| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 303663.866 | 189357.5764 | 114306.2896 | 902910.1015 | 867159.5293 | 35750.5722 |
| Total P&L (%) | 303.6639 | 189.3576 | 114.3063 | 902.9101 | 867.1595 | 35.7506 |
| Avg Daily Profit (%) | 0.583 | 0.3636 | 0.2195 | 0.4436 | 0.4366 | 0.0587 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -62571 | -25069 | -54565 | -829304 | -243496 | -747258 |
| Profit Factor | 1.8706 | 2.1788 | 1.6074 | 1.3281 | 1.7579 | 1.0222 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
| Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
| Profitability (%) | 37.1257 | 34.9398 | 39.2857 | 37.1257 | 34.9398 | 39.2857 |
| Ratio Avg Win / Avg Loss | 3.1679 | 4.0571 | 2.4842 | 2.2492 | 3.2734 | 1.5798 |
| Largest Winning Trade | 61875 | 61875 | 32075 | 500718 | 500718 | 397054 |
| Largest Losing Trade | -9035 | -8322 | -9035 | -122408 | -89642 | -122408 |
| Avg Bars in Trades | 148 | 139 | 158 | 148 | 139 | 158 |
| Avg Bars in Winners | 290 | 275 | 303 | 290 | 275 | 303 |
| Avg Bars in Losers | 65 | 66 | 63 | 65 | 66 | 63 |
| Bars Traded | 24838 | 11553 | 13285 | 24838 | 11553 | 13285 |
| Profit Streak | 0 | 32.3675 | 0 | 0 | 32.3675 | 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 | 350809 | 266537 | 207551 | 244305 | 274778 | -317157 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713902400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758871155990,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 98,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 59,
"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": [
[
303663.8659960427,
189357.5763617124,
114306.2896343302,
902910.1014610594,
867159.5292618126,
35750.5721992467
],
[
303.663866,
189.357576,
114.30629,
902.910101,
867.159529,
35.750572
],
[
0.583038,
0.363569,
0.219469,
0.443638,
0.436638,
0.058702
],
[
10,
10,
10,
10,
10,
10
],
[
-62571,
-25069,
-54565,
-829304,
-243496,
-747258
],
[
1.870581,
2.178839,
1.607445,
1.328118,
1.757945,
1.022237
],
[
167,
83,
84,
167,
83,
84
],
[
62,
29,
33,
62,
29,
33
],
[
105,
54,
51,
105,
54,
51
],
[
37.125749,
34.939759,
39.285714,
37.125749,
34.939759,
39.285714
],
[
3.167919,
4.057148,
2.484233,
2.249231,
3.273414,
1.579821
],
[
61875,
61875,
32075,
500718,
500718,
397054
],
[
-9035,
-8322,
-9035,
-122408,
-89642,
-122408
],
[
148,
139,
158,
148,
139,
158
],
[
290,
275,
303,
290,
275,
303
],
[
65,
66,
63,
65,
66,
63
],
[
24838,
11553,
13285,
24838,
11553,
13285
],
[
0,
32.367546,
0,
0,
32.367546,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
350809,
266537,
207551,
244305,
274778,
-317157
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713902400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758871155990,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 98,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 59,
"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) |
|---|