| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 267776.6231 | 100792.4756 | 166984.1475 | 227733.2335 | 65962.7767 | 161770.4569 |
| Total P&L (%) | 267.7766 | 100.7925 | 166.9841 | 227.7332 | 65.9628 | 161.7705 |
| Avg Daily Profit (%) | 0.1595 | 0.06 | 0.0995 | 0.0707 | 0.0302 | 0.0573 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99569 | -156695 | -43748 | -128105 | -118124 | -89268 |
| Profit Factor | 1.6686 | 1.3791 | 2.2402 | 1.5293 | 1.2374 | 2.0614 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
| Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
| Profitability (%) | 50.4587 | 40.7407 | 60 | 50.4587 | 40.7407 | 60 |
| Ratio Avg Win / Avg Loss | 1.6383 | 2.006 | 1.4935 | 1.5015 | 1.7998 | 1.3743 |
| Largest Winning Trade | 83406 | 83406 | 46858 | 70495 | 70495 | 37471 |
| Largest Losing Trade | -43748 | -43003 | -43748 | -89268 | -66257 | -89268 |
| Avg Bars in Trades | 59 | 68 | 50 | 59 | 68 | 50 |
| Avg Bars in Winners | 62 | 73 | 55 | 62 | 73 | 55 |
| Avg Bars in Losers | 56 | 65 | 42 | 56 | 65 | 42 |
| Bars Traded | 6453 | 3695 | 2758 | 6453 | 3695 | 2758 |
| Profit Streak | 53.4237 | 53.4237 | 53.9237 | 53.4237 | 53.4237 | 53.9237 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 443539 | -293733 | -234360 | -93998 | -334686 | -290888 |
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6714,
"evaluation_days": 1678.5,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1618185600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758859810658,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 207
}
}
} {
"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": [
[
267776.6231226313,
100792.4756387738,
166984.1474838575,
227733.233536659,
65962.776674523,
161770.4568621361
],
[
267.776623,
100.792476,
166.984147,
227.733234,
65.962777,
161.770457
],
[
0.159533,
0.060049,
0.099484,
0.070745,
0.030186,
0.057347
],
[
10,
10,
10,
10,
10,
10
],
[
-99569,
-156695,
-43748,
-128105,
-118124,
-89268
],
[
1.668633,
1.379143,
2.240215,
1.529277,
1.237393,
2.061424
],
[
109,
54,
55,
109,
54,
55
],
[
55,
22,
33,
55,
22,
33
],
[
54,
32,
22,
54,
32,
22
],
[
50.458716,
40.740741,
60,
50.458716,
40.740741,
60
],
[
1.638294,
2.006027,
1.493477,
1.501472,
1.799844,
1.374283
],
[
83406,
83406,
46858,
70495,
70495,
37471
],
[
-43748,
-43003,
-43748,
-89268,
-66257,
-89268
],
[
59,
68,
50,
59,
68,
50
],
[
62,
73,
55,
62,
73,
55
],
[
56,
65,
42,
56,
65,
42
],
[
6453,
3695,
2758,
6453,
3695,
2758
],
[
53.423734,
53.423734,
53.923734,
53.423734,
53.423734,
53.923734
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
443539,
-293733,
-234360,
-93998,
-334686,
-290888
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6714,
"evaluation_days": 1678.5,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1618185600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758859810658,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 207
}
}
}
| # | 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) |
|---|