| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 567739.4722 | 329967.9189 | 237771.5533 | 3187259.2395 | 2339742.3707 | 847516.8688 |
| Total P&L (%) | 567.7395 | 329.9679 | 237.7716 | 3187.2592 | 2339.7424 | 847.5169 |
| Avg Daily Profit (%) | 0.3369 | 0.1958 | 0.1411 | 0.2075 | 0.1897 | 0.1335 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84550 | -99917 | -77810 | -629386 | -390203 | -684412 |
| Profit Factor | 1.6894 | 1.8461 | 1.5485 | 1.7471 | 2.2746 | 1.3487 |
| Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
| Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
| Losing Trades | 178 | 96 | 82 | 178 | 96 | 82 |
| Profitability (%) | 38.4083 | 33.7931 | 43.0556 | 38.4083 | 33.7931 | 43.0556 |
| Ratio Avg Win / Avg Loss | 2.7092 | 3.6168 | 2.048 | 2.8016 | 4.4564 | 1.7837 |
| Largest Winning Trade | 88840 | 88840 | 50369 | 816163 | 816163 | 579193 |
| Largest Losing Trade | -25579 | -17739 | -25579 | -340287 | -204822 | -340287 |
| Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
| Avg Bars in Winners | 30 | 33 | 28 | 30 | 33 | 28 |
| Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
| Bars Traded | 4998 | 2576 | 2422 | 4998 | 2576 | 2422 |
| Profit Streak | 14.2463 | 36.913 | 0 | 14.2463 | 36.913 | 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 | 370217 | 211787 | -4577 | 334400 | 254693 | -15472 |
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5056,
"evaluation_days": 1685.33,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614297600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759298083871,
"expiration_time": 1763645184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
567739.4721861207,
329967.9188786645,
237771.5533074556,
3187259.2395185,
2339742.3706991286,
847516.8688193704
],
[
567.739472,
329.967919,
237.771553,
3187.25924,
2339.742371,
847.516869
],
[
0.336871,
0.195788,
0.141083,
0.207453,
0.189726,
0.133515
],
[
10,
10,
10,
10,
10,
10
],
[
-84550,
-99917,
-77810,
-629386,
-390203,
-684412
],
[
1.689446,
1.846086,
1.54852,
1.747073,
2.274625,
1.348673
],
[
289,
145,
144,
289,
145,
144
],
[
111,
49,
62,
111,
49,
62
],
[
178,
96,
82,
178,
96,
82
],
[
38.408304,
33.793103,
43.055556,
38.408304,
33.793103,
43.055556
],
[
2.709202,
3.616822,
2.048043,
2.801613,
4.456409,
1.783728
],
[
88840,
88840,
50369,
816163,
816163,
579193
],
[
-25579,
-17739,
-25579,
-340287,
-204822,
-340287
],
[
17,
17,
16,
17,
17,
16
],
[
30,
33,
28,
30,
33,
28
],
[
8,
9,
7,
8,
9,
7
],
[
4998,
2576,
2422,
4998,
2576,
2422
],
[
14.246341,
36.913008,
0,
14.246341,
36.913008,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
370217,
211787,
-4577,
334400,
254693,
-15472
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5056,
"evaluation_days": 1685.33,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614297600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759298083871,
"expiration_time": 1763645184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|