| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 469483.2753 | 284879.2724 | 184604.0028 | 1245177.4377 | 1755793.4258 | -510615.9881 |
| Total P&L (%) | 469.4833 | 284.8793 | 184.604 | 1245.1774 | 1755.7934 | -510.616 |
| Avg Daily Profit (%) | 0.2782 | 0.1688 | 0.1094 | 0.1541 | 0.1732 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121840 | -89687 | -93058 | -3881580 | -1351028 | -3119691 |
| Profit Factor | 1.5027 | 1.6479 | 1.3735 | 1.1521 | 1.4822 | 0.8877 |
| Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
| Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
| Losing Trades | 141 | 72 | 69 | 141 | 72 | 69 |
| Profitability (%) | 45.3488 | 44.186 | 46.5116 | 45.3488 | 44.186 | 46.5116 |
| Ratio Avg Win / Avg Loss | 1.811 | 2.0815 | 1.5796 | 1.3884 | 1.8723 | 1.0208 |
| Largest Winning Trade | 58788 | 58788 | 57120 | 1518018 | 1518018 | 1123651 |
| Largest Losing Trade | -33484 | -18672 | -33484 | -983931 | -749291 | -983931 |
| Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
| Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
| Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
| Bars Traded | 3351 | 1570 | 1781 | 3351 | 1570 | 1781 |
| Profit Streak | 0 | 38.6038 | 0 | 0 | 38.6038 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 379516 | 333668 | -46592 | -45778 | 320788 | -580402 |
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3375,
"evaluation_days": 1687.5,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1613692800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759458564830,
"expiration_time": 1763823600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
469483.2752733611,
284879.2724478748,
184604.0028254861,
1245177.4376667752,
1755793.4257681097,
-510615.988101334
],
[
469.483275,
284.879272,
184.604003,
1245.177438,
1755.793426,
-510.615988
],
[
0.278212,
0.168817,
0.109395,
0.15414,
0.17324,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-121840,
-89687,
-93058,
-3881580,
-1351028,
-3119691
],
[
1.502712,
1.647891,
1.373542,
1.152077,
1.48221,
0.887695
],
[
258,
129,
129,
258,
129,
129
],
[
117,
57,
60,
117,
57,
60
],
[
141,
72,
69,
141,
72,
69
],
[
45.348837,
44.186047,
46.511628,
45.348837,
44.186047,
46.511628
],
[
1.81096,
2.081546,
1.579573,
1.3884,
1.872265,
1.020849
],
[
58788,
58788,
57120,
1518018,
1518018,
1123651
],
[
-33484,
-18672,
-33484,
-983931,
-749291,
-983931
],
[
12,
12,
13,
12,
12,
13
],
[
18,
16,
20,
18,
16,
20
],
[
8,
8,
8,
8,
8,
8
],
[
3351,
1570,
1781,
3351,
1570,
1781
],
[
0,
38.603759,
0,
0,
38.60376,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
379516,
333668,
-46592,
-45778,
320788,
-580402
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3375,
"evaluation_days": 1687.5,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1613692800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759458564830,
"expiration_time": 1763823600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|