| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 600618.6248 | 365038.0632 | 235580.5616 | 3940512.4083 | 3537922.486 | 402589.9223 |
| Total P&L (%) | 600.6186 | 365.0381 | 235.5806 | 3940.5124 | 3537.9225 | 402.5899 |
| Avg Daily Profit (%) | 0.3542 | 0.2153 | 0.1389 | 0.2184 | 0.2122 | 0.0953 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74395 | -73083 | -71330 | -1672724 | -541853 | -1641011 |
| Profit Factor | 1.4594 | 1.5932 | 1.3404 | 1.4936 | 2.0666 | 1.0863 |
| Total Trades | 615 | 308 | 307 | 615 | 308 | 307 |
| Winning Trades | 209 | 100 | 109 | 209 | 100 | 109 |
| Losing Trades | 406 | 208 | 198 | 406 | 208 | 198 |
| Profitability (%) | 33.9837 | 32.4675 | 35.5049 | 33.9837 | 32.4675 | 35.5049 |
| Ratio Avg Win / Avg Loss | 2.8351 | 3.3139 | 2.4349 | 2.9015 | 4.2985 | 1.9733 |
| Largest Winning Trade | 63303 | 63303 | 54293 | 1284607 | 1284607 | 992370 |
| Largest Losing Trade | -15118 | -15101 | -15118 | -419381 | -277609 | -419381 |
| Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
| Avg Bars in Winners | 22 | 20 | 24 | 22 | 20 | 24 |
| Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
| Bars Traded | 6753 | 3105 | 3648 | 6753 | 3105 | 3648 |
| Profit Streak | 12.8012 | 12.8012 | 24.3012 | 12.8012 | 12.8012 | 24.3012 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355276 | 211127 | -9412 | 321008 | 259080 | -193575 |
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6783,
"evaluation_days": 1695.75,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614060000000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760231623509,
"expiration_time": 1764600984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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": [
[
600618.6247869434,
365038.0631514967,
235580.5616354473,
3940512.408283504,
3537922.4860089556,
402589.9222745481
],
[
600.618625,
365.038063,
235.580562,
3940.512408,
3537.922486,
402.589922
],
[
0.354191,
0.215266,
0.138924,
0.218369,
0.212166,
0.09526
],
[
10,
10,
10,
10,
10,
10
],
[
-74395,
-73083,
-71330,
-1672724,
-541853,
-1641011
],
[
1.459426,
1.593222,
1.340447,
1.493623,
2.066592,
1.086285
],
[
615,
308,
307,
615,
308,
307
],
[
209,
100,
109,
209,
100,
109
],
[
406,
208,
198,
406,
208,
198
],
[
33.98374,
32.467532,
35.504886,
33.98374,
32.467532,
35.504886
],
[
2.835057,
3.313901,
2.43494,
2.901488,
4.298511,
1.973252
],
[
63303,
63303,
54293,
1284607,
1284607,
992370
],
[
-15118,
-15101,
-15118,
-419381,
-277609,
-419381
],
[
10,
10,
11,
10,
10,
11
],
[
22,
20,
24,
22,
20,
24
],
[
5,
5,
5,
5,
5,
5
],
[
6753,
3105,
3648,
6753,
3105,
3648
],
[
12.801198,
12.801198,
24.301198,
12.801198,
12.801198,
24.301198
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355276,
211127,
-9412,
321008,
259080,
-193575
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6783,
"evaluation_days": 1695.75,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614060000000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760231623509,
"expiration_time": 1764600984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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) |
|---|