| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 493123.8052 | 305644.9667 | 187478.8385 | 1535985.6791 | 2045135.3916 | -509149.7125 |
| Total P&L (%) | 493.1238 | 305.645 | 187.4788 | 1535.9857 | 2045.1354 | -509.1497 |
| Avg Daily Profit (%) | 0.2908 | 0.1803 | 0.1106 | 0.165 | 0.181 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121840 | -95697 | -93058 | -3917551 | -1363548 | -3148601 |
| Profit Factor | 1.5175 | 1.6687 | 1.3781 | 1.1861 | 1.5537 | 0.8884 |
| Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
| Winning Trades | 121 | 59 | 62 | 121 | 59 | 62 |
| Losing Trades | 144 | 74 | 70 | 144 | 74 | 70 |
| Profitability (%) | 45.6604 | 44.3609 | 46.9697 | 45.6604 | 44.3609 | 46.9697 |
| Ratio Avg Win / Avg Loss | 1.8059 | 2.0929 | 1.5559 | 1.4115 | 1.9487 | 1.003 |
| Largest Winning Trade | 62067 | 62067 | 48634 | 1532086 | 1532086 | 1134064 |
| Largest Losing Trade | -33484 | -18672 | -33484 | -993050 | -756234 | -993050 |
| Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
| Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
| Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
| Bars Traded | 3365 | 1586 | 1779 | 3365 | 1586 | 1779 |
| Profit Streak | 8.8823 | 46.8823 | 0 | 8.8823 | 46.8823 | 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 | 416408 | 356931 | -44806 | -7446 | 357189 | -580216 |
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3391,
"evaluation_days": 1695.5,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614081600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760173829399,
"expiration_time": 1764535536000,
"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": "sinwma",
"factors": {
"length": 10,
"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": [
[
493123.8051837066,
305644.9666773905,
187478.8385063158,
1535985.6790569732,
2045135.391593583,
-509149.7125366105
],
[
493.123805,
305.644967,
187.478839,
1535.985679,
2045.135392,
-509.149713
],
[
0.290843,
0.180268,
0.110574,
0.164974,
0.180983,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-121840,
-95697,
-93058,
-3917551,
-1363548,
-3148601
],
[
1.517489,
1.668694,
1.378104,
1.186088,
1.553682,
0.888353
],
[
265,
133,
132,
265,
133,
132
],
[
121,
59,
62,
121,
59,
62
],
[
144,
74,
70,
144,
74,
70
],
[
45.660377,
44.360902,
46.969697,
45.660377,
44.360902,
46.969697
],
[
1.805937,
2.092939,
1.555924,
1.411543,
1.948686,
1.00298
],
[
62067,
62067,
48634,
1532086,
1532086,
1134064
],
[
-33484,
-18672,
-33484,
-993050,
-756234,
-993050
],
[
12,
11,
13,
12,
11,
13
],
[
17,
15,
19,
17,
15,
19
],
[
8,
8,
8,
8,
8,
8
],
[
3365,
1586,
1779,
3365,
1586,
1779
],
[
8.882285,
46.882285,
0,
8.882285,
46.882285,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
416408,
356931,
-44806,
-7446,
357189,
-580216
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3391,
"evaluation_days": 1695.5,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614081600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760173829399,
"expiration_time": 1764535536000,
"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": "sinwma",
"factors": {
"length": 10,
"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) |
|---|