Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458452.1927 | 268104.077 | 190348.1157 | 544153.3146 | 66602.3326 | 477550.9819 |
Total P&L (%) | 458.4522 | 268.1041 | 190.3481 | 544.1533 | 66.6023 | 477.551 |
Avg Daily Profit (%) | 0.2719 | 0.159 | 0.1129 | 0.1105 | 0.0303 | 0.1041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95929 | -106967 | -47140 | -869979 | -557293 | -368759 |
Profit Factor | 2.0573 | 1.8455 | 2.6337 | 1.23 | 1.0393 | 1.7103 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 59.4203 | 47.0588 | 71.4286 | 59.4203 | 47.0588 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.405 | 2.0762 | 1.0535 | 0.84 | 1.1692 | 0.6841 |
Largest Winning Trade | 141152 | 141152 | 49744 | 556371 | 556371 | 319111 |
Largest Losing Trade | -58802 | -58802 | -41394 | -362765 | -362765 | -344392 |
Avg Bars in Trades | 69 | 97 | 41 | 69 | 97 | 41 |
Avg Bars in Winners | 63 | 89 | 47 | 63 | 89 | 47 |
Avg Bars in Losers | 76 | 104 | 26 | 76 | 104 | 26 |
Bars Traded | 4767 | 3312 | 1455 | 4767 | 3312 | 1455 |
Profit Streak | 164.8851 | 171.5518 | 164.8851 | 164.8851 | 171.5518 | 164.8851 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92303 | 394804 | -34240 | -150345 | -329726 | -49467 |
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5058, "evaluation_days": 1686, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1617120000000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759353274889, "expiration_time": 1763704512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 98, "offset": 0, "std": 1.28605 } }, "second_band": { "type": "bbl", "factors": { "length": 228, "offset": 0, "std": 1.07591 } } }
{ "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": [ [ 458452.1926792104, 268104.077011077, 190348.1156681331, 544153.3145706906, 66602.3326379673, 477550.9819327233 ], [ 458.452193, 268.104077, 190.348116, 544.153315, 66.602333, 477.550982 ], [ 0.271917, 0.159018, 0.112899, 0.110545, 0.03028, 0.104065 ], [ 10, 10, 10, 10, 10, 10 ], [ -95929, -106967, -47140, -869979, -557293, -368759 ], [ 2.057312, 1.845528, 2.633657, 1.23003, 1.039333, 1.710349 ], [ 69, 34, 35, 69, 34, 35 ], [ 41, 16, 25, 41, 16, 25 ], [ 28, 18, 10, 28, 18, 10 ], [ 59.42029, 47.058824, 71.428571, 59.42029, 47.058824, 71.428571 ], [ 1.404994, 2.076219, 1.053463, 0.84002, 1.169249, 0.68414 ], [ 141152, 141152, 49744, 556371, 556371, 319111 ], [ -58802, -58802, -41394, -362765, -362765, -344392 ], [ 69, 97, 41, 69, 97, 41 ], [ 63, 89, 47, 63, 89, 47 ], [ 76, 104, 26, 76, 104, 26 ], [ 4767, 3312, 1455, 4767, 3312, 1455 ], [ 164.885126, 171.551793, 164.885126, 164.885126, 171.551793, 164.885126 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -92303, 394804, -34240, -150345, -329726, -49467 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5058, "evaluation_days": 1686, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1617120000000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759353274889, "expiration_time": 1763704512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 98, "offset": 0, "std": 1.28605 } }, "second_band": { "type": "bbl", "factors": { "length": 228, "offset": 0, "std": 1.07591 } } }
# | 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) |
---|