| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 515633.5211 | 295681.8354 | 219951.6856 | 2019293.6649 | 2384561.0478 | -365267.3829 |
| Total P&L (%) | 515.6335 | 295.6818 | 219.9517 | 2019.2937 | 2384.561 | -365.2674 |
| Avg Daily Profit (%) | 0.3063 | 0.1756 | 0.1307 | 0.1816 | 0.191 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116192 | -67949 | -78199 | -5248648 | -1926271 | -3762408 |
| Profit Factor | 1.4048 | 1.4777 | 1.3359 | 1.1541 | 1.4004 | 0.9489 |
| Total Trades | 595 | 298 | 297 | 595 | 298 | 297 |
| Winning Trades | 264 | 133 | 131 | 264 | 133 | 131 |
| Losing Trades | 331 | 165 | 166 | 331 | 165 | 166 |
| Profitability (%) | 44.3697 | 44.6309 | 44.1077 | 44.3697 | 44.6309 | 44.1077 |
| Ratio Avg Win / Avg Loss | 1.7614 | 1.8333 | 1.6928 | 1.447 | 1.7374 | 1.2024 |
| Largest Winning Trade | 61545 | 61545 | 38275 | 1881082 | 1881082 | 1485349 |
| Largest Losing Trade | -27028 | -14409 | -27028 | -624312 | -497042 | -624312 |
| Avg Bars in Trades | 33 | 31 | 36 | 33 | 31 | 36 |
| Avg Bars in Winners | 48 | 42 | 55 | 48 | 42 | 55 |
| Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
| Bars Traded | 20033 | 9272 | 10761 | 20033 | 9272 | 10761 |
| 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 | 421230 | 309923 | -18484 | -42222 | 312651 | -580405 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20202,
"evaluation_days": 1683.5,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614232800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759195480951,
"expiration_time": 1764426758400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 49,
"offset": 0,
"multiplier": 1.5932
}
}
} {
"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": [
[
515633.5210629328,
295681.8354446364,
219951.6856182961,
2019293.6648942158,
2384561.0477928147,
-365267.3828985993
],
[
515.633521,
295.681835,
219.951686,
2019.293665,
2384.561048,
-365.267383
],
[
0.306287,
0.175635,
0.130651,
0.181553,
0.191016,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-116192,
-67949,
-78199,
-5248648,
-1926271,
-3762408
],
[
1.404826,
1.477741,
1.335907,
1.154096,
1.400449,
0.948909
],
[
595,
298,
297,
595,
298,
297
],
[
264,
133,
131,
264,
133,
131
],
[
331,
165,
166,
331,
165,
166
],
[
44.369748,
44.630872,
44.107744,
44.369748,
44.630872,
44.107744
],
[
1.761354,
1.833287,
1.692829,
1.446992,
1.737399,
1.202435
],
[
61545,
61545,
38275,
1881082,
1881082,
1485349
],
[
-27028,
-14409,
-27028,
-624312,
-497042,
-624312
],
[
33,
31,
36,
33,
31,
36
],
[
48,
42,
55,
48,
42,
55
],
[
21,
22,
20,
21,
22,
20
],
[
20033,
9272,
10761,
20033,
9272,
10761
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
421230,
309923,
-18484,
-42222,
312651,
-580405
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20202,
"evaluation_days": 1683.5,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614232800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759195480951,
"expiration_time": 1764426758400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 49,
"offset": 0,
"multiplier": 1.5932
}
}
}
| # | 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) |
|---|