| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 519081.0608 | 290812.8381 | 228268.2227 | 2422040.1093 | 1693782.262 | 728257.8473 |
| Total P&L (%) | 519.0811 | 290.8128 | 228.2682 | 2422.0401 | 1693.7823 | 728.2578 |
| Avg Daily Profit (%) | 0.3093 | 0.1733 | 0.136 | 0.1925 | 0.1722 | 0.1261 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -67424 | -105385 | -38839 | -1430222 | -345504 | -1195281 |
| Profit Factor | 1.8111 | 1.8629 | 1.7535 | 1.6478 | 1.9964 | 1.3571 |
| Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
| Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
| Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
| Profitability (%) | 37.3563 | 33.3333 | 41.3793 | 37.3563 | 33.3333 | 41.3793 |
| Ratio Avg Win / Avg Loss | 3.0371 | 3.7258 | 2.4841 | 2.7632 | 3.9929 | 1.9226 |
| Largest Winning Trade | 111346 | 111346 | 51713 | 809060 | 809060 | 607542 |
| Largest Losing Trade | -22868 | -18797 | -22868 | -369980 | -192354 | -369980 |
| Avg Bars in Trades | 113 | 104 | 122 | 113 | 104 | 122 |
| Avg Bars in Winners | 203 | 197 | 207 | 203 | 197 | 207 |
| Avg Bars in Losers | 59 | 58 | 61 | 59 | 58 | 61 |
| Bars Traded | 19730 | 9115 | 10615 | 19730 | 9115 | 10615 |
| Profit Streak | 31.7861 | 0 | 33.7861 | 31.7861 | 0 | 33.7861 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321938 | 148520 | -11242 | 274651 | 172452 | -25890 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20137,
"evaluation_days": 1678.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614600000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758883918507,
"expiration_time": 1763941910400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 97,
"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": [
[
519081.0608377305,
290812.8380985775,
228268.2227391531,
2422040.109344509,
1693782.2620005612,
728257.8473439489
],
[
519.081061,
290.812838,
228.268223,
2422.040109,
1693.782262,
728.257847
],
[
0.30933,
0.173301,
0.136029,
0.192527,
0.172185,
0.126066
],
[
10,
10,
10,
10,
10,
10
],
[
-67424,
-105385,
-38839,
-1430222,
-345504,
-1195281
],
[
1.811111,
1.862905,
1.753491,
1.647788,
1.996429,
1.357149
],
[
174,
87,
87,
174,
87,
87
],
[
65,
29,
36,
65,
29,
36
],
[
109,
58,
51,
109,
58,
51
],
[
37.356322,
33.333333,
41.37931,
37.356322,
33.333333,
41.37931
],
[
3.037093,
3.72581,
2.484113,
2.763214,
3.992858,
1.922628
],
[
111346,
111346,
51713,
809060,
809060,
607542
],
[
-22868,
-18797,
-22868,
-369980,
-192354,
-369980
],
[
113,
104,
122,
113,
104,
122
],
[
203,
197,
207,
203,
197,
207
],
[
59,
58,
61,
59,
58,
61
],
[
19730,
9115,
10615,
19730,
9115,
10615
],
[
31.786094,
0,
33.786094,
31.786094,
0,
33.786094
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321938,
148520,
-11242,
274651,
172452,
-25890
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20137,
"evaluation_days": 1678.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614600000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758883918507,
"expiration_time": 1763941910400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 97,
"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) |
|---|