| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 264090.1199 | 192405.9239 | 71684.1961 | 215497.1642 | 162293.0214 | 53204.1428 |
| Total P&L (%) | 264.0901 | 192.4059 | 71.6842 | 215.4972 | 162.293 | 53.2041 |
| Avg Daily Profit (%) | 0.2535 | 0.1847 | 0.0688 | 0.1104 | 0.0926 | 0.041 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -70065 | -85237 | -27574 | -127472 | -128602 | -65479 |
| Profit Factor | 1.437 | 1.4568 | 1.3915 | 1.1981 | 1.2224 | 1.1486 |
| Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
| Winning Trades | 129 | 59 | 70 | 129 | 59 | 70 |
| Losing Trades | 157 | 84 | 73 | 157 | 84 | 73 |
| Profitability (%) | 45.1049 | 41.2587 | 48.951 | 45.1049 | 41.2587 | 48.951 |
| Ratio Avg Win / Avg Loss | 1.7489 | 2.0741 | 1.4511 | 1.4582 | 1.7403 | 1.1979 |
| Largest Winning Trade | 83737 | 83737 | 16855 | 108463 | 108463 | 29397 |
| Largest Losing Trade | -30245 | -30245 | -15936 | -65471 | -65471 | -29784 |
| Avg Bars in Trades | 86 | 132 | 40 | 86 | 132 | 40 |
| Avg Bars in Winners | 120 | 202 | 50 | 120 | 202 | 50 |
| Avg Bars in Losers | 59 | 84 | 30 | 59 | 84 | 30 |
| Bars Traded | 24763 | 19004 | 5759 | 24763 | 19004 | 5759 |
| Profit Streak | 12.1714 | 38.2964 | 0 | 12.1714 | 38.2964 | 0 |
| Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 371660 | 272724 | -100990 | -48043 | -70667 | -196925 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670169600000,
"first_datapoint_time": 1670540400000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760173613012,
"expiration_time": 1766649600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 104,
"offset": 0,
"a": 0.5951
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 40,
"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": [
[
264090.1199477134,
192405.9238798749,
71684.1960678384,
215497.1641942743,
162293.0213635407,
53204.1428307338
],
[
264.09012,
192.405924,
71.684196,
215.497164,
162.293021,
53.204143
],
[
0.253526,
0.184709,
0.068817,
0.110363,
0.092615,
0.040962
],
[
10,
10,
10,
10,
10,
10
],
[
-70065,
-85237,
-27574,
-127472,
-128602,
-65479
],
[
1.437021,
1.45683,
1.39146,
1.198115,
1.222387,
1.148632
],
[
286,
143,
143,
286,
143,
143
],
[
129,
59,
70,
129,
59,
70
],
[
157,
84,
73,
157,
84,
73
],
[
45.104895,
41.258741,
48.951049,
45.104895,
41.258741,
48.951049
],
[
1.748932,
2.074131,
1.451094,
1.458171,
1.740347,
1.197859
],
[
83737,
83737,
16855,
108463,
108463,
29397
],
[
-30245,
-30245,
-15936,
-65471,
-65471,
-29784
],
[
86,
132,
40,
86,
132,
40
],
[
120,
202,
50,
120,
202,
50
],
[
59,
84,
30,
59,
84,
30
],
[
24763,
19004,
5759,
24763,
19004,
5759
],
[
12.171447,
38.296447,
0,
12.171447,
38.296447,
0
],
[
1,
4,
0,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
371660,
272724,
-100990,
-48043,
-70667,
-196925
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670169600000,
"first_datapoint_time": 1670540400000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760173613012,
"expiration_time": 1766649600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 104,
"offset": 0,
"a": 0.5951
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 40,
"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) |
|---|