| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 512733.0321 | 286757.0096 | 225976.0225 | 1979982.9734 | 1495560.9601 | 484422.0134 |
| Total P&L (%) | 512.733 | 286.757 | 225.976 | 1979.983 | 1495.561 | 484.422 |
| Avg Daily Profit (%) | 0.3041 | 0.17 | 0.134 | 0.1801 | 0.1644 | 0.1047 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84550 | -104263 | -61840 | -492707 | -257164 | -478845 |
| Profit Factor | 1.6418 | 1.7524 | 1.5409 | 1.7388 | 2.3066 | 1.3155 |
| Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
| Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
| Losing Trades | 160 | 85 | 75 | 160 | 85 | 75 |
| Profitability (%) | 38.4615 | 34.6154 | 42.3077 | 38.4615 | 34.6154 | 42.3077 |
| Ratio Avg Win / Avg Loss | 2.6268 | 3.3101 | 2.1012 | 2.7821 | 4.3569 | 1.7939 |
| Largest Winning Trade | 88884 | 88884 | 49393 | 543611 | 543611 | 387865 |
| Largest Losing Trade | -25579 | -18968 | -25579 | -205912 | -186720 | -205912 |
| Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
| Avg Bars in Winners | 32 | 34 | 31 | 32 | 34 | 31 |
| Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
| Bars Traded | 4899 | 2476 | 2423 | 4899 | 2476 | 2423 |
| Profit Streak | 15.2802 | 37.6136 | 0 | 15.2802 | 37.6136 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 351744 | 207437 | -14389 | 320356 | 259196 | -54776 |
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5059,
"evaluation_days": 1686.33,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1617062400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759387411951,
"expiration_time": 1763734176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 118,
"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": [
[
512733.0320672877,
286757.0095736893,
225976.0224935981,
1979982.973428254,
1495560.9600761402,
484422.0133521128
],
[
512.733032,
286.75701,
225.976022,
1979.982973,
1495.56096,
484.422013
],
[
0.304053,
0.170048,
0.134005,
0.180135,
0.164386,
0.104747
],
[
10,
10,
10,
10,
10,
10
],
[
-84550,
-104263,
-61840,
-492707,
-257164,
-478845
],
[
1.641767,
1.75239,
1.540857,
1.738796,
2.30659,
1.315505
],
[
260,
130,
130,
260,
130,
130
],
[
100,
45,
55,
100,
45,
55
],
[
160,
85,
75,
160,
85,
75
],
[
38.461538,
34.615385,
42.307692,
38.461538,
34.615385,
42.307692
],
[
2.626828,
3.310071,
2.101168,
2.782073,
4.356892,
1.793871
],
[
88884,
88884,
49393,
543611,
543611,
387865
],
[
-25579,
-18968,
-25579,
-205912,
-186720,
-205912
],
[
18,
19,
18,
18,
19,
18
],
[
32,
34,
31,
32,
34,
31
],
[
10,
10,
9,
10,
10,
9
],
[
4899,
2476,
2423,
4899,
2476,
2423
],
[
15.280231,
37.613564,
0,
15.280231,
37.613564,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
351744,
207437,
-14389,
320356,
259196,
-54776
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5059,
"evaluation_days": 1686.33,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1617062400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759387411951,
"expiration_time": 1763734176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 118,
"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) |
|---|