Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212730.3137 | 134985.5595 | 77744.7543 | 457408.3161 | 332452.5679 | 124955.7483 |
Total P&L (%) | 212.7303 | 134.9856 | 77.7448 | 457.4083 | 332.4526 | 124.9557 |
Avg Daily Profit (%) | 0.8169 | 0.5183 | 0.2985 | 0.6619 | 0.5639 | 0.3118 |
Buy And Hold Return (%) | 21.1274 | 21.1274 | 21.1274 | 21.1274 | 21.1274 | 21.1274 |
Max Trade Drawdown | -16578 | -10224 | -17029 | -90519 | -55409 | -97778 |
Profit Factor | 3.2094 | 3.5379 | 2.8039 | 2.031 | 2.566 | 1.5401 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 52.5424 | 50 | 55.1724 | 52.5424 | 50 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.8988 | 3.5379 | 2.2782 | 1.8345 | 2.566 | 1.2513 |
Largest Winning Trade | 64887 | 64887 | 32127 | 139083 | 139083 | 97740 |
Largest Losing Trade | -8538 | -8310 | -8538 | -46648 | -31884 | -46648 |
Avg Bars in Trades | 407 | 380 | 436 | 407 | 380 | 436 |
Avg Bars in Winners | 602 | 572 | 630 | 602 | 572 | 630 |
Avg Bars in Losers | 192 | 188 | 196 | 192 | 188 | 196 |
Bars Traded | 24065 | 11415 | 12650 | 24065 | 11415 | 12650 |
Profit Streak | 8.8708 | 32.0375 | 0 | 8.8708 | 32.0375 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160998 | 583634 | 379007 | -164467 | 546415 | 310466 |
{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736399700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758896637137, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 154, "offset": 0, "a": 0.02014 } }, "second_band": { "type": "sinwma", "factors": { "length": 192, "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": [ [ 212730.3137117786, 134985.5594597835, 77744.7542519948, 457408.3161319601, 332452.5678526178, 124955.7482793426 ], [ 212.730314, 134.985559, 77.744754, 457.408316, 332.452568, 124.955748 ], [ 0.816874, 0.518338, 0.298536, 0.661934, 0.563869, 0.311803 ], [ 21.127367, 21.127367, 21.127367, 21.127367, 21.127367, 21.127367 ], [ -16578, -10224, -17029, -90519, -55409, -97778 ], [ 3.209386, 3.537939, 2.803917, 2.031029, 2.566017, 1.540114 ], [ 59, 30, 29, 59, 30, 29 ], [ 31, 15, 16, 31, 15, 16 ], [ 28, 15, 13, 28, 15, 13 ], [ 52.542373, 50, 55.172414, 52.542373, 50, 55.172414 ], [ 2.8988, 3.537939, 2.278182, 1.834478, 2.566017, 1.251343 ], [ 64887, 64887, 32127, 139083, 139083, 97740 ], [ -8538, -8310, -8538, -46648, -31884, -46648 ], [ 407, 380, 436, 407, 380, 436 ], [ 602, 572, 630, 602, 572, 630 ], [ 192, 188, 196, 192, 188, 196 ], [ 24065, 11415, 12650, 24065, 11415, 12650 ], [ 8.8708, 32.037467, 0, 8.8708, 32.037467, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160998, 583634, 379007, -164467, 546415, 310466 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736399700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758896637137, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 154, "offset": 0, "a": 0.02014 } }, "second_band": { "type": "sinwma", "factors": { "length": 192, "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) |
---|