Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312865.9009 | 216684.9378 | 96180.9631 | 945773.9484 | 944903.8863 | 870.0621 |
Total P&L (%) | 312.8659 | 216.6849 | 96.181 | 945.7739 | 944.9039 | 0.8701 |
Avg Daily Profit (%) | 0.6007 | 0.416 | 0.1847 | 0.4517 | 0.4515 | 0.0017 |
Buy And Hold Return (%) | 10.6626 | 10.6626 | 10.6626 | 10.6626 | 10.6626 | 10.6626 |
Max Trade Drawdown | -56868 | -23061 | -41448 | -634022 | -232346 | -466256 |
Profit Factor | 1.9618 | 2.4453 | 1.5485 | 1.4483 | 1.9473 | 1.0008 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 41.2214 | 40.9091 | 41.5385 | 41.2214 | 40.9091 | 41.5385 |
Ratio Avg Win / Avg Loss | 2.7974 | 3.5321 | 2.1793 | 2.0652 | 2.8127 | 1.4085 |
Largest Winning Trade | 51158 | 51158 | 35224 | 330577 | 330577 | 277852 |
Largest Losing Trade | -16334 | -10645 | -16334 | -162643 | -116612 | -162643 |
Avg Bars in Trades | 187 | 176 | 198 | 187 | 176 | 198 |
Avg Bars in Winners | 319 | 288 | 350 | 319 | 288 | 350 |
Avg Bars in Losers | 94 | 99 | 90 | 94 | 99 | 90 |
Bars Traded | 24552 | 11653 | 12899 | 24552 | 11653 | 12899 |
Profit Streak | 8.9013 | 10.8805 | 0 | 8.9013 | 10.8805 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425003 | -113791 | -125614 | 335654 | -114032 | -711851 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715160600000, "first_datapoint_time": 1715608800000, "last_datapoint_time": 1760158800000, "evaluation_time": 1760159271733, "expiration_time": 1766638800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.66378 } } }
{ "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": [ [ 312865.9008804925, 216684.937750558, 96180.9631299343, 945773.9483656532, 944903.886305593, 870.0620600602 ], [ 312.865901, 216.684938, 96.180963, 945.773948, 944.903886, 0.870062 ], [ 0.600706, 0.416038, 0.184669, 0.45171, 0.451549, 0.001663 ], [ 10.662605, 10.662605, 10.662605, 10.662605, 10.662605, 10.662605 ], [ -56868, -23061, -41448, -634022, -232346, -466256 ], [ 1.961809, 2.44527, 1.548471, 1.448325, 1.947257, 1.000782 ], [ 131, 66, 65, 131, 66, 65 ], [ 54, 27, 27, 54, 27, 27 ], [ 77, 39, 38, 77, 39, 38 ], [ 41.221374, 40.909091, 41.538462, 41.221374, 40.909091, 41.538462 ], [ 2.797394, 3.532057, 2.179329, 2.065204, 2.812705, 1.408509 ], [ 51158, 51158, 35224, 330577, 330577, 277852 ], [ -16334, -10645, -16334, -162643, -116612, -162643 ], [ 187, 176, 198, 187, 176, 198 ], [ 319, 288, 350, 319, 288, 350 ], [ 94, 99, 90, 94, 99, 90 ], [ 24552, 11653, 12899, 24552, 11653, 12899 ], [ 8.901293, 10.88046, 0, 8.901293, 10.88046, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 425003, -113791, -125614, 335654, -114032, -711851 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715160600000, "first_datapoint_time": 1715608800000, "last_datapoint_time": 1760158800000, "evaluation_time": 1760159271733, "expiration_time": 1766638800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.66378 } } }
# | 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) |
---|