Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454268.7965 | 284435.0732 | 169833.7233 | 849119.0874 | 717808.2859 | 131310.8015 |
Total P&L (%) | 454.2688 | 284.4351 | 169.8337 | 849.1191 | 717.8083 | 131.3108 |
Avg Daily Profit (%) | 0.2687 | 0.1683 | 0.1005 | 0.1332 | 0.1244 | 0.0496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131597 | -149043 | -105231 | -245457 | -174794 | -145247 |
Profit Factor | 1.4679 | 1.5958 | 1.3442 | 1.5825 | 2.06 | 1.1683 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Losing Trades | 146 | 72 | 74 | 146 | 72 | 74 |
Profitability (%) | 45.9259 | 46.6667 | 45.1852 | 45.9259 | 46.6667 | 45.1852 |
Ratio Avg Win / Avg Loss | 1.7284 | 1.8237 | 1.6307 | 1.8633 | 2.3543 | 1.4172 |
Largest Winning Trade | 71003 | 71003 | 33327 | 251320 | 251320 | 140591 |
Largest Losing Trade | -49993 | -42575 | -49993 | -86310 | -86310 | -76024 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 3345 | 1663 | 1682 | 3345 | 1663 | 1682 |
Profit Streak | 4.2501 | 11.2501 | 0 | 4.2501 | 11.2501 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379743 | 351861 | -59179 | -11739 | -23202 | -163887 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3381, "evaluation_days": 1690.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614556800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759730407848, "expiration_time": 1764090576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "ema", "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": [ [ 454268.7964955682, 284435.0732346512, 169833.7232609172, 849119.087388326, 717808.2859244655, 131310.8014638602 ], [ 454.268796, 284.435073, 169.833723, 849.119087, 717.808286, 131.310801 ], [ 0.268719, 0.168255, 0.100464, 0.133207, 0.124387, 0.049618 ], [ 10, 10, 10, 10, 10, 10 ], [ -131597, -149043, -105231, -245457, -174794, -145247 ], [ 1.467929, 1.595765, 1.344226, 1.582546, 2.060014, 1.168254 ], [ 270, 135, 135, 270, 135, 135 ], [ 124, 63, 61, 124, 63, 61 ], [ 146, 72, 74, 146, 72, 74 ], [ 45.925926, 46.666667, 45.185185, 45.925926, 46.666667, 45.185185 ], [ 1.728368, 1.823731, 1.630701, 1.863321, 2.354302, 1.417227 ], [ 71003, 71003, 33327, 251320, 251320, 140591 ], [ -49993, -42575, -49993, -86310, -86310, -76024 ], [ 12, 12, 12, 12, 12, 12 ], [ 15, 15, 15, 15, 15, 15 ], [ 10, 9, 10, 10, 9, 10 ], [ 3345, 1663, 1682, 3345, 1663, 1682 ], [ 4.250091, 11.250091, 0, 4.250091, 11.250091, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 379743, 351861, -59179, -11739, -23202, -163887 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3381, "evaluation_days": 1690.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614556800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759730407848, "expiration_time": 1764090576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "ema", "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) |
---|