| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 676114.9341 | 387526.5889 | 288588.3452 | 9001251.3244 | 6452302.5583 | 2548948.7661 |
| Total P&L (%) | 676.1149 | 387.5266 | 288.5883 | 9001.2513 | 6452.3026 | 2548.9488 |
| Avg Daily Profit (%) | 0.4008 | 0.2297 | 0.1711 | 0.2678 | 0.2482 | 0.1944 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76489 | -75918 | -62844 | -2351832 | -793894 | -2958018 |
| Profit Factor | 1.6432 | 1.7487 | 1.5409 | 1.704 | 2.1581 | 1.3533 |
| Total Trades | 550 | 275 | 275 | 550 | 275 | 275 |
| Winning Trades | 174 | 83 | 91 | 174 | 83 | 91 |
| Losing Trades | 376 | 192 | 184 | 376 | 192 | 184 |
| Profitability (%) | 31.6364 | 30.1818 | 33.0909 | 31.6364 | 30.1818 | 33.0909 |
| Ratio Avg Win / Avg Loss | 3.5509 | 4.0451 | 3.1158 | 3.6823 | 4.9923 | 2.7364 |
| Largest Winning Trade | 69070 | 69070 | 52365 | 3153191 | 3153191 | 2450552 |
| Largest Losing Trade | -20750 | -20750 | -18895 | -574408 | -566268 | -574408 |
| Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Winners | 40 | 39 | 40 | 40 | 39 | 40 |
| Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
| Bars Traded | 10053 | 4991 | 5062 | 10053 | 4991 | 5062 |
| Profit Streak | 8.6053 | 0 | 9.1053 | 8.6053 | 0 | 9.1053 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343663 | 167178 | 206656 | 306957 | 216322 | 187570 |
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10122,
"evaluation_days": 1687,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1614153600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759458699113,
"expiration_time": 1763822304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 32,
"offset": 0,
"a": 0.69968
}
},
"second_band": {
"type": "hl2",
"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": [
[
676114.9340635703,
387526.5888729133,
288588.345190657,
9001251.32440331,
6452302.558272391,
2548948.766130919
],
[
676.114934,
387.526589,
288.588345,
9001.251324,
6452.302558,
2548.948766
],
[
0.400779,
0.229713,
0.171066,
0.267755,
0.248227,
0.194424
],
[
10,
10,
10,
10,
10,
10
],
[
-76489,
-75918,
-62844,
-2351832,
-793894,
-2958018
],
[
1.643231,
1.748652,
1.540944,
1.704033,
2.158113,
1.353339
],
[
550,
275,
275,
550,
275,
275
],
[
174,
83,
91,
174,
83,
91
],
[
376,
192,
184,
376,
192,
184
],
[
31.636364,
30.181818,
33.090909,
31.636364,
30.181818,
33.090909
],
[
3.550889,
4.045074,
3.115754,
3.682277,
4.992262,
2.736422
],
[
69070,
69070,
52365,
3153191,
3153191,
2450552
],
[
-20750,
-20750,
-18895,
-574408,
-566268,
-574408
],
[
18,
18,
18,
18,
18,
18
],
[
40,
39,
40,
40,
39,
40
],
[
8,
8,
7,
8,
8,
7
],
[
10053,
4991,
5062,
10053,
4991,
5062
],
[
8.605314,
0,
9.105314,
8.605314,
0,
9.105314
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343663,
167178,
206656,
306957,
216322,
187570
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10122,
"evaluation_days": 1687,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1614153600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759458699113,
"expiration_time": 1763822304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 32,
"offset": 0,
"a": 0.69968
}
},
"second_band": {
"type": "hl2",
"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) |
|---|