| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 358709.4343 | 222306.4333 | 136403.001 | 356254.3067 | 331199.0414 | 25055.2653 |
| Total P&L (%) | 358.7094 | 222.3064 | 136.403 | 356.2543 | 331.199 | 25.0553 |
| Avg Daily Profit (%) | 0.2128 | 0.1319 | 0.0809 | 0.0901 | 0.0868 | 0.0133 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76097 | -90584 | -69760 | -500813 | -216005 | -360312 |
| Profit Factor | 1.348 | 1.4397 | 1.2598 | 1.1255 | 1.2359 | 1.0175 |
| Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
| Winning Trades | 209 | 103 | 106 | 209 | 103 | 106 |
| Losing Trades | 237 | 120 | 117 | 237 | 120 | 117 |
| Profitability (%) | 46.861 | 46.1883 | 47.5336 | 46.861 | 46.1883 | 47.5336 |
| Ratio Avg Win / Avg Loss | 1.5286 | 1.6773 | 1.3905 | 1.2763 | 1.4398 | 1.1231 |
| Largest Winning Trade | 78938 | 78938 | 57635 | 172124 | 172124 | 124972 |
| Largest Losing Trade | -23877 | -21521 | -23877 | -98856 | -98856 | -90635 |
| Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
| Avg Bars in Winners | 60 | 55 | 64 | 60 | 55 | 64 |
| Avg Bars in Losers | 31 | 29 | 32 | 31 | 29 | 32 |
| Bars Traded | 19912 | 9248 | 10664 | 19912 | 9248 | 10664 |
| Profit Streak | 15.0784 | 33.495 | 0 | 15.0784 | 33.495 | 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 | 392949 | -14304 | -85402 | -153429 | -76869 | -380324 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20224,
"evaluation_days": 1685.33,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615154400000,
"last_datapoint_time": 1759348800000,
"evaluation_time": 1759355570937,
"expiration_time": 1764590860800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
358709.4342751396,
222306.4332898836,
136403.0009852561,
356254.3066527366,
331199.0413881739,
25055.2652645626
],
[
358.709434,
222.306433,
136.403001,
356.254307,
331.199041,
25.055265
],
[
0.212842,
0.131907,
0.080935,
0.090105,
0.086751,
0.013267
],
[
10,
10,
10,
10,
10,
10
],
[
-76097,
-90584,
-69760,
-500813,
-216005,
-360312
],
[
1.348025,
1.439711,
1.259753,
1.125516,
1.235854,
1.017471
],
[
446,
223,
223,
446,
223,
223
],
[
209,
103,
106,
209,
103,
106
],
[
237,
120,
117,
237,
120,
117
],
[
46.860987,
46.188341,
47.533632,
46.860987,
46.188341,
47.533632
],
[
1.528621,
1.677333,
1.390482,
1.276303,
1.439829,
1.123058
],
[
78938,
78938,
57635,
172124,
172124,
124972
],
[
-23877,
-21521,
-23877,
-98856,
-98856,
-90635
],
[
44,
41,
47,
44,
41,
47
],
[
60,
55,
64,
60,
55,
64
],
[
31,
29,
32,
31,
29,
32
],
[
19912,
9248,
10664,
19912,
9248,
10664
],
[
15.078367,
33.495034,
0,
15.078367,
33.495034,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392949,
-14304,
-85402,
-153429,
-76869,
-380324
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20224,
"evaluation_days": 1685.33,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615154400000,
"last_datapoint_time": 1759348800000,
"evaluation_time": 1759355570937,
"expiration_time": 1764590860800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|