Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353095.1771 | 181109.626 | 171985.5511 | 431439.7558 | 291521.695 | 139918.0608 |
Total P&L (%) | 353.0952 | 181.1096 | 171.9856 | 431.4398 | 291.5217 | 139.9181 |
Avg Daily Profit (%) | 0.2083 | 0.1068 | 0.1015 | 0.0986 | 0.0806 | 0.0516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123480 | -107521 | -91186 | -367839 | -226969 | -241351 |
Profit Factor | 1.7268 | 1.704 | 1.7524 | 1.4638 | 1.5848 | 1.324 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 59.5238 | 57.1429 | 61.9048 | 59.5238 | 57.1429 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.1742 | 1.278 | 1.0784 | 0.9954 | 1.1886 | 0.8148 |
Largest Winning Trade | 67198 | 67198 | 45801 | 212260 | 212260 | 138977 |
Largest Losing Trade | -51401 | -51401 | -45412 | -134399 | -134399 | -104950 |
Avg Bars in Trades | 39 | 41 | 36 | 39 | 41 | 36 |
Avg Bars in Winners | 31 | 21 | 41 | 31 | 21 | 41 |
Avg Bars in Losers | 49 | 68 | 28 | 49 | 68 | 28 |
Bars Traded | 3276 | 1752 | 1524 | 3276 | 1752 | 1524 |
Profit Streak | 8.4944 | 18.4944 | 0 | 8.4944 | 18.4944 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441434 | -46691 | -53720 | -59516 | -82042 | -123798 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3390, "evaluation_days": 1695, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1617364800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760140316994, "expiration_time": 1764491040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 74, "offset": 0, "multiplier": 3.05696 } }, "second_band": { "type": "midpoint", "factors": { "length": 86, "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": [ [ 353095.1771405947, 181109.6260335015, 171985.5511070932, 431439.7557963361, 291521.6950155479, 139918.0607807882 ], [ 353.095177, 181.109626, 171.985551, 431.439756, 291.521695, 139.918061 ], [ 0.208316, 0.106849, 0.101466, 0.098598, 0.080556, 0.051643 ], [ 10, 10, 10, 10, 10, 10 ], [ -123480, -107521, -91186, -367839, -226969, -241351 ], [ 1.726784, 1.704047, 1.75237, 1.463771, 1.584801, 1.324043 ], [ 84, 42, 42, 84, 42, 42 ], [ 50, 24, 26, 50, 24, 26 ], [ 34, 18, 16, 34, 18, 16 ], [ 59.52381, 57.142857, 61.904762, 59.52381, 57.142857, 61.904762 ], [ 1.174213, 1.278035, 1.078382, 0.995364, 1.188601, 0.814796 ], [ 67198, 67198, 45801, 212260, 212260, 138977 ], [ -51401, -51401, -45412, -134399, -134399, -104950 ], [ 39, 41, 36, 39, 41, 36 ], [ 31, 21, 41, 31, 21, 41 ], [ 49, 68, 28, 49, 68, 28 ], [ 3276, 1752, 1524, 3276, 1752, 1524 ], [ 8.49441, 18.49441, 0, 8.49441, 18.49441, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441434, -46691, -53720, -59516, -82042, -123798 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3390, "evaluation_days": 1695, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1617364800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760140316994, "expiration_time": 1764491040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 74, "offset": 0, "multiplier": 3.05696 } }, "second_band": { "type": "midpoint", "factors": { "length": 86, "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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