| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 291225.7593 | 199595.7853 | 91629.974 | 685627.4844 | 708772.1065 | -23144.6221 |
| Total P&L (%) | 291.2258 | 199.5958 | 91.63 | 685.6275 | 708.7721 | -23.1446 |
| Avg Daily Profit (%) | 0.5592 | 0.3832 | 0.1759 | 0.3966 | 0.4022 | -0.0505 |
| Buy And Hold Return (%) | 18.1518 | 18.1518 | 18.1518 | 18.1518 | 18.1518 | 18.1518 |
| Max Trade Drawdown | -58046 | -28360 | -54782 | -628891 | -209864 | -551994 |
| Profit Factor | 1.5428 | 1.8642 | 1.2999 | 1.2244 | 1.5642 | 0.9871 |
| Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
| Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
| Losing Trades | 165 | 83 | 82 | 165 | 83 | 82 |
| Profitability (%) | 42.9066 | 42.3611 | 43.4483 | 42.9066 | 42.3611 | 43.4483 |
| Ratio Avg Win / Avg Loss | 2.0529 | 2.5365 | 1.6919 | 1.6293 | 2.1283 | 1.2848 |
| Largest Winning Trade | 67624 | 67624 | 37007 | 467439 | 467439 | 224230 |
| Largest Losing Trade | -21126 | -9335 | -21126 | -143063 | -96333 | -143063 |
| Avg Bars in Trades | 85 | 80 | 89 | 85 | 80 | 89 |
| Avg Bars in Winners | 119 | 112 | 126 | 119 | 112 | 126 |
| Avg Bars in Losers | 59 | 57 | 61 | 59 | 57 | 61 |
| Bars Traded | 24678 | 11638 | 13041 | 24678 | 11638 | 13041 |
| Profit Streak | 2.9015 | 5.9015 | 2.9015 | 2.9015 | 5.9015 | 2.9015 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 388049 | 366623 | 100103 | 282973 | 361220 | -583638 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714692600000,
"first_datapoint_time": 1714930200000,
"last_datapoint_time": 1759690800000,
"evaluation_time": 1759693091081,
"expiration_time": 1766170800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 133,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 83,
"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": [
[
291225.7593441123,
199595.7853002991,
91629.9740438134,
685627.4843951041,
708772.1064730625,
-23144.6220779578
],
[
291.225759,
199.595785,
91.629974,
685.627484,
708.772106,
-23.144622
],
[
0.559157,
0.383226,
0.175931,
0.396559,
0.402156,
-0.050531
],
[
18.151815,
18.151815,
18.151815,
18.151815,
18.151815,
18.151815
],
[
-58046,
-28360,
-54782,
-628891,
-209864,
-551994
],
[
1.542811,
1.864179,
1.299887,
1.224418,
1.564207,
0.987134
],
[
289,
144,
145,
289,
144,
145
],
[
124,
61,
63,
124,
61,
63
],
[
165,
83,
82,
165,
83,
82
],
[
42.906574,
42.361111,
43.448276,
42.906574,
42.361111,
43.448276
],
[
2.052933,
2.536506,
1.691916,
1.629266,
2.128348,
1.284841
],
[
67624,
67624,
37007,
467439,
467439,
224230
],
[
-21126,
-9335,
-21126,
-143063,
-96333,
-143063
],
[
85,
80,
89,
85,
80,
89
],
[
119,
112,
126,
119,
112,
126
],
[
59,
57,
61,
59,
57,
61
],
[
24678,
11638,
13041,
24678,
11638,
13041
],
[
2.901517,
5.901517,
2.901517,
2.901517,
5.901517,
2.901517
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
388049,
366623,
100103,
282973,
361220,
-583638
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714692600000,
"first_datapoint_time": 1714930200000,
"last_datapoint_time": 1759690800000,
"evaluation_time": 1759693091081,
"expiration_time": 1766170800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 133,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 83,
"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) |
|---|