| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 511037.863 | 325205.1783 | 185832.6847 | 1495717.8746 | 1980954.4168 | -485236.5423 |
| Total P&L (%) | 511.0379 | 325.2052 | 185.8327 | 1495.7179 | 1980.9544 | -485.2365 |
| Avg Daily Profit (%) | 0.3013 | 0.1917 | 0.1096 | 0.1634 | 0.1791 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137447 | -105522 | -93100 | -2079369 | -744943 | -1696537 |
| Profit Factor | 1.3776 | 1.5061 | 1.2615 | 1.1854 | 1.5281 | 0.8876 |
| Total Trades | 569 | 285 | 284 | 569 | 285 | 284 |
| Winning Trades | 202 | 96 | 106 | 202 | 96 | 106 |
| Losing Trades | 367 | 189 | 178 | 367 | 189 | 178 |
| Profitability (%) | 35.5009 | 33.6842 | 37.3239 | 35.5009 | 33.6842 | 37.3239 |
| Ratio Avg Win / Avg Loss | 2.5029 | 2.9652 | 2.1183 | 2.1537 | 3.0084 | 1.4904 |
| Largest Winning Trade | 63941 | 63941 | 53765 | 1150690 | 1150690 | 704189 |
| Largest Losing Trade | -26685 | -17739 | -26685 | -405255 | -232072 | -405255 |
| Avg Bars in Trades | 8 | 8 | 9 | 8 | 8 | 9 |
| Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
| Avg Bars in Losers | 4 | 5 | 4 | 4 | 5 | 4 |
| Bars Traded | 5049 | 2444 | 2605 | 5049 | 2444 | 2605 |
| Profit Streak | 6.2584 | 12.2584 | 0 | 6.2584 | 12.2584 | 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 | 319617 | 214471 | -49502 | -9436 | 230420 | -582833 |
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5089,
"evaluation_days": 1696.33,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614009600000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760249525695,
"expiration_time": 1764624096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 12,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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": [
[
511037.8630012155,
325205.1783468253,
185832.6846543905,
1495717.8745876423,
1980954.4168402154,
-485236.5422525718
],
[
511.037863,
325.205178,
185.832685,
1495.717875,
1980.954417,
-485.236542
],
[
0.301261,
0.191711,
0.10955,
0.163422,
0.1791,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-137447,
-105522,
-93100,
-2079369,
-744943,
-1696537
],
[
1.377619,
1.506127,
1.26145,
1.185408,
1.528078,
0.887571
],
[
569,
285,
284,
569,
285,
284
],
[
202,
96,
106,
202,
96,
106
],
[
367,
189,
178,
367,
189,
178
],
[
35.500879,
33.684211,
37.323944,
35.500879,
33.684211,
37.323944
],
[
2.502903,
2.965188,
2.118283,
2.153686,
3.008403,
1.490449
],
[
63941,
63941,
53765,
1150690,
1150690,
704189
],
[
-26685,
-17739,
-26685,
-405255,
-232072,
-405255
],
[
8,
8,
9,
8,
8,
9
],
[
16,
15,
16,
16,
15,
16
],
[
4,
5,
4,
4,
5,
4
],
[
5049,
2444,
2605,
5049,
2444,
2605
],
[
6.258399,
12.258399,
0,
6.258399,
12.258399,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319617,
214471,
-49502,
-9436,
230420,
-582833
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5089,
"evaluation_days": 1696.33,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614009600000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760249525695,
"expiration_time": 1764624096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 12,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"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) |
|---|