| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 366192.3175 | 239560.5173 | 126631.8002 | 1435727.8427 | 1084905.269 | 350822.5737 |
| Total P&L (%) | 366.1923 | 239.5605 | 126.6318 | 1435.7278 | 1084.9053 | 350.8226 |
| Avg Daily Profit (%) | 0.7031 | 0.46 | 0.2431 | 0.5258 | 0.4758 | 0.2896 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -50437 | -28581 | -48307 | -356868 | -102855 | -336398 |
| Profit Factor | 1.8744 | 2.2659 | 1.5517 | 1.8125 | 2.4804 | 1.3393 |
| Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
| Winning Trades | 77 | 41 | 36 | 77 | 41 | 36 |
| Losing Trades | 136 | 66 | 70 | 136 | 66 | 70 |
| Profitability (%) | 36.1502 | 38.3178 | 33.9623 | 36.1502 | 38.3178 | 33.9623 |
| Ratio Avg Win / Avg Loss | 3.3107 | 3.6475 | 3.0172 | 3.2014 | 3.9928 | 2.6041 |
| Largest Winning Trade | 56457 | 56457 | 46269 | 407759 | 407759 | 356809 |
| Largest Losing Trade | -13098 | -13098 | -11937 | -97570 | -57435 | -97570 |
| Avg Bars in Trades | 115 | 110 | 120 | 115 | 110 | 120 |
| Avg Bars in Winners | 233 | 199 | 271 | 233 | 199 | 271 |
| Avg Bars in Losers | 49 | 55 | 43 | 49 | 55 | 43 |
| Bars Traded | 24621 | 11849 | 12772 | 24621 | 11849 | 12772 |
| Profit Streak | 10.3327 | 12.3327 | 10.3327 | 10.3327 | 12.3327 | 10.3327 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 438354 | 354936 | 154831 | 394517 | 389714 | 122377 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715256000000,
"first_datapoint_time": 1715614200000,
"last_datapoint_time": 1760254200000,
"evaluation_time": 1760255947071,
"expiration_time": 1766734200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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": [
[
366192.3175386029,
239560.5172888293,
126631.8002497737,
1435727.8426970406,
1084905.2690173397,
350822.5736797013
],
[
366.192318,
239.560517,
126.6318,
1435.727843,
1084.905269,
350.822574
],
[
0.703094,
0.459959,
0.243135,
0.525846,
0.475803,
0.289554
],
[
10,
10,
10,
10,
10,
10
],
[
-50437,
-28581,
-48307,
-356868,
-102855,
-336398
],
[
1.874423,
2.265856,
1.551692,
1.812536,
2.480361,
1.339252
],
[
213,
107,
106,
213,
107,
106
],
[
77,
41,
36,
77,
41,
36
],
[
136,
66,
70,
136,
66,
70
],
[
36.150235,
38.317757,
33.962264,
36.150235,
38.317757,
33.962264
],
[
3.31067,
3.647475,
3.017178,
3.201363,
3.992776,
2.604101
],
[
56457,
56457,
46269,
407759,
407759,
356809
],
[
-13098,
-13098,
-11937,
-97570,
-57435,
-97570
],
[
115,
110,
120,
115,
110,
120
],
[
233,
199,
271,
233,
199,
271
],
[
49,
55,
43,
49,
55,
43
],
[
24621,
11849,
12772,
24621,
11849,
12772
],
[
10.332721,
12.332721,
10.332721,
10.332721,
12.332721,
10.332721
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
438354,
354936,
154831,
394517,
389714,
122377
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715256000000,
"first_datapoint_time": 1715614200000,
"last_datapoint_time": 1760254200000,
"evaluation_time": 1760255947071,
"expiration_time": 1766734200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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) |
|---|