| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 419095.6506 | 257829.0046 | 161266.646 | 2166304.9768 | 1782926.4933 | 383378.4835 |
| Total P&L (%) | 419.0957 | 257.829 | 161.2666 | 2166.305 | 1782.9265 | 383.3785 |
| Avg Daily Profit (%) | 0.4023 | 0.2475 | 0.1548 | 0.3 | 0.2822 | 0.1514 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -38856 | -30802 | -43014 | -1232337 | -447694 | -1313450 |
| Profit Factor | 2.4691 | 2.9265 | 2.0648 | 1.6112 | 2.2619 | 1.1798 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Profitability (%) | 46.6102 | 45.7627 | 47.4576 | 46.6102 | 45.7627 | 47.4576 |
| Ratio Avg Win / Avg Loss | 2.8282 | 3.4684 | 2.2861 | 1.8455 | 2.6808 | 1.3063 |
| Largest Winning Trade | 72747 | 72747 | 52870 | 695515 | 695515 | 538071 |
| Largest Losing Trade | -15455 | -14081 | -15455 | -289597 | -222374 | -289597 |
| Avg Bars in Trades | 208 | 184 | 233 | 208 | 184 | 233 |
| Avg Bars in Winners | 338 | 312 | 363 | 338 | 312 | 363 |
| Avg Bars in Losers | 95 | 75 | 116 | 95 | 75 | 116 |
| Bars Traded | 24646 | 10856 | 13790 | 24646 | 10856 | 13790 |
| Profit Streak | 0 | 20.269 | 0 | 0 | 20.269 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 469828 | -164158 | -166508 | 393753 | -164727 | -193161 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669734000000,
"first_datapoint_time": 1670421600000,
"last_datapoint_time": 1759734000000,
"evaluation_time": 1759735644252,
"expiration_time": 1766214000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 154,
"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": [
[
419095.6505673261,
257829.0045776612,
161266.6459896647,
2166304.97681264,
1782926.4932862006,
383378.4835264392
],
[
419.095651,
257.829005,
161.266646,
2166.304977,
1782.926493,
383.378484
],
[
0.402331,
0.247515,
0.154815,
0.300039,
0.282196,
0.151374
],
[
10,
10,
10,
10,
10,
10
],
[
-38856,
-30802,
-43014,
-1232337,
-447694,
-1313450
],
[
2.469058,
2.926469,
2.064841,
1.611163,
2.261941,
1.179845
],
[
118,
59,
59,
118,
59,
59
],
[
55,
27,
28,
55,
27,
28
],
[
63,
32,
31,
63,
32,
31
],
[
46.610169,
45.762712,
47.457627,
46.610169,
45.762712,
47.457627
],
[
2.828194,
3.468407,
2.286073,
1.845513,
2.680819,
1.306257
],
[
72747,
72747,
52870,
695515,
695515,
538071
],
[
-15455,
-14081,
-15455,
-289597,
-222374,
-289597
],
[
208,
184,
233,
208,
184,
233
],
[
338,
312,
363,
338,
312,
363
],
[
95,
75,
116,
95,
75,
116
],
[
24646,
10856,
13790,
24646,
10856,
13790
],
[
0,
20.269031,
0,
0,
20.269031,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
469828,
-164158,
-166508,
393753,
-164727,
-193161
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669734000000,
"first_datapoint_time": 1670421600000,
"last_datapoint_time": 1759734000000,
"evaluation_time": 1759735644252,
"expiration_time": 1766214000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 154,
"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) |
|---|