Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611983.0434 | 347316.1796 | 264666.8638 | 5387586.4449 | 3825933.085 | 1561653.3599 |
Total P&L (%) | 611.983 | 347.3162 | 264.6669 | 5387.5864 | 3825.9331 | 1561.6534 |
Avg Daily Profit (%) | 0.3632 | 0.2062 | 0.1571 | 0.238 | 0.2181 | 0.167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73765 | -104922 | -43263 | -2574048 | -595444 | -2238304 |
Profit Factor | 1.9674 | 2.0385 | 1.8877 | 1.7291 | 2.2105 | 1.3693 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Profitability (%) | 37.1859 | 35 | 39.3939 | 37.1859 | 35 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.3234 | 3.7859 | 2.9042 | 2.9207 | 4.1051 | 2.1066 |
Largest Winning Trade | 119132 | 119132 | 51803 | 1303433 | 1231860 | 1303433 |
Largest Losing Trade | -18222 | -18222 | -16390 | -718171 | -456359 | -718171 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 61 | 57 | 65 | 61 | 57 | 65 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 6647 | 3013 | 3634 | 6647 | 3013 | 3634 |
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 | 332245 | 195384 | 231231 | 277148 | 225999 | 178516 |
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6739, "evaluation_days": 1684.75, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615010400000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759268658389, "expiration_time": 1763622072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 8, "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": [ [ 611983.0433843158, 347316.1796248746, 264666.8637594414, 5387586.444901888, 3825933.084971589, 1561653.3599302978 ], [ 611.983043, 347.31618, 264.666864, 5387.586445, 3825.933085, 1561.65336 ], [ 0.363249, 0.206153, 0.157096, 0.238008, 0.218085, 0.166953 ], [ 10, 10, 10, 10, 10, 10 ], [ -73765, -104922, -43263, -2574048, -595444, -2238304 ], [ 1.967448, 2.038538, 1.887707, 1.729066, 2.210462, 1.369274 ], [ 199, 100, 99, 199, 100, 99 ], [ 74, 35, 39, 74, 35, 39 ], [ 125, 65, 60, 125, 65, 60 ], [ 37.18593, 35, 39.393939, 37.18593, 35, 39.393939 ], [ 3.323392, 3.785856, 2.904165, 2.92072, 4.105144, 2.106575 ], [ 119132, 119132, 51803, 1303433, 1231860, 1303433 ], [ -18222, -18222, -16390, -718171, -456359, -718171 ], [ 33, 30, 36, 33, 30, 36 ], [ 61, 57, 65, 61, 57, 65 ], [ 16, 15, 18, 16, 15, 18 ], [ 6647, 3013, 3634, 6647, 3013, 3634 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332245, 195384, 231231, 277148, 225999, 178516 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6739, "evaluation_days": 1684.75, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615010400000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759268658389, "expiration_time": 1763622072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 8, "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) |
---|