| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 465991.5937 | 278721.2321 | 187270.3616 | 1368405.0097 | 1281029.783 | 87375.2267 |
| Total P&L (%) | 465.9916 | 278.7212 | 187.2704 | 1368.405 | 1281.0298 | 87.3752 |
| Avg Daily Profit (%) | 0.2749 | 0.1644 | 0.1105 | 0.1586 | 0.155 | 0.0371 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -70228 | -89072 | -59021 | -1696121 | -384463 | -1483212 |
| Profit Factor | 1.6522 | 1.8057 | 1.5081 | 1.3206 | 1.721 | 1.0351 |
| Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
| Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Losing Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Profitability (%) | 39.604 | 39.604 | 39.604 | 39.604 | 39.604 | 39.604 |
| Ratio Avg Win / Avg Loss | 2.5196 | 2.7537 | 2.2998 | 2.0139 | 2.6245 | 1.5785 |
| Largest Winning Trade | 85198 | 85198 | 51108 | 534724 | 534724 | 529675 |
| Largest Losing Trade | -23654 | -21155 | -23654 | -312614 | -209561 | -312614 |
| Avg Bars in Trades | 99 | 94 | 104 | 99 | 94 | 104 |
| Avg Bars in Winners | 157 | 149 | 165 | 157 | 149 | 165 |
| Avg Bars in Losers | 61 | 58 | 65 | 61 | 58 | 65 |
| Bars Traded | 20131 | 9527 | 10604 | 20131 | 9527 | 10604 |
| 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 | 302572 | 230916 | -47370 | 216704 | 237129 | -328572 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20342,
"evaluation_days": 1695.17,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614952800000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760202119909,
"expiration_time": 1765471046400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 65,
"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": [
[
465991.5936742269,
278721.2320869855,
187270.3615872416,
1368405.0096578107,
1281029.783004205,
87375.2266536057
],
[
465.991594,
278.721232,
187.270362,
1368.40501,
1281.029783,
87.375227
],
[
0.274894,
0.164421,
0.110473,
0.158621,
0.154996,
0.03705
],
[
10,
10,
10,
10,
10,
10
],
[
-70228,
-89072,
-59021,
-1696121,
-384463,
-1483212
],
[
1.652177,
1.805697,
1.508087,
1.320603,
1.720966,
1.035071
],
[
202,
101,
101,
202,
101,
101
],
[
80,
40,
40,
80,
40,
40
],
[
122,
61,
61,
122,
61,
61
],
[
39.60396,
39.60396,
39.60396,
39.60396,
39.60396,
39.60396
],
[
2.519569,
2.753687,
2.299833,
2.01392,
2.624473,
1.578483
],
[
85198,
85198,
51108,
534724,
534724,
529675
],
[
-23654,
-21155,
-23654,
-312614,
-209561,
-312614
],
[
99,
94,
104,
99,
94,
104
],
[
157,
149,
165,
157,
149,
165
],
[
61,
58,
65,
61,
58,
65
],
[
20131,
9527,
10604,
20131,
9527,
10604
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302572,
230916,
-47370,
216704,
237129,
-328572
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20342,
"evaluation_days": 1695.17,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614952800000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760202119909,
"expiration_time": 1765471046400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 65,
"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) |
|---|