Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116616.3687 | 88640.9999 | 27975.3688 | 109603.1858 | 115750.3106 | -6147.1248 |
Total P&L (%) | 116.6164 | 88.641 | 27.9754 | 109.6032 | 115.7503 | -6.1471 |
Avg Daily Profit (%) | 0.4478 | 0.3404 | 0.1074 | 0.2846 | 0.2957 | -0.0244 |
Buy And Hold Return (%) | 21.9142 | 21.9142 | 21.9142 | 21.9142 | 21.9142 | 21.9142 |
Max Trade Drawdown | -48704 | -26300 | -34007 | -135783 | -64018 | -92136 |
Profit Factor | 1.296 | 1.4697 | 1.1363 | 1.1323 | 1.2863 | 0.9855 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 154 | 79 | 75 | 154 | 79 | 75 |
Profitability (%) | 46.8966 | 45.5172 | 48.2759 | 46.8966 | 45.5172 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.4675 | 1.7592 | 1.2175 | 1.2822 | 1.5397 | 1.0559 |
Largest Winning Trade | 59620 | 59620 | 27995 | 63317 | 63317 | 29110 |
Largest Losing Trade | -16456 | -7949 | -16456 | -32053 | -16420 | -32053 |
Avg Bars in Trades | 84 | 82 | 87 | 84 | 82 | 87 |
Avg Bars in Winners | 120 | 122 | 119 | 120 | 122 | 119 |
Avg Bars in Losers | 52 | 48 | 57 | 52 | 48 | 57 |
Bars Traded | 24582 | 11903 | 12678 | 24582 | 11903 | 12678 |
Profit Streak | 6.2291 | 11.8853 | 6.2291 | 6.2291 | 11.8853 | 6.2291 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315395 | 239351 | -201430 | -67893 | 222598 | -580653 |
{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736394300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758884394088, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 186, "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": [ [ 116616.3687197011, 88640.9998748817, 27975.3688448195, 109603.1858253791, 115750.310598744, -6147.1247733648 ], [ 116.616369, 88.641, 27.975369, 109.603186, 115.750311, -6.147125 ], [ 0.447801, 0.340377, 0.107424, 0.284578, 0.29571, -0.024358 ], [ 21.914249, 21.914249, 21.914249, 21.914249, 21.914249, 21.914249 ], [ -48704, -26300, -34007, -135783, -64018, -92136 ], [ 1.29601, 1.469669, 1.136312, 1.13231, 1.286309, 0.985505 ], [ 290, 145, 145, 290, 145, 145 ], [ 136, 66, 70, 136, 66, 70 ], [ 154, 79, 75, 154, 79, 75 ], [ 46.896552, 45.517241, 48.275862, 46.896552, 45.517241, 48.275862 ], [ 1.467541, 1.75915, 1.217477, 1.282174, 1.539673, 1.055899 ], [ 59620, 59620, 27995, 63317, 63317, 29110 ], [ -16456, -7949, -16456, -32053, -16420, -32053 ], [ 84, 82, 87, 84, 82, 87 ], [ 120, 122, 119, 120, 122, 119 ], [ 52, 48, 57, 52, 48, 57 ], [ 24582, 11903, 12678, 24582, 11903, 12678 ], [ 6.229098, 11.885348, 6.229098, 6.229098, 11.885348, 6.229098 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315395, 239351, -201430, -67893, 222598, -580653 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736394300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758884394088, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 186, "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) |
---|