| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 419133.2385 | 260618.5936 | 158514.645 | 1657530.6923 | 1588169.3015 | 69361.3908 |
| Total P&L (%) | 419.1332 | 260.6186 | 158.5146 | 1657.5307 | 1588.1693 | 69.3614 |
| Avg Daily Profit (%) | 0.4024 | 0.2502 | 0.1522 | 0.2756 | 0.2717 | 0.0506 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -77668 | -59953 | -58177 | -1948374 | -587869 | -1501415 |
| Profit Factor | 1.5936 | 1.7818 | 1.4253 | 1.2392 | 1.4942 | 1.0187 |
| Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
| Winning Trades | 152 | 69 | 83 | 152 | 69 | 83 |
| Losing Trades | 205 | 110 | 95 | 205 | 110 | 95 |
| Profitability (%) | 42.577 | 38.5475 | 46.6292 | 42.577 | 38.5475 | 46.6292 |
| Ratio Avg Win / Avg Loss | 2.1492 | 2.8406 | 1.6313 | 1.6712 | 2.382 | 1.1659 |
| Largest Winning Trade | 62522 | 62522 | 31268 | 1055601 | 1055601 | 695415 |
| Largest Losing Trade | -15019 | -13618 | -15019 | -407544 | -263681 | -407544 |
| Avg Bars in Trades | 69 | 64 | 74 | 69 | 64 | 74 |
| Avg Bars in Winners | 108 | 104 | 112 | 108 | 104 | 112 |
| Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
| Bars Traded | 24819 | 11587 | 13232 | 24819 | 11587 | 13232 |
| Profit Streak | 10.7594 | 34.0927 | 0 | 10.7594 | 34.0927 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 430777 | 316902 | 296589 | 328784 | 302600 | -326323 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669140000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759036413506,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 33,
"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": [
[
419133.2385391534,
260618.5935726378,
158514.6449665154,
1657530.6923291804,
1588169.3014889085,
69361.390840271
],
[
419.133239,
260.618594,
158.514645,
1657.530692,
1588.169301,
69.361391
],
[
0.402386,
0.250205,
0.152181,
0.275575,
0.271699,
0.050594
],
[
10,
10,
10,
10,
10,
10
],
[
-77668,
-59953,
-58177,
-1948374,
-587869,
-1501415
],
[
1.593586,
1.781813,
1.425254,
1.239158,
1.494158,
1.018662
],
[
357,
179,
178,
357,
179,
178
],
[
152,
69,
83,
152,
69,
83
],
[
205,
110,
95,
205,
110,
95
],
[
42.577031,
38.547486,
46.629213,
42.577031,
38.547486,
46.629213
],
[
2.149244,
2.840571,
1.631315,
1.671232,
2.381991,
1.165938
],
[
62522,
62522,
31268,
1055601,
1055601,
695415
],
[
-15019,
-13618,
-15019,
-407544,
-263681,
-407544
],
[
69,
64,
74,
69,
64,
74
],
[
108,
104,
112,
108,
104,
112
],
[
40,
39,
41,
40,
39,
41
],
[
24819,
11587,
13232,
24819,
11587,
13232
],
[
10.759415,
34.092749,
0,
10.759416,
34.092749,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
430777,
316902,
296589,
328784,
302600,
-326323
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669140000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759036413506,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 33,
"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) |
|---|