Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509398.6981 | 281246.6393 | 228152.0588 | 2687751.767 | 2083541.1965 | 604210.5704 |
Total P&L (%) | 509.3987 | 281.2466 | 228.1521 | 2687.7518 | 2083.5412 | 604.2106 |
Avg Daily Profit (%) | 0.302 | 0.1668 | 0.1353 | 0.1975 | 0.183 | 0.1158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77817 | -92077 | -50025 | -2539447 | -875117 | -2189356 |
Profit Factor | 1.5714 | 1.6217 | 1.5195 | 1.2784 | 1.4506 | 1.1201 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Losing Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Profitability (%) | 48.0519 | 48.1865 | 47.9167 | 48.0519 | 48.1865 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.6988 | 1.7438 | 1.6516 | 1.382 | 1.5598 | 1.2175 |
Largest Winning Trade | 70762 | 70762 | 52007 | 1058801 | 1058801 | 913508 |
Largest Losing Trade | -21963 | -21963 | -21433 | -489853 | -354636 | -489853 |
Avg Bars in Trades | 51 | 48 | 55 | 51 | 48 | 55 |
Avg Bars in Winners | 72 | 64 | 81 | 72 | 64 | 81 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 20017 | 9360 | 10657 | 20017 | 9360 | 10657 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468658 | 365652 | -10255 | 332037 | 351272 | -126769 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20238, "evaluation_days": 1686.5, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614441600000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759454492043, "expiration_time": 1764695289600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 2.55629 } }, "second_band": { "type": "pwma", "factors": { "length": 26, "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": [ [ 509398.6981327111, 281246.6393133687, 228152.0588193419, 2687751.7669516928, 2083541.1965059224, 604210.5704457676 ], [ 509.398698, 281.246639, 228.152059, 2687.751767, 2083.541197, 604.21057 ], [ 0.302045, 0.166763, 0.135281, 0.197516, 0.183003, 0.115804 ], [ 10, 10, 10, 10, 10, 10 ], [ -77817, -92077, -50025, -2539447, -875117, -2189356 ], [ 1.571367, 1.621748, 1.519477, 1.278379, 1.450611, 1.120093 ], [ 385, 193, 192, 385, 193, 192 ], [ 185, 93, 92, 185, 93, 92 ], [ 200, 100, 100, 200, 100, 100 ], [ 48.051948, 48.186528, 47.916667, 48.051948, 48.186528, 47.916667 ], [ 1.698775, 1.743815, 1.651605, 1.382032, 1.559796, 1.217493 ], [ 70762, 70762, 52007, 1058801, 1058801, 913508 ], [ -21963, -21963, -21433, -489853, -354636, -489853 ], [ 51, 48, 55, 51, 48, 55 ], [ 72, 64, 81, 72, 64, 81 ], [ 32, 33, 31, 32, 33, 31 ], [ 20017, 9360, 10657, 20017, 9360, 10657 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 468658, 365652, -10255, 332037, 351272, -126769 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20238, "evaluation_days": 1686.5, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614441600000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759454492043, "expiration_time": 1764695289600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 2.55629 } }, "second_band": { "type": "pwma", "factors": { "length": 26, "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) |
---|