Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312510.1707 | 201380.463 | 111129.7077 | 162879.5155 | 302776.5536 | -139897.0381 |
Total P&L (%) | 312.5102 | 201.3805 | 111.1297 | 162.8795 | 302.7766 | -139.897 |
Avg Daily Profit (%) | 0.1862 | 0.12 | 0.0662 | 0.0576 | 0.0831 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152919 | -63247 | -119374 | -1566929 | -637145 | -1305699 |
Profit Factor | 1.3565 | 1.4863 | 1.2402 | 1.0233 | 1.1012 | 0.965 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Profitability (%) | 44.8819 | 42.5197 | 47.2441 | 44.8819 | 42.5197 | 47.2441 |
Ratio Avg Win / Avg Loss | 1.6658 | 2.0093 | 1.3849 | 1.2567 | 1.4886 | 1.0776 |
Largest Winning Trade | 105455 | 105455 | 54405 | 389478 | 389478 | 364715 |
Largest Losing Trade | -43639 | -21451 | -43639 | -555218 | -197235 | -555218 |
Avg Bars in Trades | 78 | 70 | 86 | 78 | 70 | 86 |
Avg Bars in Winners | 105 | 92 | 116 | 105 | 92 | 116 |
Avg Bars in Losers | 56 | 53 | 59 | 56 | 53 | 59 |
Bars Traded | 19894 | 8934 | 10960 | 19894 | 8934 | 10960 |
Profit Streak | 15.7419 | 31.9919 | 15.7419 | 15.7419 | 31.9919 | 15.7419 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340288 | -32593 | -105497 | -310469 | -193450 | -579820 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20137, "evaluation_days": 1678.08, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614945600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759045701379, "expiration_time": 1763941910400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "pwma", "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": [ [ 312510.1706979442, 201380.4630170854, 111129.7076808584, 162879.5155131337, 302776.553599438, -139897.038086305 ], [ 312.510171, 201.380463, 111.129708, 162.879516, 302.776554, -139.897038 ], [ 0.186231, 0.120006, 0.066224, 0.057614, 0.083059, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -152919, -63247, -119374, -1566929, -637145, -1305699 ], [ 1.356473, 1.486333, 1.240233, 1.023306, 1.101151, 0.964985 ], [ 254, 127, 127, 254, 127, 127 ], [ 114, 54, 60, 114, 54, 60 ], [ 140, 73, 67, 140, 73, 67 ], [ 44.88189, 42.519685, 47.244094, 44.88189, 42.519685, 47.244094 ], [ 1.665845, 2.009302, 1.384926, 1.256692, 1.488593, 1.077567 ], [ 105455, 105455, 54405, 389478, 389478, 364715 ], [ -43639, -21451, -43639, -555218, -197235, -555218 ], [ 78, 70, 86, 78, 70, 86 ], [ 105, 92, 116, 105, 92, 116 ], [ 56, 53, 59, 56, 53, 59 ], [ 19894, 8934, 10960, 19894, 8934, 10960 ], [ 15.741914, 31.991914, 15.741914, 15.741914, 31.991914, 15.741914 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340288, -32593, -105497, -310469, -193450, -579820 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20137, "evaluation_days": 1678.08, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614945600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759045701379, "expiration_time": 1763941910400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "pwma", "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) |
---|