| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 418384.3109 | 250784.7733 | 167599.5376 | 776787.7052 | 838966.1347 | -62178.4295 |
| Total P&L (%) | 418.3843 | 250.7848 | 167.5995 | 776.7877 | 838.9661 | -62.1784 |
| Avg Daily Profit (%) | 0.2493 | 0.1494 | 0.0999 | 0.1295 | 0.1336 | -0.0579 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -92336 | -90977 | -64917 | -1518316 | -390058 | -1159077 |
| Profit Factor | 1.5678 | 1.686 | 1.4514 | 1.249 | 1.6837 | 0.9672 |
| Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
| Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
| Losing Trades | 113 | 61 | 52 | 113 | 61 | 52 |
| Profitability (%) | 42.0513 | 37.7551 | 46.3918 | 42.0513 | 37.7551 | 46.3918 |
| Ratio Avg Win / Avg Loss | 2.1605 | 2.7797 | 1.6771 | 1.7211 | 2.7758 | 1.1176 |
| Largest Winning Trade | 91767 | 91767 | 52672 | 431725 | 427921 | 431725 |
| Largest Losing Trade | -23841 | -19803 | -23841 | -351628 | -276170 | -351628 |
| Avg Bars in Trades | 102 | 91 | 113 | 102 | 91 | 113 |
| Avg Bars in Winners | 160 | 143 | 175 | 160 | 143 | 175 |
| Avg Bars in Losers | 60 | 59 | 60 | 60 | 59 | 60 |
| Bars Traded | 19991 | 8944 | 11047 | 19991 | 8944 | 11047 |
| Profit Streak | 7.1992 | 9.3659 | 0 | 7.1992 | 9.3659 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 341490 | 189443 | -59216 | -20277 | -15518 | -580809 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20137,
"evaluation_days": 1678.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614592800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758811610533,
"expiration_time": 1763941910400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 143,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 123,
"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": [
[
418384.3108900756,
250784.7732592766,
167599.5376307992,
776787.7051922593,
838966.1347027946,
-62178.4295105357
],
[
418.384311,
250.784773,
167.599538,
776.787705,
838.966135,
-62.17843
],
[
0.249323,
0.149447,
0.099876,
0.129463,
0.133552,
-0.057924
],
[
10,
10,
10,
10,
10,
10
],
[
-92336,
-90977,
-64917,
-1518316,
-390058,
-1159077
],
[
1.567792,
1.686045,
1.451373,
1.248974,
1.683695,
0.967151
],
[
195,
98,
97,
195,
98,
97
],
[
82,
37,
45,
82,
37,
45
],
[
113,
61,
52,
113,
61,
52
],
[
42.051282,
37.755102,
46.391753,
42.051282,
37.755102,
46.391753
],
[
2.160494,
2.779695,
1.677142,
1.721146,
2.775822,
1.117597
],
[
91767,
91767,
52672,
431725,
427921,
431725
],
[
-23841,
-19803,
-23841,
-351628,
-276170,
-351628
],
[
102,
91,
113,
102,
91,
113
],
[
160,
143,
175,
160,
143,
175
],
[
60,
59,
60,
60,
59,
60
],
[
19991,
8944,
11047,
19991,
8944,
11047
],
[
7.199196,
9.365862,
0,
7.199196,
9.365863,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341490,
189443,
-59216,
-20277,
-15518,
-580809
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20137,
"evaluation_days": 1678.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614592800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758811610533,
"expiration_time": 1763941910400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 143,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 123,
"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) |
|---|