| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 398653.1277 | 229889.6827 | 168763.445 | 596874.677 | 599464.3274 | -2589.6504 |
| Total P&L (%) | 398.6531 | 229.8897 | 168.7634 | 596.8747 | 599.4643 | -2.5897 |
| Avg Daily Profit (%) | 0.2364 | 0.1363 | 0.1001 | 0.1152 | 0.1154 | -0.0016 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131376 | -75226 | -107710 | -1775151 | -775953 | -1710232 |
| Profit Factor | 1.4038 | 1.502 | 1.3188 | 1.0589 | 1.1329 | 0.9995 |
| Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
| Winning Trades | 164 | 86 | 78 | 164 | 86 | 78 |
| Losing Trades | 161 | 77 | 84 | 161 | 77 | 84 |
| Profitability (%) | 50.4615 | 52.7607 | 48.1481 | 50.4615 | 52.7607 | 48.1481 |
| Ratio Avg Win / Avg Loss | 1.3781 | 1.3448 | 1.4202 | 1.0395 | 1.0143 | 1.0764 |
| Largest Winning Trade | 60624 | 60624 | 42341 | 596813 | 587763 | 596813 |
| Largest Losing Trade | -35224 | -20514 | -35224 | -792973 | -285296 | -792973 |
| Avg Bars in Trades | 61 | 50 | 72 | 61 | 50 | 72 |
| Avg Bars in Winners | 65 | 49 | 83 | 65 | 49 | 83 |
| Avg Bars in Losers | 56 | 50 | 61 | 56 | 50 | 61 |
| Bars Traded | 19923 | 8188 | 11734 | 19923 | 8188 | 11734 |
| Profit Streak | 13.6744 | 37.7577 | 13.6744 | 13.6744 | 37.7577 | 13.6744 |
| Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 432205 | -7594 | -58547 | -191248 | -110709 | -578460 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20240,
"evaluation_days": 1686.67,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615111200000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759471866792,
"expiration_time": 1764710208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 60,
"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": [
[
398653.1276871735,
229889.6826738645,
168763.4450133095,
596874.6770019339,
599464.3274265492,
-2589.6504246147
],
[
398.653128,
229.889683,
168.763445,
596.874677,
599.464327,
-2.58965
],
[
0.236355,
0.136298,
0.100057,
0.115171,
0.115391,
-0.001556
],
[
10,
10,
10,
10,
10,
10
],
[
-131376,
-75226,
-107710,
-1775151,
-775953,
-1710232
],
[
1.403771,
1.502039,
1.318774,
1.058865,
1.1329,
0.99954
],
[
325,
163,
162,
325,
163,
162
],
[
164,
86,
78,
164,
86,
78
],
[
161,
77,
84,
161,
77,
84
],
[
50.461538,
52.760736,
48.148148,
50.461538,
52.760736,
48.148148
],
[
1.378092,
1.344849,
1.420218,
1.039495,
1.01434,
1.076428
],
[
60624,
60624,
42341,
596813,
587763,
596813
],
[
-35224,
-20514,
-35224,
-792973,
-285296,
-792973
],
[
61,
50,
72,
61,
50,
72
],
[
65,
49,
83,
65,
49,
83
],
[
56,
50,
61,
56,
50,
61
],
[
19923,
8188,
11734,
19923,
8188,
11734
],
[
13.674384,
37.757717,
13.674384,
13.674384,
37.757717,
13.674384
],
[
5,
4,
2,
5,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
432205,
-7594,
-58547,
-191248,
-110709,
-578460
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20240,
"evaluation_days": 1686.67,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615111200000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759471866792,
"expiration_time": 1764710208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 60,
"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) |
|---|