| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 254970.1711 | 160187.2861 | 94782.885 | 583932.1197 | 477619.9423 | 106312.1774 |
| Total P&L (%) | 254.9702 | 160.1873 | 94.7829 | 583.9321 | 477.6199 | 106.3122 |
| Avg Daily Profit (%) | 0.4895 | 0.3076 | 0.182 | 0.3698 | 0.3373 | 0.1391 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -27978 | -26247 | -21916 | -228181 | -117199 | -199831 |
| Profit Factor | 1.9138 | 2.2361 | 1.6343 | 1.5535 | 2.1405 | 1.1671 |
| Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
| Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
| Profitability (%) | 43.8017 | 42.623 | 45 | 43.8017 | 42.623 | 45 |
| Ratio Avg Win / Avg Loss | 2.4554 | 3.0101 | 1.9974 | 1.9931 | 2.8814 | 1.4264 |
| Largest Winning Trade | 52569 | 52569 | 29159 | 196079 | 196079 | 144307 |
| Largest Losing Trade | -13553 | -13553 | -13395 | -94403 | -69265 | -94403 |
| Avg Bars in Trades | 201 | 189 | 213 | 201 | 189 | 213 |
| Avg Bars in Winners | 308 | 298 | 318 | 308 | 298 | 318 |
| Avg Bars in Losers | 117 | 108 | 128 | 117 | 108 | 128 |
| Bars Traded | 24349 | 11531 | 12818 | 24349 | 11531 | 12818 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 398572 | -152599 | -161132 | 344700 | -152530 | -215700 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714123800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758824708938,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 133,
"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": [
[
254970.1711060414,
160187.2860989367,
94782.8850071047,
583932.119725715,
477619.9423100388,
106312.1774156755
],
[
254.970171,
160.187286,
94.782885,
583.93212,
477.619942,
106.312177
],
[
0.489546,
0.307562,
0.181984,
0.369841,
0.337289,
0.139148
],
[
10,
10,
10,
10,
10,
10
],
[
-27978,
-26247,
-21916,
-228181,
-117199,
-199831
],
[
1.913772,
2.236076,
1.634266,
1.553455,
2.140451,
1.167087
],
[
121,
61,
60,
121,
61,
60
],
[
53,
26,
27,
53,
26,
27
],
[
68,
35,
33,
68,
35,
33
],
[
43.801653,
42.622951,
45,
43.801653,
42.622951,
45
],
[
2.455405,
3.010102,
1.997436,
1.993113,
2.881376,
1.42644
],
[
52569,
52569,
29159,
196079,
196079,
144307
],
[
-13553,
-13553,
-13395,
-94403,
-69265,
-94403
],
[
201,
189,
213,
201,
189,
213
],
[
308,
298,
318,
308,
298,
318
],
[
117,
108,
128,
117,
108,
128
],
[
24349,
11531,
12818,
24349,
11531,
12818
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398572,
-152599,
-161132,
344700,
-152530,
-215700
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714123800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758824708938,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 133,
"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) |
|---|