Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399440.0992 | 212995.9008 | 186444.1984 | 334090.8405 | 194837.4896 | 139253.3509 |
Total P&L (%) | 399.4401 | 212.9959 | 186.4442 | 334.0908 | 194.8375 | 139.2534 |
Avg Daily Profit (%) | 0.2371 | 0.1264 | 0.1106 | 0.0872 | 0.0642 | 0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91127 | -105066 | -83217 | -113094 | -108647 | -67591 |
Profit Factor | 1.6441 | 1.688 | 1.6004 | 1.6998 | 1.8764 | 1.5459 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 54.8077 | 51.9231 | 57.6923 | 54.8077 | 51.9231 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.3557 | 1.563 | 1.1736 | 1.4016 | 1.7374 | 1.1337 |
Largest Winning Trade | 67198 | 67198 | 49569 | 71143 | 60678 | 71143 |
Largest Losing Trade | -62738 | -50671 | -62738 | -48646 | -42238 | -48646 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 32 | 23 | 39 | 32 | 23 | 39 |
Avg Bars in Losers | 30 | 35 | 24 | 30 | 35 | 24 |
Bars Traded | 3254 | 1525 | 1729 | 3254 | 1525 | 1729 |
Profit Streak | 0 | 0 | 65.3969 | 0 | 0 | 65.3969 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390242 | -200593 | -221855 | -73576 | -283186 | -300672 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3370, "evaluation_days": 1685, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1616673600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759267894262, "expiration_time": 1763601120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 48, "offset": 0, "multiplier": 3.30669 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "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": [ [ 399440.0992234871, 212995.9007959492, 186444.198427538, 334090.8404975421, 194837.4895607673, 139253.3509367749 ], [ 399.440099, 212.995901, 186.444198, 334.09084, 194.83749, 139.253351 ], [ 0.237056, 0.126407, 0.110649, 0.087165, 0.06419, 0.051785 ], [ 10, 10, 10, 10, 10, 10 ], [ -91127, -105066, -83217, -113094, -108647, -67591 ], [ 1.644127, 1.688016, 1.600376, 1.699813, 1.876417, 1.545901 ], [ 104, 52, 52, 104, 52, 52 ], [ 57, 27, 30, 57, 27, 30 ], [ 47, 25, 22, 47, 25, 22 ], [ 54.807692, 51.923077, 57.692308, 54.807692, 51.923077, 57.692308 ], [ 1.355684, 1.562978, 1.173609, 1.4016, 1.737423, 1.133661 ], [ 67198, 67198, 49569, 71143, 60678, 71143 ], [ -62738, -50671, -62738, -48646, -42238, -48646 ], [ 31, 29, 33, 31, 29, 33 ], [ 32, 23, 39, 32, 23, 39 ], [ 30, 35, 24, 30, 35, 24 ], [ 3254, 1525, 1729, 3254, 1525, 1729 ], [ 0, 0, 65.396924, 0, 0, 65.396924 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390242, -200593, -221855, -73576, -283186, -300672 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3370, "evaluation_days": 1685, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1616673600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759267894262, "expiration_time": 1763601120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 48, "offset": 0, "multiplier": 3.30669 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "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) |
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