Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336416.0196 | 206149.2564 | 130266.7631 | 243297.3289 | 338692.1277 | -95394.7988 |
Total P&L (%) | 336.416 | 206.1493 | 130.2668 | 243.2973 | 338.6921 | -95.3948 |
Avg Daily Profit (%) | 0.2005 | 0.1228 | 0.0776 | 0.0735 | 0.0882 | -0.1833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109981 | -65130 | -102730 | -1310061 | -438857 | -1294747 |
Profit Factor | 1.5262 | 1.6596 | 1.3987 | 1.0588 | 1.1898 | 0.9595 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 44.4444 | 42.8571 | 46.0317 | 44.4444 | 42.8571 | 46.0317 |
Ratio Avg Win / Avg Loss | 1.9078 | 2.2128 | 1.6398 | 1.3234 | 1.5864 | 1.125 |
Largest Winning Trade | 133362 | 133362 | 45012 | 399994 | 399994 | 367378 |
Largest Losing Trade | -52924 | -17875 | -52924 | -872026 | -188150 | -872026 |
Avg Bars in Trades | 156 | 128 | 184 | 156 | 128 | 184 |
Avg Bars in Winners | 216 | 182 | 248 | 216 | 182 | 248 |
Avg Bars in Losers | 108 | 88 | 129 | 108 | 88 | 129 |
Bars Traded | 19745 | 8121 | 11624 | 19745 | 8121 | 11624 |
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 | 301546 | -175601 | -235727 | -252494 | -235644 | -727334 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20137, "evaluation_days": 1678.08, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615356000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758932969173, "expiration_time": 1763941910400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } } }
{ "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": [ [ 336416.0195926407, 206149.2564490784, 130266.7631435622, 243297.3289297177, 338692.1277036323, -95394.7987739148 ], [ 336.41602, 206.149256, 130.266763, 243.297329, 338.692128, -95.394799 ], [ 0.200477, 0.122848, 0.077628, 0.073529, 0.088153, -0.183255 ], [ 10, 10, 10, 10, 10, 10 ], [ -109981, -65130, -102730, -1310061, -438857, -1294747 ], [ 1.526237, 1.659603, 1.398674, 1.058752, 1.189797, 0.95952 ], [ 126, 63, 63, 126, 63, 63 ], [ 56, 27, 29, 56, 27, 29 ], [ 70, 36, 34, 70, 36, 34 ], [ 44.444444, 42.857143, 46.031746, 44.444444, 42.857143, 46.031746 ], [ 1.907797, 2.212804, 1.639824, 1.323441, 1.586397, 1.124954 ], [ 133362, 133362, 45012, 399994, 399994, 367378 ], [ -52924, -17875, -52924, -872026, -188150, -872026 ], [ 156, 128, 184, 156, 128, 184 ], [ 216, 182, 248, 216, 182, 248 ], [ 108, 88, 129, 108, 88, 129 ], [ 19745, 8121, 11624, 19745, 8121, 11624 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301546, -175601, -235727, -252494, -235644, -727334 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20137, "evaluation_days": 1678.08, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615356000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758932969173, "expiration_time": 1763941910400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } } }
# | 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) |
---|