Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390374.1182 | 262938.4922 | 127435.626 | 151308.2362 | 292184.4259 | -140876.1897 |
Total P&L (%) | 390.3741 | 262.9385 | 127.4356 | 151.3082 | 292.1844 | -140.8762 |
Avg Daily Profit (%) | 0.2301 | 0.155 | 0.0751 | 0.0543 | 0.0806 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165449 | -139396 | -80424 | -344925 | -127946 | -270015 |
Profit Factor | 1.3919 | 1.5872 | 1.2324 | 1.1447 | 1.6612 | 0.7666 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Profitability (%) | 47.7477 | 45.045 | 50.4505 | 47.7477 | 45.045 | 50.4505 |
Ratio Avg Win / Avg Loss | 1.5232 | 1.9364 | 1.2104 | 1.2527 | 2.0267 | 0.7529 |
Largest Winning Trade | 71594 | 71594 | 42968 | 143471 | 143471 | 72336 |
Largest Losing Trade | -70952 | -49175 | -70952 | -100494 | -82003 | -100494 |
Avg Bars in Trades | 14 | 12 | 17 | 14 | 12 | 17 |
Avg Bars in Winners | 17 | 12 | 21 | 17 | 12 | 21 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 3310 | 1374 | 1936 | 3310 | 1374 | 1936 |
Profit Streak | 9.8426 | 47.8426 | 0 | 9.8426 | 47.8426 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391061 | 349060 | -92902 | -180442 | -82704 | -580700 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3393, "evaluation_days": 1696.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1616198400000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760256799505, "expiration_time": 1764624528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "dema", "factors": { "length": 59, "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": [ [ 390374.1181595295, 262938.4921929642, 127435.6259665652, 151308.2362112361, 292184.4259255226, -140876.1897142865 ], [ 390.374118, 262.938492, 127.435626, 151.308236, 292.184426, -140.87619 ], [ 0.230106, 0.154989, 0.075117, 0.054333, 0.080584, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -165449, -139396, -80424, -344925, -127946, -270015 ], [ 1.391881, 1.587226, 1.232381, 1.144745, 1.661239, 0.766556 ], [ 222, 111, 111, 222, 111, 111 ], [ 106, 50, 56, 106, 50, 56 ], [ 116, 61, 55, 116, 61, 55 ], [ 47.747748, 45.045045, 50.45045, 47.747748, 45.045045, 50.45045 ], [ 1.523191, 1.936416, 1.210375, 1.25274, 2.026711, 0.752868 ], [ 71594, 71594, 42968, 143471, 143471, 72336 ], [ -70952, -49175, -70952, -100494, -82003, -100494 ], [ 14, 12, 17, 14, 12, 17 ], [ 17, 12, 21, 17, 12, 21 ], [ 12, 12, 13, 12, 12, 13 ], [ 3310, 1374, 1936, 3310, 1374, 1936 ], [ 9.842587, 47.842587, 0, 9.842587, 47.842587, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391061, 349060, -92902, -180442, -82704, -580700 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3393, "evaluation_days": 1696.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1616198400000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760256799505, "expiration_time": 1764624528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "dema", "factors": { "length": 59, "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) |
---|