Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502129.1347 | 288662.0051 | 213467.1296 | 2016918.9671 | 1609474.502 | 407444.4651 |
Total P&L (%) | 502.1291 | 288.662 | 213.4671 | 2016.919 | 1609.4745 | 407.4445 |
Avg Daily Profit (%) | 0.2979 | 0.1712 | 0.1266 | 0.1813 | 0.1685 | 0.0964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82854 | -122136 | -85308 | -1924133 | -737611 | -1560662 |
Profit Factor | 1.624 | 1.7379 | 1.5163 | 1.3813 | 1.7069 | 1.1352 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Profitability (%) | 42.1687 | 40.8 | 43.5484 | 42.1687 | 40.8 | 43.5484 |
Ratio Avg Win / Avg Loss | 2.2273 | 2.5217 | 1.9656 | 1.8943 | 2.4766 | 1.4716 |
Largest Winning Trade | 71077 | 71077 | 50199 | 1088985 | 1088985 | 856862 |
Largest Losing Trade | -31557 | -14749 | -31557 | -266044 | -237090 | -266044 |
Avg Bars in Trades | 80 | 79 | 80 | 80 | 79 | 80 |
Avg Bars in Winners | 122 | 120 | 124 | 122 | 120 | 124 |
Avg Bars in Losers | 49 | 51 | 47 | 49 | 51 | 47 |
Bars Traded | 19981 | 9976 | 10005 | 19981 | 9976 | 10005 |
Profit Streak | 14.2221 | 37.2221 | 0 | 14.2221 | 37.2221 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388817 | 282929 | -24175 | 303143 | 294938 | -138772 |
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{ "first_band": { "type": "t3", "factors": { "length": 70, "offset": 0, "a": 0.66033 } }, "second_band": { "type": "ssf", "factors": { "length": 50, "offset": 0, "poles": 2 } } }
{ "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": [ [ 502129.13469897, 288662.0050678573, 213467.1296311128, 2016918.9670652752, 1609474.5019569695, 407444.4651083042 ], [ 502.129135, 288.662005, 213.46713, 2016.918967, 1609.474502, 407.444465 ], [ 0.297881, 0.171245, 0.126636, 0.181252, 0.168548, 0.096401 ], [ 10, 10, 10, 10, 10, 10 ], [ -82854, -122136, -85308, -1924133, -737611, -1560662 ], [ 1.624046, 1.737945, 1.516288, 1.381285, 1.70685, 1.135237 ], [ 249, 125, 124, 249, 125, 124 ], [ 105, 51, 54, 105, 51, 54 ], [ 144, 74, 70, 144, 74, 70 ], [ 42.168675, 40.8, 43.548387, 42.168675, 40.8, 43.548387 ], [ 2.227263, 2.521724, 1.965559, 1.894333, 2.476605, 1.471603 ], [ 71077, 71077, 50199, 1088985, 1088985, 856862 ], [ -31557, -14749, -31557, -266044, -237090, -266044 ], [ 80, 79, 80, 80, 79, 80 ], [ 122, 120, 124, 122, 120, 124 ], [ 49, 51, 47, 49, 51, 47 ], [ 19981, 9976, 10005, 19981, 9976, 10005 ], [ 14.222068, 37.222068, 0, 14.222068, 37.222068, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 388817, 282929, -24175, 303143, 294938, -138772 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20228, "evaluation_days": 1685.67, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614211200000, "last_datapoint_time": 1759377600000, "evaluation_time": 1759382386685, "expiration_time": 1764620697600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 70, "offset": 0, "a": 0.66033 } }, "second_band": { "type": "ssf", "factors": { "length": 50, "offset": 0, "poles": 2 } } }
# | 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) |
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