| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 545232.1216 | 319848.8657 | 225383.256 | 2482761.4884 | 2559044.1971 | -76282.7087 |
| Total P&L (%) | 545.2321 | 319.8489 | 225.3833 | 2482.7615 | 2559.0442 | -76.2827 |
| Avg Daily Profit (%) | 0.3237 | 0.1899 | 0.1338 | 0.1932 | 0.1949 | -0.0854 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89820 | -85703 | -61716 | -4585125 | -2217745 | -2815330 |
| Profit Factor | 1.6337 | 1.7553 | 1.5159 | 1.1825 | 1.3651 | 0.9884 |
| Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
| Winning Trades | 157 | 75 | 82 | 157 | 75 | 82 |
| Losing Trades | 176 | 92 | 84 | 176 | 92 | 84 |
| Profitability (%) | 47.1471 | 44.9102 | 49.3976 | 47.1471 | 44.9102 | 49.3976 |
| Ratio Avg Win / Avg Loss | 1.8315 | 2.1532 | 1.5529 | 1.3256 | 1.6745 | 1.0125 |
| Largest Winning Trade | 86507 | 86507 | 54154 | 2337733 | 2337733 | 1046278 |
| Largest Losing Trade | -20586 | -20561 | -20586 | -1103437 | -1103437 | -807677 |
| Avg Bars in Trades | 59 | 47 | 72 | 59 | 47 | 72 |
| Avg Bars in Winners | 84 | 63 | 104 | 84 | 63 | 104 |
| Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
| Bars Traded | 19922 | 7959 | 11962 | 19922 | 7959 | 11962 |
| 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 | 461514 | 331288 | -11822 | -11204 | 285376 | -579031 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20215,
"evaluation_days": 1684.58,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614880800000,
"last_datapoint_time": 1759284000000,
"evaluation_time": 1759288195465,
"expiration_time": 1764523728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
545232.1216176666,
319848.8656670469,
225383.2559506196,
2482761.488373633,
2559044.19711869,
-76282.7087450578
],
[
545.232122,
319.848866,
225.383256,
2482.761488,
2559.044197,
-76.282709
],
[
0.323661,
0.189869,
0.133792,
0.193199,
0.19493,
-0.085383
],
[
10,
10,
10,
10,
10,
10
],
[
-89820,
-85703,
-61716,
-4585125,
-2217745,
-2815330
],
[
1.633744,
1.755341,
1.515886,
1.182465,
1.3651,
0.988438
],
[
333,
167,
166,
333,
167,
166
],
[
157,
75,
82,
157,
75,
82
],
[
176,
92,
84,
176,
92,
84
],
[
47.147147,
44.91018,
49.39759,
47.147147,
44.91018,
49.39759
],
[
1.831458,
2.153218,
1.552859,
1.325566,
1.674523,
1.012546
],
[
86507,
86507,
54154,
2337733,
2337733,
1046278
],
[
-20586,
-20561,
-20586,
-1103437,
-1103437,
-807677
],
[
59,
47,
72,
59,
47,
72
],
[
84,
63,
104,
84,
63,
104
],
[
37,
34,
40,
37,
34,
40
],
[
19922,
7959,
11962,
19922,
7959,
11962
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
461514,
331288,
-11822,
-11204,
285376,
-579031
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20215,
"evaluation_days": 1684.58,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614880800000,
"last_datapoint_time": 1759284000000,
"evaluation_time": 1759288195465,
"expiration_time": 1764523728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|