Avg Bars in Winners | 215 | 202 | 226 | 215 | 202 | 226 |
| Avg Bars in Losers | 63 | 69 | 56 | 63 | 69 | 56 |
| Bars Traded | 24788 | 11574 | 13214 | 24788 | 11574 | 13214 |
| Profit Streak | 24.4832 | 47.6498 | 24.4832 | 24.4832 | 47.6498 | 24.4832 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 463321 | 327497 | 306533 | 436770 | 376140 | -19925 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670256000000,
"first_datapoint_time": 1670734800000,
"last_datapoint_time": 1760256000000,
"evaluation_time": 1760258144992,
"expiration_time": 1766736000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 134,
"offset": 0,
"std": 2.7849
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 46,
"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": [
[
424903.6698724786,
269573.3434806754,
155330.3263918032,
2288858.95125093,
1959625.1444113576,
329233.8068395715
],
[
424.90367,
269.573343,
155.330326,
2288.858951,
1959.625144,
329.233807
],
[
0.407906,
0.25879,
0.149117,
0.30511,
0.290832,
0.139953
],
[
10,
10,
10,
10,
10,
10
],
[
-46431,
-49877,
-61920,
-1056923,
-346581,
-830747
],
[
1.914439,
2.264157,
1.61782,
1.771634,
2.606497,
1.188517
],
[
192,
96,
96,
192,
96,
96
],
[
83,
37,
46,
83,
37,
46
],
[
109,
59,
50,
109,
59,
50
],
[
43.229167,
38.541667,
47.916667,
43.229167,
38.541667,
47.916667
],
[
2.514143,
3.610412,
1.7585,
2.326604,
4.156305,
1.291867
],
[
54123,
54123,
37984,
683995,
683995,
432701
],
[
-17932,
-10400,
-17932,
-274445,
-216147,
-274445
],
[
129,
120,
137,
129,
120,
137
],
[
215,
202,
226,
215,
202,
226
],
[
63,
69,
56,
63,
69,
56
],
[
24788,
11574,
13214,
24788,
11574,
13214
],
[
24.483159,
47.649826,
24.48316,
24.48316,
47.649826,
24.48316
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
463321,
327497,
306533,
436770,
376140,
-19925
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670256000000,
"first_datapoint_time": 1670734800000,
"last_datapoint_time": 1760256000000,
"evaluation_time": 1760258144992,
"expiration_time": 1766736000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 134,
"offset": 0,
"std": 2.7849
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 46,
"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) |
|---|