| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 160512.8841 | 108777.8796 | 51735.0044 | 212809.6685 | 177713.0789 | 35096.5896 |
| Total P&L (%) | 160.5129 | 108.7779 | 51.735 | 212.8097 | 177.7131 | 35.0966 |
| Avg Daily Profit (%) | 0.6164 | 0.4177 | 0.1987 | 0.4389 | 0.393 | 0.1156 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -35188 | -23103 | -33066 | -124480 | -52260 | -108452 |
| Profit Factor | 1.7005 | 2.0349 | 1.4172 | 1.3315 | 1.6103 | 1.1001 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Profitability (%) | 45.3782 | 44.0678 | 46.6667 | 45.3782 | 44.0678 | 46.6667 |
| Ratio Avg Win / Avg Loss | 2.0469 | 2.5827 | 1.6196 | 1.6028 | 2.0438 | 1.2572 |
| Largest Winning Trade | 63590 | 63590 | 29053 | 104972 | 104972 | 75234 |
| Largest Losing Trade | -13332 | -9341 | -13332 | -31477 | -28918 | -31477 |
| Avg Bars in Trades | 206 | 187 | 225 | 206 | 187 | 225 |
| Avg Bars in Winners | 342 | 311 | 370 | 342 | 311 | 370 |
| Avg Bars in Losers | 93 | 90 | 97 | 93 | 90 | 97 |
| Bars Traded | 24592 | 11085 | 13507 | 24592 | 11085 | 13507 |
| Profit Streak | 3.0459 | 0 | 12.4938 | 3.0459 | 0 | 12.4938 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 375121 | -167033 | -162059 | 254462 | -168064 | -322164 |
{
"trading_pair": "CAKE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736922600000,
"first_datapoint_time": 1737143100000,
"last_datapoint_time": 1759421700000,
"evaluation_time": 1759422062110,
"expiration_time": 1765901700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 122,
"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": [
[
160512.884053064,
108777.8796302377,
51735.0044228262,
212809.6684938747,
177713.078910978,
35096.5895828966
],
[
160.512884,
108.77788,
51.735004,
212.809668,
177.713079,
35.09659
],
[
0.616362,
0.417702,
0.19866,
0.438878,
0.39299,
0.11558
],
[
10,
10,
10,
10,
10,
10
],
[
-35188,
-23103,
-33066,
-124480,
-52260,
-108452
],
[
1.700539,
2.034892,
1.417159,
1.331525,
1.610254,
1.100076
],
[
119,
59,
60,
119,
59,
60
],
[
54,
26,
28,
54,
26,
28
],
[
65,
33,
32,
65,
33,
32
],
[
45.378151,
44.067797,
46.666667,
45.378151,
44.067797,
46.666667
],
[
2.046945,
2.582747,
1.619611,
1.602761,
2.043784,
1.257229
],
[
63590,
63590,
29053,
104972,
104972,
75234
],
[
-13332,
-9341,
-13332,
-31477,
-28918,
-31477
],
[
206,
187,
225,
206,
187,
225
],
[
342,
311,
370,
342,
311,
370
],
[
93,
90,
97,
93,
90,
97
],
[
24592,
11085,
13507,
24592,
11085,
13507
],
[
3.045858,
0,
12.493774,
3.045858,
0,
12.493774
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
375121,
-167033,
-162059,
254462,
-168064,
-322164
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736922600000,
"first_datapoint_time": 1737143100000,
"last_datapoint_time": 1759421700000,
"evaluation_time": 1759422062110,
"expiration_time": 1765901700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 122,
"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) |
|---|