Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417183.0091 | 318879.2155 | 98303.7937 | 314095.4407 | 482571.0687 | -168475.628 |
Total P&L (%) | 417.183 | 318.8792 | 98.3038 | 314.0954 | 482.5711 | -168.4756 |
Avg Daily Profit (%) | 0.2464 | 0.1884 | 0.0581 | 0.084 | 0.1041 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188732 | -159223 | -79928 | -480256 | -178294 | -325965 |
Profit Factor | 1.3268 | 1.5216 | 1.1478 | 1.1288 | 1.4532 | 0.8773 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 165 | 78 | 87 | 165 | 78 | 87 |
Losing Trades | 212 | 110 | 102 | 212 | 110 | 102 |
Profitability (%) | 43.7666 | 41.4894 | 46.0317 | 43.7666 | 41.4894 | 46.0317 |
Ratio Avg Win / Avg Loss | 1.7048 | 2.1459 | 1.3457 | 1.4504 | 2.0494 | 1.0286 |
Largest Winning Trade | 93029 | 93029 | 60605 | 182077 | 182077 | 98697 |
Largest Losing Trade | -34652 | -22967 | -34652 | -121895 | -104335 | -121895 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 6732 | 3537 | 3195 | 6732 | 3537 | 3195 |
Profit Streak | 0 | 16.1451 | 0 | 0 | 16.1451 | 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 | 331244 | 289607 | -174173 | -159851 | -53839 | -579942 |
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6772, "evaluation_days": 1693, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614405600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759980533675, "expiration_time": 1764356256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 33, "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": [ [ 417183.0091069988, 318879.2154534452, 98303.7936535534, 314095.4407179746, 482571.0687392312, -168475.6280212566 ], [ 417.183009, 318.879215, 98.303794, 314.095441, 482.571069, -168.475628 ], [ 0.246416, 0.188352, 0.058065, 0.083965, 0.104146, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -188732, -159223, -79928, -480256, -178294, -325965 ], [ 1.326827, 1.521629, 1.147792, 1.128822, 1.453227, 0.877336 ], [ 377, 188, 189, 377, 188, 189 ], [ 165, 78, 87, 165, 78, 87 ], [ 212, 110, 102, 212, 110, 102 ], [ 43.766578, 41.489362, 46.031746, 43.766578, 41.489362, 46.031746 ], [ 1.704772, 2.145887, 1.345687, 1.450365, 2.049423, 1.028601 ], [ 93029, 93029, 60605, 182077, 182077, 98697 ], [ -34652, -22967, -34652, -121895, -104335, -121895 ], [ 17, 18, 16, 17, 18, 16 ], [ 23, 25, 22, 23, 25, 22 ], [ 13, 14, 12, 13, 14, 12 ], [ 6732, 3537, 3195, 6732, 3537, 3195 ], [ 0, 16.145066, 0, 0, 16.145066, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331244, 289607, -174173, -159851, -53839, -579942 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6772, "evaluation_days": 1693, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614405600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759980533675, "expiration_time": 1764356256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 33, "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) |
---|