Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395905.984 | 260470.1313 | 135435.8526 | 1336524.5538 | 1582729.4673 | -246204.9135 |
Total P&L (%) | 395.906 | 260.4701 | 135.4359 | 1336.5246 | 1582.7295 | -246.2049 |
Avg Daily Profit (%) | 0.3801 | 0.2501 | 0.13 | 0.2561 | 0.2714 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120344 | -40829 | -79515 | -4023806 | -1253707 | -2770098 |
Profit Factor | 2.1249 | 2.517 | 1.7513 | 1.1942 | 1.5403 | 0.9377 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 46.0177 | 47.3684 | 44.6429 | 46.0177 | 47.3684 | 44.6429 |
Ratio Avg Win / Avg Loss | 2.4926 | 2.7967 | 2.1716 | 1.4009 | 1.7115 | 1.1628 |
Largest Winning Trade | 99773 | 99773 | 52257 | 1045664 | 1045664 | 802084 |
Largest Losing Trade | -26610 | -19888 | -26610 | -650185 | -594197 | -650185 |
Avg Bars in Trades | 214 | 201 | 228 | 214 | 201 | 228 |
Avg Bars in Winners | 321 | 294 | 350 | 321 | 294 | 350 |
Avg Bars in Losers | 124 | 118 | 129 | 124 | 118 | 129 |
Bars Traded | 24260 | 11484 | 12776 | 24260 | 11484 | 12776 |
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 | 430301 | -168231 | -198267 | 11920 | -169767 | -761250 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670238000000, "first_datapoint_time": 1671127200000, "last_datapoint_time": 1760238000000, "evaluation_time": 1760241925956, "expiration_time": 1766718000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 131, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hma", "factors": { "length": 234, "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": [ [ 395905.9839630561, 260470.1313199736, 135435.8526430826, 1336524.5538230562, 1582729.467324079, -246204.9135010224 ], [ 395.905984, 260.470131, 135.435853, 1336.524554, 1582.729467, -246.204914 ], [ 0.380069, 0.250051, 0.130018, 0.256149, 0.271375, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -120344, -40829, -79515, -4023806, -1253707, -2770098 ], [ 2.124851, 2.517012, 1.751321, 1.194172, 1.540341, 0.937734 ], [ 113, 57, 56, 113, 57, 56 ], [ 52, 27, 25, 52, 27, 25 ], [ 61, 30, 31, 61, 30, 31 ], [ 46.017699, 47.368421, 44.642857, 46.017699, 47.368421, 44.642857 ], [ 2.492614, 2.796679, 2.171638, 1.400855, 1.71149, 1.16279 ], [ 99773, 99773, 52257, 1045664, 1045664, 802084 ], [ -26610, -19888, -26610, -650185, -594197, -650185 ], [ 214, 201, 228, 214, 201, 228 ], [ 321, 294, 350, 321, 294, 350 ], [ 124, 118, 129, 124, 118, 129 ], [ 24260, 11484, 12776, 24260, 11484, 12776 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 430301, -168231, -198267, 11920, -169767, -761250 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670238000000, "first_datapoint_time": 1671127200000, "last_datapoint_time": 1760238000000, "evaluation_time": 1760241925956, "expiration_time": 1766718000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 131, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hma", "factors": { "length": 234, "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) |
---|