| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 151513.6936 | 107428.5641 | 44085.1295 | 198966.7307 | 181906.5905 | 17060.1401 |
| Total P&L (%) | 151.5137 | 107.4286 | 44.0851 | 198.9667 | 181.9066 | 17.0601 |
| Avg Daily Profit (%) | 0.5818 | 0.4125 | 0.1693 | 0.4214 | 0.3988 | 0.0605 |
| Buy And Hold Return (%) | 21.8615 | 21.8615 | 21.8615 | 21.8615 | 21.8615 | 21.8615 |
| Max Trade Drawdown | -31967 | -24473 | -29367 | -91617 | -66092 | -87780 |
| Profit Factor | 1.6716 | 2.0063 | 1.371 | 1.3291 | 1.6602 | 1.0518 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Profitability (%) | 43.8596 | 43.8596 | 43.8596 | 43.8596 | 43.8596 | 43.8596 |
| Ratio Avg Win / Avg Loss | 2.1397 | 2.568 | 1.7549 | 1.7012 | 2.1251 | 1.3464 |
| Largest Winning Trade | 59009 | 59009 | 21213 | 107596 | 107596 | 48842 |
| Largest Losing Trade | -10895 | -9655 | -10895 | -35068 | -22855 | -35068 |
| Avg Bars in Trades | 212 | 196 | 229 | 212 | 196 | 229 |
| Avg Bars in Winners | 380 | 360 | 401 | 380 | 360 | 401 |
| Avg Bars in Losers | 81 | 68 | 94 | 81 | 68 | 94 |
| Bars Traded | 24250 | 11194 | 13056 | 24250 | 11194 | 13056 |
| Profit Streak | 15.4275 | 32.2296 | 15.4275 | 15.4275 | 32.2296 | 15.4275 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 434435 | -170545 | -180558 | 322174 | -169920 | -624180 |
{
"trading_pair": "CAKE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736382600000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758817834612,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 173,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 106,
"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": [
[
151513.6935895571,
107428.5640890429,
44085.1295005143,
198966.7306791064,
181906.5905404383,
17060.1401386684
],
[
151.513694,
107.428564,
44.08513,
198.966731,
181.906591,
17.06014
],
[
0.581805,
0.41252,
0.169285,
0.421422,
0.398768,
0.060504
],
[
21.861472,
21.861472,
21.861472,
21.861472,
21.861472,
21.861472
],
[
-31967,
-24473,
-29367,
-91617,
-66092,
-87780
],
[
1.671629,
2.006255,
1.370992,
1.329087,
1.66023,
1.051842
],
[
114,
57,
57,
114,
57,
57
],
[
50,
25,
25,
50,
25,
25
],
[
64,
32,
32,
64,
32,
32
],
[
43.859649,
43.859649,
43.859649,
43.859649,
43.859649,
43.859649
],
[
2.139686,
2.568007,
1.754869,
1.701232,
2.125094,
1.346357
],
[
59009,
59009,
21213,
107596,
107596,
48842
],
[
-10895,
-9655,
-10895,
-35068,
-22855,
-35068
],
[
212,
196,
229,
212,
196,
229
],
[
380,
360,
401,
380,
360,
401
],
[
81,
68,
94,
81,
68,
94
],
[
24250,
11194,
13056,
24250,
11194,
13056
],
[
15.427484,
32.229567,
15.427484,
15.427484,
32.229567,
15.427484
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
434435,
-170545,
-180558,
322174,
-169920,
-624180
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736382600000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758817834612,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 173,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 106,
"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) |
|---|