Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372687.2967 | 212663.5041 | 160023.7926 | 694289.0661 | 611169.2563 | 83119.8098 |
Total P&L (%) | 372.6873 | 212.6635 | 160.0238 | 694.2891 | 611.1693 | 83.1198 |
Avg Daily Profit (%) | 0.2198 | 0.1254 | 0.0944 | 0.1223 | 0.1158 | 0.0357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115412 | -47857 | -84915 | -2302845 | -1062913 | -1407021 |
Profit Factor | 1.8867 | 2.0863 | 1.7127 | 1.1452 | 1.2739 | 1.0326 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 51.1905 | 52.381 | 50 | 51.1905 | 52.381 | 50 |
Ratio Avg Win / Avg Loss | 1.799 | 1.8966 | 1.7127 | 1.0919 | 1.1581 | 1.0326 |
Largest Winning Trade | 90064 | 90064 | 60090 | 799866 | 799866 | 431178 |
Largest Losing Trade | -32245 | -22483 | -32245 | -627757 | -627757 | -525850 |
Avg Bars in Trades | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Winners | 57 | 46 | 68 | 57 | 46 | 68 |
Avg Bars in Losers | 20 | 15 | 25 | 20 | 15 | 25 |
Bars Traded | 3301 | 1321 | 1980 | 3301 | 1321 | 1980 |
Profit Streak | 0 | 50.5202 | 0 | 0 | 50.5202 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423029 | -20685 | -63675 | -89770 | -37188 | -329867 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3391, "evaluation_days": 1695.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1615334400000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760185741538, "expiration_time": 1764535536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 39, "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": [ [ 372687.2967253975, 212663.5040794167, 160023.792645981, 694289.0660998351, 611169.2563265627, 83119.8097732734 ], [ 372.687297, 212.663504, 160.023793, 694.289066, 611.169256, 83.11981 ], [ 0.21981, 0.125428, 0.094381, 0.122297, 0.11577, 0.035687 ], [ 10, 10, 10, 10, 10, 10 ], [ -115412, -47857, -84915, -2302845, -1062913, -1407021 ], [ 1.886704, 2.086258, 1.712705, 1.145186, 1.273944, 1.032582 ], [ 84, 42, 42, 84, 42, 42 ], [ 43, 22, 21, 43, 22, 21 ], [ 41, 20, 21, 41, 20, 21 ], [ 51.190476, 52.380952, 50, 51.190476, 52.380952, 50 ], [ 1.79895, 1.896598, 1.712705, 1.091922, 1.158131, 1.032582 ], [ 90064, 90064, 60090, 799866, 799866, 431178 ], [ -32245, -22483, -32245, -627757, -627757, -525850 ], [ 39, 31, 47, 39, 31, 47 ], [ 57, 46, 68, 57, 46, 68 ], [ 20, 15, 25, 20, 15, 25 ], [ 3301, 1321, 1980, 3301, 1321, 1980 ], [ 0, 50.520157, 0, 0, 50.520157, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 423029, -20685, -63675, -89770, -37188, -329867 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3391, "evaluation_days": 1695.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1615334400000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760185741538, "expiration_time": 1764535536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 39, "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) |
---|