| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 377647.6999 | 235127.8987 | 142519.8012 | 1330008.4866 | 1174578.91 | 155429.5766 |
| Total P&L (%) | 377.6477 | 235.1279 | 142.5198 | 1330.0085 | 1174.5789 | 155.4296 |
| Avg Daily Profit (%) | 0.3625 | 0.2257 | 0.1368 | 0.2557 | 0.2446 | 0.0901 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -65146 | -48013 | -52940 | -1405769 | -553667 | -1171598 |
| Profit Factor | 1.9389 | 2.1811 | 1.7016 | 1.413 | 1.8452 | 1.0849 |
| Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
| Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
| Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Profitability (%) | 45.1613 | 44.1558 | 46.1538 | 45.1613 | 44.1558 | 46.1538 |
| Ratio Avg Win / Avg Loss | 2.3544 | 2.7584 | 1.9852 | 1.7158 | 2.3336 | 1.2657 |
| Largest Winning Trade | 84288 | 84288 | 47692 | 704717 | 704717 | 488722 |
| Largest Losing Trade | -16630 | -16630 | -15111 | -408264 | -381426 | -408264 |
| Avg Bars in Trades | 159 | 148 | 170 | 159 | 148 | 170 |
| Avg Bars in Winners | 253 | 238 | 267 | 253 | 238 | 267 |
| Avg Bars in Losers | 81 | 77 | 86 | 81 | 77 | 86 |
| Bars Traded | 24731 | 11448 | 13283 | 24731 | 11448 | 13283 |
| Profit Streak | 15.2476 | 38.3726 | 15.2476 | 15.2476 | 38.3726 | 15.2476 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 457018 | -31251 | -42526 | 374459 | -31321 | -235222 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669489200000,
"first_datapoint_time": 1670194800000,
"last_datapoint_time": 1759489200000,
"evaluation_time": 1759492590536,
"expiration_time": 1765969200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 125,
"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": [
[
377647.6998604346,
235127.8987077885,
142519.8011526464,
1330008.486591262,
1174578.9099968523,
155429.5765944094
],
[
377.6477,
235.127899,
142.519801,
1330.008487,
1174.57891,
155.429577
],
[
0.362541,
0.225722,
0.136819,
0.255711,
0.244637,
0.090067
],
[
10,
10,
10,
10,
10,
10
],
[
-65146,
-48013,
-52940,
-1405769,
-553667,
-1171598
],
[
1.938916,
2.181081,
1.701591,
1.412989,
1.845181,
1.084901
],
[
155,
77,
78,
155,
77,
78
],
[
70,
34,
36,
70,
34,
36
],
[
85,
43,
42,
85,
43,
42
],
[
45.16129,
44.155844,
46.153846,
45.16129,
44.155844,
46.153846
],
[
2.354398,
2.758426,
1.985189,
1.715773,
2.333611,
1.265718
],
[
84288,
84288,
47692,
704717,
704717,
488722
],
[
-16630,
-16630,
-15111,
-408264,
-381426,
-408264
],
[
159,
148,
170,
159,
148,
170
],
[
253,
238,
267,
253,
238,
267
],
[
81,
77,
86,
81,
77,
86
],
[
24731,
11448,
13283,
24731,
11448,
13283
],
[
15.247575,
38.372576,
15.247576,
15.247576,
38.372576,
15.247576
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
457018,
-31251,
-42526,
374459,
-31321,
-235222
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669489200000,
"first_datapoint_time": 1670194800000,
"last_datapoint_time": 1759489200000,
"evaluation_time": 1759492590536,
"expiration_time": 1765969200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 125,
"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) |
|---|