Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473627.2573 | 277143.6605 | 196483.5968 | 672989.9367 | 557004.3971 | 115985.5396 |
Total P&L (%) | 473.6273 | 277.1437 | 196.4836 | 672.9899 | 557.0044 | 115.9855 |
Avg Daily Profit (%) | 0.2803 | 0.164 | 0.1163 | 0.1211 | 0.1115 | 0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169344 | -112260 | -127319 | -249746 | -152257 | -144554 |
Profit Factor | 1.4701 | 1.5652 | 1.3799 | 1.666 | 2.2277 | 1.2083 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 54.0084 | 52.1008 | 55.9322 | 54.0084 | 52.1008 | 55.9322 |
Ratio Avg Win / Avg Loss | 1.2519 | 1.439 | 1.0872 | 1.4187 | 2.048 | 0.952 |
Largest Winning Trade | 59693 | 59693 | 32640 | 134909 | 134909 | 97315 |
Largest Losing Trade | -63112 | -45132 | -63112 | -77318 | -65792 | -77318 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3371 | 1691 | 1680 | 3371 | 1691 | 1680 |
Profit Streak | 24.7078 | 31.7078 | 24.7078 | 24.7078 | 31.7078 | 24.7078 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465569 | 371818 | -35868 | -25396 | -38234 | -132832 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3380, "evaluation_days": 1690, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1613692800000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759683553307, "expiration_time": 1764046080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.90007, "nb": 0.1, "nc": 0.11379 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.69329 } } }
{ "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": [ [ 473627.2572988775, 277143.6605487977, 196483.5967500802, 672989.9367470508, 557004.3971002069, 115985.5396468439 ], [ 473.627257, 277.143661, 196.483597, 672.989937, 557.004397, 115.98554 ], [ 0.280253, 0.16399, 0.116262, 0.121085, 0.111454, 0.045575 ], [ 10, 10, 10, 10, 10, 10 ], [ -169344, -112260, -127319, -249746, -152257, -144554 ], [ 1.470095, 1.56519, 1.379929, 1.66604, 2.227667, 1.208335 ], [ 237, 119, 118, 237, 119, 118 ], [ 128, 62, 66, 128, 62, 66 ], [ 109, 57, 52, 109, 57, 52 ], [ 54.008439, 52.10084, 55.932203, 54.008439, 52.10084, 55.932203 ], [ 1.251878, 1.438965, 1.087217, 1.418737, 2.048016, 0.952022 ], [ 59693, 59693, 32640, 134909, 134909, 97315 ], [ -63112, -45132, -63112, -77318, -65792, -77318 ], [ 14, 14, 14, 14, 14, 14 ], [ 14, 14, 14, 14, 14, 14 ], [ 14, 14, 14, 14, 14, 14 ], [ 3371, 1691, 1680, 3371, 1691, 1680 ], [ 24.707793, 31.707793, 24.707793, 24.707793, 31.707793, 24.707793 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 465569, 371818, -35868, -25396, -38234, -132832 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3380, "evaluation_days": 1690, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1613692800000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759683553307, "expiration_time": 1764046080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.90007, "nb": 0.1, "nc": 0.11379 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.69329 } } }
# | 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) |
---|