Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404796.9918 | 251348.8204 | 153448.1714 | 1579909.2458 | 1299127.9348 | 280781.311 |
Total P&L (%) | 404.797 | 251.3488 | 153.4482 | 1579.9092 | 1299.1279 | 280.7813 |
Avg Daily Profit (%) | 0.3886 | 0.2413 | 0.1473 | 0.2712 | 0.2536 | 0.1284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74635 | -30219 | -53239 | -2078379 | -720435 | -1480365 |
Profit Factor | 2.31 | 2.6722 | 1.9669 | 1.3916 | 1.7799 | 1.1185 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 45.1327 | 45.614 | 44.6429 | 45.1327 | 45.614 | 44.6429 |
Ratio Avg Win / Avg Loss | 2.8082 | 3.1861 | 2.439 | 1.6917 | 2.1222 | 1.387 |
Largest Winning Trade | 109632 | 109632 | 52189 | 718343 | 718343 | 525939 |
Largest Losing Trade | -14889 | -14235 | -14889 | -397328 | -335537 | -397328 |
Avg Bars in Trades | 218 | 196 | 240 | 218 | 196 | 240 |
Avg Bars in Winners | 345 | 301 | 390 | 345 | 301 | 390 |
Avg Bars in Losers | 113 | 108 | 118 | 113 | 108 | 118 |
Bars Traded | 24648 | 11202 | 13446 | 24648 | 11202 | 13446 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433402 | -168689 | -174795 | 317102 | -169889 | -293840 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669140000000, "first_datapoint_time": 1669986000000, "last_datapoint_time": 1759140000000, "evaluation_time": 1759141033033, "expiration_time": 1765620000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 223, "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": [ [ 404796.9918281893, 251348.8204119141, 153448.171416275, 1579909.2458296265, 1299127.9347862294, 280781.3110433971 ], [ 404.796992, 251.34882, 153.448171, 1579.909246, 1299.127935, 280.781311 ], [ 0.388604, 0.241294, 0.14731, 0.271213, 0.25361, 0.128439 ], [ 10, 10, 10, 10, 10, 10 ], [ -74635, -30219, -53239, -2078379, -720435, -1480365 ], [ 2.310006, 2.672229, 1.96693, 1.391581, 1.7799, 1.118527 ], [ 113, 57, 56, 113, 57, 56 ], [ 51, 26, 25, 51, 26, 25 ], [ 62, 31, 31, 62, 31, 31 ], [ 45.132743, 45.614035, 44.642857, 45.132743, 45.614035, 44.642857 ], [ 2.808243, 3.186119, 2.438993, 1.691726, 2.122188, 1.386973 ], [ 109632, 109632, 52189, 718343, 718343, 525939 ], [ -14889, -14235, -14889, -397328, -335537, -397328 ], [ 218, 196, 240, 218, 196, 240 ], [ 345, 301, 390, 345, 301, 390 ], [ 113, 108, 118, 113, 108, 118 ], [ 24648, 11202, 13446, 24648, 11202, 13446 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 433402, -168689, -174795, 317102, -169889, -293840 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669140000000, "first_datapoint_time": 1669986000000, "last_datapoint_time": 1759140000000, "evaluation_time": 1759141033033, "expiration_time": 1765620000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 223, "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) |
---|