| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 356041.9055 | 207066.1434 | 148975.762 | 399705.3429 | 317141.8265 | 82563.5164 |
| Total P&L (%) | 356.0419 | 207.0661 | 148.9758 | 399.7053 | 317.1418 | 82.5635 |
| Avg Daily Profit (%) | 0.2102 | 0.1222 | 0.0879 | 0.095 | 0.0843 | 0.0355 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126005 | -77293 | -70952 | -977478 | -568131 | -471367 |
| Profit Factor | 1.6895 | 1.7289 | 1.6412 | 1.1331 | 1.2001 | 1.0582 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
| Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
| Profitability (%) | 50.4673 | 42.5926 | 58.4906 | 50.4673 | 42.5926 | 58.4906 |
| Ratio Avg Win / Avg Loss | 1.6582 | 2.3303 | 1.1647 | 1.1121 | 1.6175 | 0.751 |
| Largest Winning Trade | 89916 | 89916 | 60511 | 439653 | 439653 | 288539 |
| Largest Losing Trade | -40953 | -30262 | -40953 | -321245 | -232687 | -321245 |
| Avg Bars in Trades | 30 | 27 | 34 | 30 | 27 | 34 |
| Avg Bars in Winners | 37 | 38 | 37 | 37 | 38 | 37 |
| Avg Bars in Losers | 23 | 19 | 29 | 23 | 19 | 29 |
| Bars Traded | 3297 | 1490 | 1806 | 3297 | 1490 | 1806 |
| Profit Streak | 21.9811 | 45.9811 | 0 | 21.9812 | 45.9812 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 424918 | -208650 | -252506 | -139335 | -261858 | -482523 |
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3388,
"evaluation_days": 1694,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1616716800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760052771320,
"expiration_time": 1764402048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"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": [
[
356041.9054898527,
207066.143442608,
148975.7620472446,
399705.3428652791,
317141.8264880367,
82563.5163772427
],
[
356.041905,
207.066143,
148.975762,
399.705343,
317.141826,
82.563516
],
[
0.210178,
0.122235,
0.087943,
0.095018,
0.084348,
0.035539
],
[
10,
10,
10,
10,
10,
10
],
[
-126005,
-77293,
-70952,
-977478,
-568131,
-471367
],
[
1.689468,
1.728944,
1.641204,
1.133103,
1.200099,
1.058224
],
[
107,
54,
53,
107,
54,
53
],
[
54,
23,
31,
54,
23,
31
],
[
53,
31,
22,
53,
31,
22
],
[
50.46729,
42.592593,
58.490566,
50.46729,
42.592593,
58.490566
],
[
1.658182,
2.330315,
1.164725,
1.11212,
1.617525,
0.750997
],
[
89916,
89916,
60511,
439653,
439653,
288539
],
[
-40953,
-30262,
-40953,
-321245,
-232687,
-321245
],
[
30,
27,
34,
30,
27,
34
],
[
37,
38,
37,
37,
38,
37
],
[
23,
19,
29,
23,
19,
29
],
[
3297,
1490,
1806,
3297,
1490,
1806
],
[
21.981149,
45.981149,
0,
21.98115,
45.98115,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424918,
-208650,
-252506,
-139335,
-261858,
-482523
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3388,
"evaluation_days": 1694,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1616716800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760052771320,
"expiration_time": 1764402048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"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) |
|---|