Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564673.1154 | 319090.2588 | 245582.8567 | 3499769.0128 | 2765273.7515 | 734495.2612 |
Total P&L (%) | 564.6731 | 319.0903 | 245.5829 | 3499.769 | 2765.2738 | 734.4953 |
Avg Daily Profit (%) | 0.3354 | 0.1895 | 0.1459 | 0.2131 | 0.1995 | 0.1261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74521 | -72770 | -54209 | -4230868 | -1441257 | -3014026 |
Profit Factor | 1.9712 | 2.0364 | 1.8978 | 1.3665 | 1.6668 | 1.136 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 112 | 63 | 49 | 112 | 63 | 49 |
Profitability (%) | 44.8276 | 38.2353 | 51.4851 | 44.8276 | 38.2353 | 51.4851 |
Ratio Avg Win / Avg Loss | 2.4261 | 3.2895 | 1.7884 | 1.6818 | 2.6925 | 1.0704 |
Largest Winning Trade | 104064 | 104064 | 50716 | 1320426 | 1320426 | 1254199 |
Largest Losing Trade | -23158 | -19277 | -23158 | -879959 | -722342 | -879959 |
Avg Bars in Trades | 98 | 84 | 111 | 98 | 84 | 111 |
Avg Bars in Winners | 152 | 144 | 158 | 152 | 144 | 158 |
Avg Bars in Losers | 53 | 47 | 62 | 53 | 47 | 62 |
Bars Traded | 19943 | 8653 | 11290 | 19943 | 8653 | 11290 |
Profit Streak | 42.6858 | 42.6858 | 43.1858 | 42.6858 | 42.6858 | 43.1858 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467206 | 255461 | 206624 | 352405 | 247848 | -94782 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20204, "evaluation_days": 1683.67, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615118400000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759206448893, "expiration_time": 1764441676800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 80 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 564673.1154396116, 319090.2587855524, 245582.8566540587, 3499769.012791361, 2765273.751545437, 734495.2612459244 ], [ 564.673115, 319.090259, 245.582857, 3499.769013, 2765.273752, 734.495261 ], [ 0.335382, 0.189521, 0.145862, 0.213063, 0.199481, 0.126093 ], [ 10, 10, 10, 10, 10, 10 ], [ -74521, -72770, -54209, -4230868, -1441257, -3014026 ], [ 1.971207, 2.036382, 1.897845, 1.366477, 1.666769, 1.135955 ], [ 203, 102, 101, 203, 102, 101 ], [ 91, 39, 52, 91, 39, 52 ], [ 112, 63, 49, 112, 63, 49 ], [ 44.827586, 38.235294, 51.485149, 44.827586, 38.235294, 51.485149 ], [ 2.426101, 3.28954, 1.788354, 1.681818, 2.692473, 1.070419 ], [ 104064, 104064, 50716, 1320426, 1320426, 1254199 ], [ -23158, -19277, -23158, -879959, -722342, -879959 ], [ 98, 84, 111, 98, 84, 111 ], [ 152, 144, 158, 152, 144, 158 ], [ 53, 47, 62, 53, 47, 62 ], [ 19943, 8653, 11290, 19943, 8653, 11290 ], [ 42.685751, 42.685751, 43.185751, 42.685751, 42.685751, 43.185751 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 467206, 255461, 206624, 352405, 247848, -94782 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20204, "evaluation_days": 1683.67, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615118400000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759206448893, "expiration_time": 1764441676800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 80 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|