| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 248896.564 | 190303.679 | 58592.885 | 392729.5697 | 671215.1148 | -278485.5451 |
| Total P&L (%) | 248.8966 | 190.3037 | 58.5929 | 392.7296 | 671.2151 | -278.4855 |
| Avg Daily Profit (%) | 0.4779 | 0.3654 | 0.1125 | 0.3067 | 0.393 | 0 |
| Buy And Hold Return (%) | 53.2963 | 53.2963 | 53.2963 | 53.2963 | 53.2963 | 53.2963 |
| Max Trade Drawdown | -107766 | -29393 | -90618 | -1157638 | -373761 | -959612 |
| Profit Factor | 1.461 | 1.8659 | 1.183 | 1.1174 | 1.4716 | 0.8551 |
| Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
| Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Losing Trades | 124 | 61 | 63 | 124 | 61 | 63 |
| Profitability (%) | 47.234 | 47.8632 | 46.6102 | 47.234 | 47.8632 | 46.6102 |
| Ratio Avg Win / Avg Loss | 1.6321 | 2.0325 | 1.3551 | 1.2483 | 1.603 | 0.9795 |
| Largest Winning Trade | 55844 | 55844 | 28825 | 358276 | 358276 | 264846 |
| Largest Losing Trade | -24670 | -11553 | -24670 | -143381 | -143381 | -143308 |
| Avg Bars in Trades | 104 | 97 | 112 | 104 | 97 | 112 |
| Avg Bars in Winners | 129 | 114 | 144 | 129 | 114 | 144 |
| Avg Bars in Losers | 82 | 81 | 83 | 82 | 81 | 83 |
| Bars Traded | 24665 | 11437 | 13228 | 24665 | 11437 | 13228 |
| 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 | 364818 | 299850 | -198968 | -83256 | 370368 | -582905 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714971600000,
"first_datapoint_time": 1715328000000,
"last_datapoint_time": 1759969800000,
"evaluation_time": 1759971504974,
"expiration_time": 1766449800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 199,
"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": [
[
248896.5640465257,
190303.6790330398,
58592.8850134857,
392729.5696933036,
671215.1148025276,
-278485.5451092242
],
[
248.896564,
190.303679,
58.592885,
392.72957,
671.215115,
-278.485545
],
[
0.477884,
0.365385,
0.112499,
0.306671,
0.39299,
0
],
[
53.296296,
53.296296,
53.296296,
53.296296,
53.296296,
53.296296
],
[
-107766,
-29393,
-90618,
-1157638,
-373761,
-959612
],
[
1.461028,
1.865883,
1.183049,
1.117412,
1.471629,
0.855083
],
[
235,
117,
118,
235,
117,
118
],
[
111,
56,
55,
111,
56,
55
],
[
124,
61,
63,
124,
61,
63
],
[
47.234043,
47.863248,
46.610169,
47.234043,
47.863248,
46.610169
],
[
1.632139,
2.03248,
1.355129,
1.248281,
1.603024,
0.979458
],
[
55844,
55844,
28825,
358276,
358276,
264846
],
[
-24670,
-11553,
-24670,
-143381,
-143381,
-143308
],
[
104,
97,
112,
104,
97,
112
],
[
129,
114,
144,
129,
114,
144
],
[
82,
81,
83,
82,
81,
83
],
[
24665,
11437,
13228,
24665,
11437,
13228
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
364818,
299850,
-198968,
-83256,
370368,
-582905
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714971600000,
"first_datapoint_time": 1715328000000,
"last_datapoint_time": 1759969800000,
"evaluation_time": 1759971504974,
"expiration_time": 1766449800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 199,
"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) |
|---|