| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 525998.2496 | 339167.8808 | 186830.3688 | 4475059.0302 | 5537644.2698 | -1062585.2396 |
| Total P&L (%) | 525.9983 | 339.1679 | 186.8304 | 4475.059 | 5537.6443 | -1062.5852 |
| Avg Daily Profit (%) | 0.505 | 0.3256 | 0.1794 | 0.3677 | 0.3878 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78636 | -45975 | -64155 | -5522706 | -2213450 | -4598113 |
| Profit Factor | 1.7445 | 1.9493 | 1.5349 | 1.205 | 1.5454 | 0.909 |
| Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
| Winning Trades | 138 | 64 | 74 | 138 | 64 | 74 |
| Losing Trades | 236 | 123 | 113 | 236 | 123 | 113 |
| Profitability (%) | 36.8984 | 34.2246 | 39.5722 | 36.8984 | 34.2246 | 39.5722 |
| Ratio Avg Win / Avg Loss | 2.9833 | 3.7464 | 2.3438 | 2.0607 | 2.9701 | 1.3881 |
| Largest Winning Trade | 75341 | 75341 | 37115 | 3025629 | 3025629 | 1631163 |
| Largest Losing Trade | -14417 | -13058 | -14417 | -1337207 | -932587 | -1337207 |
| Avg Bars in Trades | 66 | 69 | 63 | 66 | 69 | 63 |
| Avg Bars in Winners | 115 | 126 | 106 | 115 | 126 | 106 |
| Avg Bars in Losers | 37 | 39 | 34 | 37 | 39 | 34 |
| Bars Traded | 24766 | 12982 | 11783 | 24766 | 12982 | 11783 |
| Profit Streak | 4.8851 | 11.5518 | 0 | 4.8851 | 11.5518 | 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 | 411144 | 279912 | 231968 | 271967 | 277779 | -582742 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670162400000,
"first_datapoint_time": 1670774400000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760163276487,
"expiration_time": 1766642400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 13,
"offset": 0,
"std": 4.37323
}
}
} {
"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": [
[
525998.2495750928,
339167.8807845679,
186830.3687905254,
4475059.030199216,
5537644.269761651,
-1062585.2395624383
],
[
525.99825,
339.167881,
186.830369,
4475.05903,
5537.64427,
-1062.58524
],
[
0.504957,
0.3256,
0.179357,
0.367701,
0.387826,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-78636,
-45975,
-64155,
-5522706,
-2213450,
-4598113
],
[
1.74447,
1.949345,
1.534909,
1.204969,
1.545413,
0.909023
],
[
374,
187,
187,
374,
187,
187
],
[
138,
64,
74,
138,
64,
74
],
[
236,
123,
113,
236,
123,
113
],
[
36.898396,
34.224599,
39.572193,
36.898396,
34.224599,
39.572193
],
[
2.983297,
3.746397,
2.343848,
2.060672,
2.970091,
1.388103
],
[
75341,
75341,
37115,
3025629,
3025629,
1631163
],
[
-14417,
-13058,
-14417,
-1337207,
-932587,
-1337207
],
[
66,
69,
63,
66,
69,
63
],
[
115,
126,
106,
115,
126,
106
],
[
37,
39,
34,
37,
39,
34
],
[
24766,
12982,
11783,
24766,
12982,
11783
],
[
4.885144,
11.551811,
0,
4.885144,
11.551811,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
411144,
279912,
231968,
271967,
277779,
-582742
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670162400000,
"first_datapoint_time": 1670774400000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760163276487,
"expiration_time": 1766642400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 13,
"offset": 0,
"std": 4.37323
}
}
}
| # | 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) |
|---|