Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562334.0863 | 327608.7896 | 234725.2968 | 3002716.2613 | 2210302.5161 | 792413.7452 |
Total P&L (%) | 562.3341 | 327.6088 | 234.7253 | 3002.7163 | 2210.3025 | 792.4137 |
Avg Daily Profit (%) | 0.3335 | 0.1943 | 0.1392 | 0.2039 | 0.1864 | 0.1299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84550 | -104238 | -77810 | -598599 | -371116 | -658836 |
Profit Factor | 1.6856 | 1.8429 | 1.5439 | 1.7476 | 2.299 | 1.3423 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 108 | 47 | 61 | 108 | 47 | 61 |
Losing Trades | 171 | 93 | 78 | 171 | 93 | 78 |
Profitability (%) | 38.7097 | 33.5714 | 43.8849 | 38.7097 | 33.5714 | 43.8849 |
Ratio Avg Win / Avg Loss | 2.6689 | 3.6466 | 1.9742 | 2.767 | 4.5492 | 1.7163 |
Largest Winning Trade | 88840 | 88840 | 50369 | 776240 | 776240 | 550861 |
Largest Losing Trade | -25579 | -17739 | -25579 | -323641 | -194804 | -323641 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 4998 | 2572 | 2426 | 4998 | 2572 | 2426 |
Profit Streak | 14.8851 | 37.5518 | 0 | 14.8851 | 37.5518 | 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 | 371033 | 207518 | -6780 | 335462 | 251775 | -20017 |
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5058, "evaluation_days": 1686, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614297600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759353274489, "expiration_time": 1763704512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ohlc4", "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": [ [ 562334.086309453, 327608.7895528082, 234725.2967566444, 3002716.261337737, 2210302.5161246965, 792413.7452130421 ], [ 562.334086, 327.60879, 234.725297, 3002.716261, 2210.302516, 792.413745 ], [ 0.333531, 0.194311, 0.13922, 0.203936, 0.186411, 0.129904 ], [ 10, 10, 10, 10, 10, 10 ], [ -84550, -104238, -77810, -598599, -371116, -658836 ], [ 1.685608, 1.842922, 1.543926, 1.747561, 2.299046, 1.342265 ], [ 279, 140, 139, 279, 140, 139 ], [ 108, 47, 61, 108, 47, 61 ], [ 171, 93, 78, 171, 93, 78 ], [ 38.709677, 33.571429, 43.884892, 38.709677, 33.571429, 43.884892 ], [ 2.66888, 3.646632, 1.974201, 2.766971, 4.549177, 1.716339 ], [ 88840, 88840, 50369, 776240, 776240, 550861 ], [ -25579, -17739, -25579, -323641, -194804, -323641 ], [ 17, 18, 17, 17, 18, 17 ], [ 31, 34, 29, 31, 34, 29 ], [ 9, 10, 8, 9, 10, 8 ], [ 4998, 2572, 2426, 4998, 2572, 2426 ], [ 14.885121, 37.551788, 0, 14.885121, 37.551788, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 371033, 207518, -6780, 335462, 251775, -20017 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5058, "evaluation_days": 1686, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614297600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759353274489, "expiration_time": 1763704512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ohlc4", "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) |
---|