| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 522489.7925 | 306206.1782 | 216283.6143 | 2466724.3761 | 2741863.2467 | -275138.8706 |
| Total P&L (%) | 522.4898 | 306.2062 | 216.2836 | 2466.7244 | 2741.8632 | -275.1389 |
| Avg Daily Profit (%) | 0.308 | 0.1805 | 0.1275 | 0.1915 | 0.1975 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132914 | -57636 | -88506 | -9090918 | -4336644 | -5048293 |
| Profit Factor | 1.9706 | 2.1082 | 1.8255 | 1.1541 | 1.3457 | 0.9659 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
| Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Profitability (%) | 53.1746 | 49.2063 | 57.1429 | 53.1746 | 49.2063 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.7353 | 2.1762 | 1.3691 | 1.0163 | 1.3891 | 0.7245 |
| Largest Winning Trade | 128435 | 128435 | 52942 | 2725514 | 2725514 | 1036629 |
| Largest Losing Trade | -34001 | -23522 | -34001 | -2053267 | -2053267 | -1934843 |
| Avg Bars in Trades | 157 | 127 | 187 | 157 | 127 | 187 |
| Avg Bars in Winners | 205 | 161 | 243 | 205 | 161 | 243 |
| Avg Bars in Losers | 102 | 95 | 111 | 102 | 95 | 111 |
| Bars Traded | 19838 | 8057 | 11781 | 19838 | 8057 | 11781 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 484205 | -135525 | -166199 | -42330 | -138609 | -726532 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20355,
"evaluation_days": 1696.25,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615507200000,
"last_datapoint_time": 1760292000000,
"evaluation_time": 1760295391016,
"expiration_time": 1765568016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 128,
"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": [
[
522489.7925148616,
306206.1782385915,
216283.61427627,
2466724.376086735,
2741863.246672299,
-275138.8705855692
],
[
522.489793,
306.206178,
216.283614,
2466.724376,
2741.863247,
-275.138871
],
[
0.308026,
0.180519,
0.127507,
0.1915,
0.197515,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-132914,
-57636,
-88506,
-9090918,
-4336644,
-5048293
],
[
1.970592,
2.108196,
1.825477,
1.154078,
1.34568,
0.965939
],
[
126,
63,
63,
126,
63,
63
],
[
67,
31,
36,
67,
31,
36
],
[
59,
32,
27,
59,
32,
27
],
[
53.174603,
49.206349,
57.142857,
53.174603,
49.206349,
57.142857
],
[
1.735297,
2.176202,
1.369108,
1.016278,
1.389089,
0.724454
],
[
128435,
128435,
52942,
2725514,
2725514,
1036629
],
[
-34001,
-23522,
-34001,
-2053267,
-2053267,
-1934843
],
[
157,
127,
187,
157,
127,
187
],
[
205,
161,
243,
205,
161,
243
],
[
102,
95,
111,
102,
95,
111
],
[
19838,
8057,
11781,
19838,
8057,
11781
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
484205,
-135525,
-166199,
-42330,
-138609,
-726532
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20355,
"evaluation_days": 1696.25,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615507200000,
"last_datapoint_time": 1760292000000,
"evaluation_time": 1760295391016,
"expiration_time": 1765568016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 128,
"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) |
|---|