| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 444880.1383 | 254321.4017 | 190558.7366 | 1051118.1876 | 755096.8158 | 296021.3718 |
| Total P&L (%) | 444.8801 | 254.3214 | 190.5587 | 1051.1182 | 755.0968 | 296.0214 |
| Avg Daily Profit (%) | 0.2645 | 0.1512 | 0.1133 | 0.1454 | 0.1277 | 0.0819 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85546 | -109261 | -48740 | -983531 | -348578 | -689787 |
| Profit Factor | 1.6855 | 1.7466 | 1.6179 | 1.3749 | 1.5476 | 1.2078 |
| Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
| Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
| Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
| Profitability (%) | 42.0382 | 40.5063 | 43.5897 | 42.0382 | 40.5063 | 43.5897 |
| Ratio Avg Win / Avg Loss | 2.3239 | 2.5653 | 2.0938 | 1.8957 | 2.2731 | 1.563 |
| Largest Winning Trade | 100350 | 100350 | 54947 | 454071 | 454071 | 276889 |
| Largest Losing Trade | -22287 | -22287 | -21839 | -227607 | -204819 | -227607 |
| Avg Bars in Trades | 126 | 115 | 138 | 126 | 115 | 138 |
| Avg Bars in Winners | 202 | 193 | 211 | 202 | 193 | 211 |
| Avg Bars in Losers | 71 | 63 | 81 | 71 | 63 | 81 |
| Bars Traded | 19930 | 9146 | 10784 | 19930 | 9146 | 10784 |
| Profit Streak | 32.9494 | 32.9494 | 50.6994 | 32.9494 | 32.9494 | 50.6994 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 363143 | -19594 | -74663 | 64455 | -49581 | -119003 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20186,
"evaluation_days": 1682.17,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615197600000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759078026140,
"expiration_time": 1764307411200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 57,
"offset": 44
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 195,
"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": [
[
444880.1382671644,
254321.4016827808,
190558.7365843837,
1051118.1876039945,
755096.8157585504,
296021.3718454441
],
[
444.880138,
254.321402,
190.558737,
1051.118188,
755.096816,
296.021372
],
[
0.264468,
0.151187,
0.113281,
0.145354,
0.127657,
0.08185
],
[
10,
10,
10,
10,
10,
10
],
[
-85546,
-109261,
-48740,
-983531,
-348578,
-689787
],
[
1.685454,
1.746568,
1.617943,
1.374902,
1.54764,
1.20775
],
[
157,
79,
78,
157,
79,
78
],
[
66,
32,
34,
66,
32,
34
],
[
91,
47,
44,
91,
47,
44
],
[
42.038217,
40.506329,
43.589744,
42.038217,
40.506329,
43.589744
],
[
2.323883,
2.565272,
2.093808,
1.895698,
2.273097,
1.56297
],
[
100350,
100350,
54947,
454071,
454071,
276889
],
[
-22287,
-22287,
-21839,
-227607,
-204819,
-227607
],
[
126,
115,
138,
126,
115,
138
],
[
202,
193,
211,
202,
193,
211
],
[
71,
63,
81,
71,
63,
81
],
[
19930,
9146,
10784,
19930,
9146,
10784
],
[
32.949376,
32.949377,
50.699377,
32.949377,
32.949377,
50.699377
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
363143,
-19594,
-74663,
64455,
-49581,
-119003
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20186,
"evaluation_days": 1682.17,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615197600000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759078026140,
"expiration_time": 1764307411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 57,
"offset": 44
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 195,
"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) |
|---|