| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501291.837 | 312609.8123 | 188682.0248 | 1126503.2054 | 1121117.3372 | 5385.8682 |
| Total P&L (%) | 501.2918 | 312.6098 | 188.682 | 1126.5032 | 1121.1173 | 5.3859 |
| Avg Daily Profit (%) | 0.2959 | 0.1845 | 0.1114 | 0.1481 | 0.1478 | 0.0031 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109784 | -91887 | -67705 | -2636099 | -1013710 | -1638252 |
| Profit Factor | 1.4978 | 1.6381 | 1.3649 | 1.1308 | 1.2864 | 1.0011 |
| Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
| Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
| Losing Trades | 173 | 88 | 85 | 173 | 88 | 85 |
| Profitability (%) | 44.1935 | 43.2258 | 45.1613 | 44.1935 | 43.2258 | 45.1613 |
| Ratio Avg Win / Avg Loss | 1.8914 | 2.1516 | 1.6573 | 1.4279 | 1.6896 | 1.2157 |
| Largest Winning Trade | 79085 | 79085 | 49757 | 848054 | 848054 | 648828 |
| Largest Losing Trade | -33484 | -29526 | -33484 | -743959 | -577080 | -743959 |
| Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
| Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
| Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
| Bars Traded | 3344 | 1637 | 1707 | 3344 | 1637 | 1707 |
| Profit Streak | 21.712 | 44.712 | 21.712 | 21.712 | 44.712 | 21.712 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 430218 | 341222 | -43501 | -70943 | 169698 | -574518 |
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3388,
"evaluation_days": 1694,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614081600000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760029512963,
"expiration_time": 1764402048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 10,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.67099,
"nc": 0.1
}
}
} {
"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": [
[
501291.8370023791,
312609.8122517616,
188682.0247506177,
1126503.205419576,
1121117.3372286214,
5385.8681909554
],
[
501.291837,
312.609812,
188.682025,
1126.503205,
1121.117337,
5.385868
],
[
0.295922,
0.184539,
0.111383,
0.148088,
0.147828,
0.003097
],
[
10,
10,
10,
10,
10,
10
],
[
-109784,
-91887,
-67705,
-2636099,
-1013710,
-1638252
],
[
1.497808,
1.638137,
1.364872,
1.130758,
1.286404,
1.001146
],
[
310,
155,
155,
310,
155,
155
],
[
137,
67,
70,
137,
67,
70
],
[
173,
88,
85,
173,
88,
85
],
[
44.193548,
43.225806,
45.16129,
44.193548,
43.225806,
45.16129
],
[
1.891393,
2.151582,
1.657345,
1.427892,
1.689605,
1.215677
],
[
79085,
79085,
49757,
848054,
848054,
648828
],
[
-33484,
-29526,
-33484,
-743959,
-577080,
-743959
],
[
10,
10,
11,
10,
10,
11
],
[
15,
15,
15,
15,
15,
15
],
[
7,
6,
7,
7,
6,
7
],
[
3344,
1637,
1707,
3344,
1637,
1707
],
[
21.711955,
44.711955,
21.711955,
21.711956,
44.711956,
21.711956
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
430218,
341222,
-43501,
-70943,
169698,
-574518
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3388,
"evaluation_days": 1694,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614081600000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760029512963,
"expiration_time": 1764402048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 10,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.67099,
"nc": 0.1
}
}
}
| # | 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) |
|---|