| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 351746.1961 | 231325.9206 | 120420.2754 | 193658.0508 | -3197.2217 | 196855.2725 |
| Total P&L (%) | 351.7462 | 231.3259 | 120.4203 | 193.6581 | -3.1972 | 196.8553 |
| Avg Daily Profit (%) | 0.2096 | 0.1379 | 0.0718 | 0.0642 | -0.0019 | 0.0649 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -155262 | -82919 | -101885 | -1280816 | -609626 | -754075 |
| Profit Factor | 1.5909 | 1.7539 | 1.4175 | 1.0582 | 0.9982 | 1.1273 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
| Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
| Profitability (%) | 44.4444 | 41.2698 | 47.619 | 44.4444 | 41.2698 | 47.619 |
| Ratio Avg Win / Avg Loss | 1.9886 | 2.4959 | 1.5593 | 1.3228 | 1.4205 | 1.2401 |
| Largest Winning Trade | 165882 | 165882 | 56824 | 378737 | 378737 | 293960 |
| Largest Losing Trade | -39993 | -30969 | -39993 | -302290 | -292510 | -302290 |
| Avg Bars in Trades | 155 | 150 | 161 | 155 | 150 | 161 |
| Avg Bars in Winners | 244 | 248 | 241 | 244 | 248 | 241 |
| Avg Bars in Losers | 84 | 80 | 89 | 84 | 80 | 89 |
| Bars Traded | 19641 | 9450 | 10191 | 19641 | 9450 | 10191 |
| Profit Streak | 31.1722 | 0 | 45.6722 | 31.1722 | 0 | 45.6722 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338031 | -156031 | -241830 | -264970 | -729464 | -333394 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20137,
"evaluation_days": 1678.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615939200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758866878992,
"expiration_time": 1763941910400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 103,
"offset": 207
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 68,
"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": [
[
351746.1960642114,
231325.9206413263,
120420.2754228851,
193658.0508046944,
-3197.2217093224,
196855.2725140169
],
[
351.746196,
231.325921,
120.420275,
193.658051,
-3.197222,
196.855273
],
[
0.209612,
0.137852,
0.071761,
0.064216,
-0.001936,
0.064861
],
[
10,
10,
10,
10,
10,
10
],
[
-155262,
-82919,
-101885,
-1280816,
-609626,
-754075
],
[
1.590897,
1.753872,
1.417511,
1.058207,
0.998205,
1.127342
],
[
126,
63,
63,
126,
63,
63
],
[
56,
26,
30,
56,
26,
30
],
[
70,
37,
33,
70,
37,
33
],
[
44.444444,
41.269841,
47.619048,
44.444444,
41.269841,
47.619048
],
[
1.988622,
2.495894,
1.559262,
1.322759,
1.420522,
1.240076
],
[
165882,
165882,
56824,
378737,
378737,
293960
],
[
-39993,
-30969,
-39993,
-302290,
-292510,
-302290
],
[
155,
150,
161,
155,
150,
161
],
[
244,
248,
241,
244,
248,
241
],
[
84,
80,
89,
84,
80,
89
],
[
19641,
9450,
10191,
19641,
9450,
10191
],
[
31.17221,
0,
45.67221,
31.172211,
0,
45.672211
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338031,
-156031,
-241830,
-264970,
-729464,
-333394
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20137,
"evaluation_days": 1678.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615939200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758866878992,
"expiration_time": 1763941910400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 103,
"offset": 207
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 68,
"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) |
|---|