Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360476.9251 | 229571.6171 | 130905.308 | 1010400.5675 | 1100924.3955 | -90523.828 |
Total P&L (%) | 360.4769 | 229.5716 | 130.9053 | 1010.4006 | 1100.9244 | -90.5238 |
Avg Daily Profit (%) | 0.3461 | 0.2204 | 0.1257 | 0.2314 | 0.2389 | -0.226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86963 | -51475 | -64707 | -1758325 | -626006 | -1358647 |
Profit Factor | 1.6886 | 1.8604 | 1.51 | 1.2074 | 1.5117 | 0.9667 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 102 | 47 | 55 | 102 | 47 | 55 |
Losing Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Profitability (%) | 43.4043 | 40.1709 | 46.6102 | 43.4043 | 40.1709 | 46.6102 |
Ratio Avg Win / Avg Loss | 2.2018 | 2.7708 | 1.7297 | 1.5743 | 2.2515 | 1.1073 |
Largest Winning Trade | 73135 | 73135 | 28493 | 800750 | 800750 | 564336 |
Largest Losing Trade | -19252 | -18863 | -19252 | -510982 | -436169 | -510982 |
Avg Bars in Trades | 105 | 98 | 112 | 105 | 98 | 112 |
Avg Bars in Winners | 158 | 153 | 163 | 158 | 153 | 163 |
Avg Bars in Losers | 64 | 61 | 67 | 64 | 61 | 67 |
Bars Traded | 24736 | 11480 | 13256 | 24736 | 11480 | 13256 |
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 | 386404 | 261377 | -24328 | 273584 | 244569 | -580670 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669478400000, "first_datapoint_time": 1670227200000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759478902423, "expiration_time": 1765958400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 66, "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": [ [ 360476.9250763174, 229571.6171227653, 130905.3079535524, 1010400.5674963535, 1100924.3955033694, -90523.8280070155 ], [ 360.476925, 229.571617, 130.905308, 1010.400567, 1100.924396, -90.523828 ], [ 0.346057, 0.220388, 0.125669, 0.231368, 0.238909, -0.225957 ], [ 10, 10, 10, 10, 10, 10 ], [ -86963, -51475, -64707, -1758325, -626006, -1358647 ], [ 1.688605, 1.860383, 1.510027, 1.207387, 1.511739, 0.966728 ], [ 235, 117, 118, 235, 117, 118 ], [ 102, 47, 55, 102, 47, 55 ], [ 133, 70, 63, 133, 70, 63 ], [ 43.404255, 40.17094, 46.610169, 43.404255, 40.17094, 46.610169 ], [ 2.201809, 2.770783, 1.729667, 1.574338, 2.251526, 1.107343 ], [ 73135, 73135, 28493, 800750, 800750, 564336 ], [ -19252, -18863, -19252, -510982, -436169, -510982 ], [ 105, 98, 112, 105, 98, 112 ], [ 158, 153, 163, 158, 153, 163 ], [ 64, 61, 67, 64, 61, 67 ], [ 24736, 11480, 13256, 24736, 11480, 13256 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386404, 261377, -24328, 273584, 244569, -580670 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669478400000, "first_datapoint_time": 1670227200000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759478902423, "expiration_time": 1765958400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 66, "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) |
---|