| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 393630.5866 | 236848.8902 | 156781.6964 | 473025.6028 | 93126.5348 | 379899.068 |
| Total P&L (%) | 393.6306 | 236.8489 | 156.7817 | 473.0256 | 93.1265 | 379.8991 |
| Avg Daily Profit (%) | 0.2338 | 0.1407 | 0.0931 | 0.1038 | 0.0391 | 0.0932 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86990 | -99767 | -48622 | -956945 | -831281 | -697078 |
| Profit Factor | 1.4446 | 1.4796 | 1.4006 | 1.0785 | 1.0279 | 1.1412 |
| Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
| Winning Trades | 123 | 52 | 71 | 123 | 52 | 71 |
| Losing Trades | 136 | 77 | 59 | 136 | 77 | 59 |
| Profitability (%) | 47.4903 | 40.3101 | 54.6154 | 47.4903 | 40.3101 | 54.6154 |
| Ratio Avg Win / Avg Loss | 1.5973 | 2.1909 | 1.1639 | 1.1925 | 1.5221 | 0.9483 |
| Largest Winning Trade | 98288 | 98288 | 57889 | 448894 | 448894 | 197674 |
| Largest Losing Trade | -33168 | -23357 | -33168 | -253888 | -253888 | -187678 |
| Avg Bars in Trades | 38 | 41 | 34 | 38 | 41 | 34 |
| Avg Bars in Winners | 47 | 53 | 43 | 47 | 53 | 43 |
| Avg Bars in Losers | 29 | 33 | 23 | 29 | 33 | 23 |
| Bars Traded | 9858 | 5388 | 4470 | 9858 | 5388 | 4470 |
| Profit Streak | 29.2593 | 29.2593 | 52.2593 | 29.2593 | 29.2593 | 52.2593 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428579 | -5884 | -66059 | -186680 | -332319 | -133513 |
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10100,
"evaluation_days": 1683.33,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1615348800000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759140803426,
"expiration_time": 1763496000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 88,
"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": [
[
393630.586629707,
236848.8902043197,
156781.696425388,
473025.6027627275,
93126.5347604885,
379899.0680022392
],
[
393.630587,
236.84889,
156.781696,
473.025603,
93.126535,
379.899068
],
[
0.23384,
0.140703,
0.093138,
0.103763,
0.039107,
0.093216
],
[
10,
10,
10,
10,
10,
10
],
[
-86990,
-99767,
-48622,
-956945,
-831281,
-697078
],
[
1.444643,
1.479557,
1.400585,
1.078533,
1.027941,
1.141213
],
[
259,
129,
130,
259,
129,
130
],
[
123,
52,
71,
123,
52,
71
],
[
136,
77,
59,
136,
77,
59
],
[
47.490347,
40.310078,
54.615385,
47.490347,
40.310078,
54.615385
],
[
1.597329,
2.190883,
1.163867,
1.192525,
1.522143,
0.948332
],
[
98288,
98288,
57889,
448894,
448894,
197674
],
[
-33168,
-23357,
-33168,
-253888,
-253888,
-187678
],
[
38,
41,
34,
38,
41,
34
],
[
47,
53,
43,
47,
53,
43
],
[
29,
33,
23,
29,
33,
23
],
[
9858,
5388,
4470,
9858,
5388,
4470
],
[
29.259299,
29.259299,
52.259299,
29.259299,
29.259299,
52.259299
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428579,
-5884,
-66059,
-186680,
-332319,
-133513
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10100,
"evaluation_days": 1683.33,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1615348800000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759140803426,
"expiration_time": 1763496000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 88,
"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) |
|---|