| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 632470.3378 | 375511.8157 | 256958.5222 | 4091158.4618 | 2971341.1811 | 1119817.2807 |
| Total P&L (%) | 632.4703 | 375.5118 | 256.9585 | 4091.1585 | 2971.3412 | 1119.8173 |
| Avg Daily Profit (%) | 0.3763 | 0.2234 | 0.1529 | 0.2225 | 0.204 | 0.1489 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -51336 | -67094 | -35929 | -2138925 | -853675 | -1960261 |
| Profit Factor | 2.3303 | 2.3367 | 2.3211 | 1.5294 | 1.8719 | 1.2592 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
| Profitability (%) | 35.0877 | 29.8246 | 40.3509 | 35.0877 | 29.8246 | 40.3509 |
| Ratio Avg Win / Avg Loss | 4.311 | 5.498 | 3.4312 | 2.8294 | 4.4045 | 1.8614 |
| Largest Winning Trade | 201563 | 201563 | 51724 | 1583905 | 1583905 | 806914 |
| Largest Losing Trade | -23905 | -22689 | -23905 | -704971 | -486732 | -704971 |
| Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
| Avg Bars in Winners | 81 | 80 | 81 | 81 | 80 | 81 |
| Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
| Bars Traded | 4939 | 2191 | 2748 | 4939 | 2191 | 2748 |
| Profit Streak | 39.136 | 0 | 48.136 | 39.136 | 0 | 48.136 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325176 | -176612 | -171608 | 211579 | -177259 | -176106 |
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5042,
"evaluation_days": 1680.67,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614960000000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758885350620,
"expiration_time": 1763229888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 45,
"offset": 0,
"std": 4.02072
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 13,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
632470.3378450952,
375511.8156688304,
256958.522176265,
4091158.4618372014,
2971341.181135323,
1119817.2807018764
],
[
632.470338,
375.511816,
256.958522,
4091.158462,
2971.341181,
1119.817281
],
[
0.37632,
0.22343,
0.152891,
0.222513,
0.203978,
0.148938
],
[
10,
10,
10,
10,
10,
10
],
[
-51336,
-67094,
-35929,
-2138925,
-853675,
-1960261
],
[
2.330296,
2.336653,
2.321114,
1.529383,
1.871928,
1.259194
],
[
114,
57,
57,
114,
57,
57
],
[
40,
17,
23,
40,
17,
23
],
[
74,
40,
34,
74,
40,
34
],
[
35.087719,
29.824561,
40.350877,
35.087719,
29.824561,
40.350877
],
[
4.311048,
5.498008,
3.431212,
2.829358,
4.404537,
1.861417
],
[
201563,
201563,
51724,
1583905,
1583905,
806914
],
[
-23905,
-22689,
-23905,
-704971,
-486732,
-704971
],
[
43,
38,
48,
43,
38,
48
],
[
81,
80,
81,
81,
80,
81
],
[
22,
20,
25,
22,
20,
25
],
[
4939,
2191,
2748,
4939,
2191,
2748
],
[
39.136002,
0,
48.136002,
39.136003,
0,
48.136003
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325176,
-176612,
-171608,
211579,
-177259,
-176106
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5042,
"evaluation_days": 1680.67,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614960000000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758885350620,
"expiration_time": 1763229888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 45,
"offset": 0,
"std": 4.02072
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 13,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|