| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 605395.531 | 365470.1575 | 239925.3735 | 3605558.8579 | 2802565.9745 | 802992.8834 |
| Total P&L (%) | 605.3955 | 365.4702 | 239.9254 | 3605.5589 | 2802.566 | 802.9929 |
| Avg Daily Profit (%) | 0.3607 | 0.2177 | 0.1429 | 0.2154 | 0.2009 | 0.1312 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -139413 | -124221 | -68018 | -1955914 | -777914 | -2022828 |
| Profit Factor | 1.5214 | 1.6373 | 1.4082 | 1.3904 | 1.6388 | 1.1657 |
| Total Trades | 560 | 280 | 280 | 560 | 280 | 280 |
| Winning Trades | 174 | 86 | 88 | 174 | 86 | 88 |
| Losing Trades | 386 | 194 | 192 | 386 | 194 | 192 |
| Profitability (%) | 31.0714 | 30.7143 | 31.4286 | 31.0714 | 30.7143 | 31.4286 |
| Ratio Avg Win / Avg Loss | 3.3749 | 3.6934 | 3.0725 | 3.0846 | 3.6969 | 2.5432 |
| Largest Winning Trade | 90468 | 90468 | 42197 | 1722185 | 1722185 | 1295605 |
| Largest Losing Trade | -19178 | -16046 | -19178 | -459196 | -459196 | -408941 |
| Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
| Avg Bars in Winners | 37 | 37 | 38 | 37 | 37 | 38 |
| Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
| Bars Traded | 9930 | 5063 | 4867 | 9930 | 5063 | 4867 |
| Profit Streak | 8.7489 | 9.0822 | 0 | 8.7489 | 9.0822 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304957 | 188190 | -6398 | 231473 | 198108 | -60704 |
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10071,
"evaluation_days": 1678.5,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1615089600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895104672,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"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": [
[
605395.5310197207,
365470.1575311092,
239925.3734886108,
3605558.857892874,
2802565.9745209715,
802992.8833718987
],
[
605.395531,
365.470158,
239.925373,
3605.558858,
2802.565975,
802.992883
],
[
0.360677,
0.217736,
0.14294,
0.215449,
0.200868,
0.131188
],
[
10,
10,
10,
10,
10,
10
],
[
-139413,
-124221,
-68018,
-1955914,
-777914,
-2022828
],
[
1.52135,
1.637284,
1.408227,
1.390448,
1.638832,
1.165654
],
[
560,
280,
280,
560,
280,
280
],
[
174,
86,
88,
174,
86,
88
],
[
386,
194,
192,
386,
194,
192
],
[
31.071429,
30.714286,
31.428571,
31.071429,
30.714286,
31.428571
],
[
3.374949,
3.693408,
3.072494,
3.084557,
3.696899,
2.543246
],
[
90468,
90468,
42197,
1722185,
1722185,
1295605
],
[
-19178,
-16046,
-19178,
-459196,
-459196,
-408941
],
[
17,
18,
17,
17,
18,
17
],
[
37,
37,
38,
37,
37,
38
],
[
8,
9,
7,
8,
9,
7
],
[
9930,
5063,
4867,
9930,
5063,
4867
],
[
8.748896,
9.08223,
0,
8.748897,
9.08223,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304957,
188190,
-6398,
231473,
198108,
-60704
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10071,
"evaluation_days": 1678.5,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1615089600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895104672,
"expiration_time": 1763065872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"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) |
|---|