| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 115999.7188 | 126363.9211 | -10364.2022 | 120984.7553 | 144914.206 | -23929.4508 |
| Total P&L (%) | 115.9997 | 126.3639 | -10.3642 | 120.9848 | 144.9142 | -23.9295 |
| Avg Daily Profit (%) | 0.4454 | 0.4852 | -0.0398 | 0.3049 | 0.3446 | -0.105 |
| Buy And Hold Return (%) | 31.6084 | 31.6084 | 31.6084 | 31.6084 | 31.6084 | 31.6084 |
| Max Trade Drawdown | -40792 | -40961 | -14381 | -80128 | -73610 | -29004 |
| Profit Factor | 1.6688 | 1.8699 | 0.6323 | 1.39 | 1.5595 | 0.5332 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
| Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
| Profitability (%) | 45.2632 | 48.9362 | 41.6667 | 45.2632 | 48.9362 | 41.6667 |
| Ratio Avg Win / Avg Loss | 2.0181 | 1.9512 | 0.8851 | 1.6809 | 1.6274 | 0.7465 |
| Largest Winning Trade | 49528 | 49528 | 3854 | 66687 | 66687 | 4911 |
| Largest Losing Trade | -25659 | -25659 | -4406 | -44342 | -44342 | -9650 |
| Avg Bars in Trades | 247 | 492 | 8 | 247 | 492 | 8 |
| Avg Bars in Winners | 279 | 518 | 6 | 279 | 518 | 6 |
| Avg Bars in Losers | 220 | 467 | 9 | 220 | 467 | 9 |
| Bars Traded | 23526 | 23134 | 392 | 23526 | 23134 | 392 |
| Profit Streak | 0 | 5.8158 | 0 | 0 | 5.8158 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 265676 | 372835 | -584492 | 176505 | 320676 | -584769 |
{
"trading_pair": "CAKE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737706500000,
"first_datapoint_time": 1737732600000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760205888683,
"expiration_time": 1766685600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 30,
"offset": 0,
"std": 3.91888
}
}
} {
"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": [
[
115999.7188421923,
126363.9210732011,
-10364.2022310087,
120984.755268578,
144914.2060186738,
-23929.4507500958
],
[
115.999719,
126.363921,
-10.364202,
120.984755,
144.914206,
-23.929451
],
[
0.445433,
0.485231,
-0.039798,
0.304943,
0.344551,
-0.104971
],
[
31.608392,
31.608392,
31.608392,
31.608392,
31.608392,
31.608392
],
[
-40792,
-40961,
-14381,
-80128,
-73610,
-29004
],
[
1.668825,
1.869943,
0.63225,
1.389958,
1.559544,
0.533215
],
[
95,
47,
48,
95,
47,
48
],
[
43,
23,
20,
43,
23,
20
],
[
52,
24,
28,
52,
24,
28
],
[
45.263158,
48.93617,
41.666667,
45.263158,
48.93617,
41.666667
],
[
2.018113,
1.951244,
0.885149,
1.680879,
1.62735,
0.746501
],
[
49528,
49528,
3854,
66687,
66687,
4911
],
[
-25659,
-25659,
-4406,
-44342,
-44342,
-9650
],
[
247,
492,
8,
247,
492,
8
],
[
279,
518,
6,
279,
518,
6
],
[
220,
467,
9,
220,
467,
9
],
[
23526,
23134,
392,
23526,
23134,
392
],
[
0,
5.815841,
0,
0,
5.815841,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
265676,
372835,
-584492,
176505,
320676,
-584769
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737706500000,
"first_datapoint_time": 1737732600000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760205888683,
"expiration_time": 1766685600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 30,
"offset": 0,
"std": 3.91888
}
}
}
| # | 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) |
|---|