Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505269.2732 | 318061.8279 | 187207.4453 | 1755442.8882 | 2344335.4176 | -588892.5294 |
Total P&L (%) | 505.2693 | 318.0618 | 187.2074 | 1755.4429 | 2344.3354 | -588.8925 |
Avg Daily Profit (%) | 0.298 | 0.1876 | 0.1104 | 0.1724 | 0.1887 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121840 | -89687 | -93058 | -4443066 | -1546460 | -3570966 |
Profit Factor | 1.5469 | 1.7418 | 1.3782 | 1.1886 | 1.5681 | 0.8864 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 45.5253 | 44.9612 | 46.0938 | 45.5253 | 44.9612 | 46.0938 |
Ratio Avg Win / Avg Loss | 1.8511 | 2.1322 | 1.6118 | 1.4222 | 1.9196 | 1.0366 |
Largest Winning Trade | 58788 | 58788 | 57120 | 1737606 | 1737606 | 1286191 |
Largest Losing Trade | -33484 | -18672 | -33484 | -1126261 | -857679 | -1126261 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3357 | 1561 | 1796 | 3357 | 1561 | 1796 |
Profit Streak | 9.0083 | 47.0083 | 0 | 9.0083 | 47.0083 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436673 | 372289 | -45370 | -4766 | 370764 | -580567 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3391, "evaluation_days": 1695.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614859200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760184717714, "expiration_time": 1764535536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 28, "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": [ [ 505269.2732036881, 318061.8279183976, 187207.4452852907, 1755442.8882379043, 2344335.417645505, -588892.5294076012 ], [ 505.269273, 318.061828, 187.207445, 1755.442888, 2344.335418, -588.892529 ], [ 0.298006, 0.187592, 0.110414, 0.172411, 0.188698, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -121840, -89687, -93058, -4443066, -1546460, -3570966 ], [ 1.546949, 1.74179, 1.378182, 1.188553, 1.56812, 0.886393 ], [ 257, 129, 128, 257, 129, 128 ], [ 117, 58, 59, 117, 58, 59 ], [ 140, 71, 69, 140, 71, 69 ], [ 45.525292, 44.96124, 46.09375, 45.525292, 44.96124, 46.09375 ], [ 1.85105, 2.132192, 1.611772, 1.4222, 1.919595, 1.036629 ], [ 58788, 58788, 57120, 1737606, 1737606, 1286191 ], [ -33484, -18672, -33484, -1126261, -857679, -1126261 ], [ 13, 12, 14, 13, 12, 14 ], [ 18, 16, 20, 18, 16, 20 ], [ 8, 8, 8, 8, 8, 8 ], [ 3357, 1561, 1796, 3357, 1561, 1796 ], [ 9.008307, 47.008307, 0, 9.008307, 47.008307, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436673, 372289, -45370, -4766, 370764, -580567 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3391, "evaluation_days": 1695.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614859200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760184717714, "expiration_time": 1764535536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 28, "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) |
---|