Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271469.7293 | 168853.741 | 102615.9883 | 715769.373 | 631378.8757 | 84390.4973 |
Total P&L (%) | 271.4697 | 168.8537 | 102.616 | 715.7694 | 631.3789 | 84.3905 |
Avg Daily Profit (%) | 0.5212 | 0.3242 | 0.197 | 0.4038 | 0.3828 | 0.1176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53241 | -18823 | -43677 | -631782 | -222295 | -540345 |
Profit Factor | 2.2304 | 2.6508 | 1.8671 | 1.4634 | 1.9666 | 1.0947 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 43.8095 | 45.283 | 42.3077 | 43.8095 | 45.283 | 42.3077 |
Ratio Avg Win / Avg Loss | 2.8607 | 3.203 | 2.546 | 1.8769 | 2.3763 | 1.4927 |
Largest Winning Trade | 66166 | 66166 | 34183 | 371634 | 371634 | 278669 |
Largest Losing Trade | -8852 | -7645 | -8852 | -111221 | -94033 | -111221 |
Avg Bars in Trades | 232 | 215 | 250 | 232 | 215 | 250 |
Avg Bars in Winners | 404 | 360 | 452 | 404 | 360 | 452 |
Avg Bars in Losers | 99 | 96 | 102 | 99 | 96 | 102 |
Bars Traded | 24458 | 11447 | 13011 | 24458 | 11447 | 13011 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428924 | -168719 | -172476 | 333940 | -169122 | -336090 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714302000000, "first_datapoint_time": 1714685400000, "last_datapoint_time": 1759300200000, "evaluation_time": 1759301692722, "expiration_time": 1765780200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 214, "offset": 0, "scalar": 4 } }, "second_band": { "type": "zlma", "factors": { "length": 136, "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": [ [ 271469.7292632496, 168853.7409972597, 102615.9882659898, 715769.3729924642, 631378.8756502845, 84390.4973421796 ], [ 271.469729, 168.853741, 102.615988, 715.769373, 631.378876, 84.390497 ], [ 0.521225, 0.324201, 0.197024, 0.403816, 0.382767, 0.117552 ], [ 10, 10, 10, 10, 10, 10 ], [ -53241, -18823, -43677, -631782, -222295, -540345 ], [ 2.230407, 2.650773, 1.867081, 1.463361, 1.966594, 1.094657 ], [ 105, 53, 52, 105, 53, 52 ], [ 46, 24, 22, 46, 24, 22 ], [ 59, 29, 30, 59, 29, 30 ], [ 43.809524, 45.283019, 42.307692, 43.809524, 45.283019, 42.307692 ], [ 2.860739, 3.203017, 2.54602, 1.876919, 2.376301, 1.492715 ], [ 66166, 66166, 34183, 371634, 371634, 278669 ], [ -8852, -7645, -8852, -111221, -94033, -111221 ], [ 232, 215, 250, 232, 215, 250 ], [ 404, 360, 452, 404, 360, 452 ], [ 99, 96, 102, 99, 96, 102 ], [ 24458, 11447, 13011, 24458, 11447, 13011 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 428924, -168719, -172476, 333940, -169122, -336090 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714302000000, "first_datapoint_time": 1714685400000, "last_datapoint_time": 1759300200000, "evaluation_time": 1759301692722, "expiration_time": 1765780200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 214, "offset": 0, "scalar": 4 } }, "second_band": { "type": "zlma", "factors": { "length": 136, "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) |
---|