| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 269383.4349 | 181523.604 | 87859.8309 | 360982.4347 | 348916.4032 | 12066.0315 |
| Total P&L (%) | 269.3834 | 181.5236 | 87.8598 | 360.9824 | 348.9164 | 12.066 |
| Avg Daily Profit (%) | 0.2586 | 0.1743 | 0.0843 | 0.1468 | 0.1443 | 0.0109 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76673 | -67930 | -62562 | -586861 | -130108 | -489183 |
| Profit Factor | 1.3399 | 1.4939 | 1.2067 | 1.1372 | 1.3062 | 1.0081 |
| Total Trades | 657 | 328 | 329 | 657 | 328 | 329 |
| Winning Trades | 299 | 146 | 153 | 299 | 146 | 153 |
| Losing Trades | 358 | 182 | 176 | 358 | 182 | 176 |
| Profitability (%) | 45.5099 | 44.5122 | 46.5046 | 45.5099 | 44.5122 | 46.5046 |
| Ratio Avg Win / Avg Loss | 1.6042 | 1.8622 | 1.3881 | 1.3615 | 1.6282 | 1.1596 |
| Largest Winning Trade | 79745 | 79745 | 50392 | 218928 | 218928 | 207588 |
| Largest Losing Trade | -14281 | -11845 | -14281 | -145225 | -56996 | -145225 |
| Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
| Avg Bars in Winners | 53 | 45 | 62 | 53 | 45 | 62 |
| Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
| Bars Traded | 24610 | 10700 | 13911 | 24610 | 10700 | 13911 |
| Profit Streak | 0 | 9.9167 | 0 | 0 | 9.9167 | 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 | 404879 | 340924 | -81027 | -65027 | 16790 | -491553 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670004000000,
"first_datapoint_time": 1670763600000,
"last_datapoint_time": 1760004000000,
"evaluation_time": 1760007603155,
"expiration_time": 1766484000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 212,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
269383.434899533,
181523.6040483149,
87859.830851218,
360982.4346857006,
348916.4032276975,
12066.0314580022
],
[
269.383435,
181.523604,
87.859831,
360.982435,
348.916403,
12.066031
],
[
0.258607,
0.174262,
0.084345,
0.146813,
0.144263,
0.010937
],
[
10,
10,
10,
10,
10,
10
],
[
-76673,
-67930,
-62562,
-586861,
-130108,
-489183
],
[
1.33986,
1.493868,
1.206693,
1.137154,
1.306172,
1.008085
],
[
657,
328,
329,
657,
328,
329
],
[
299,
146,
153,
299,
146,
153
],
[
358,
182,
176,
358,
182,
176
],
[
45.509893,
44.512195,
46.504559,
45.509893,
44.512195,
46.504559
],
[
1.604247,
1.862219,
1.388091,
1.361542,
1.628242,
1.159627
],
[
79745,
79745,
50392,
218928,
218928,
207588
],
[
-14281,
-11845,
-14281,
-145225,
-56996,
-145225
],
[
37,
32,
42,
37,
32,
42
],
[
53,
45,
62,
53,
45,
62
],
[
23,
22,
24,
23,
22,
24
],
[
24610,
10700,
13911,
24610,
10700,
13911
],
[
0,
9.916703,
0,
0,
9.916703,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
404879,
340924,
-81027,
-65027,
16790,
-491553
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670004000000,
"first_datapoint_time": 1670763600000,
"last_datapoint_time": 1760004000000,
"evaluation_time": 1760007603155,
"expiration_time": 1766484000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 212,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|