| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 438534.7887 | 356241.2442 | 82293.5446 | 35338.1768 | -103636.5128 | 138974.6896 |
| Total P&L (%) | 438.5348 | 356.2412 | 82.2935 | 35.3382 | -103.6365 | 138.9747 |
| Avg Daily Profit (%) | 0.2604 | 0.2115 | 0.0489 | 0.018 | 0 | 0.0517 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -186834 | -202114 | -49979 | -520104 | -502689 | -48851 |
| Profit Factor | 1.5279 | 1.5689 | 1.4025 | 1.0278 | 0.8973 | 1.5333 |
| Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
| Winning Trades | 116 | 51 | 65 | 116 | 51 | 65 |
| Losing Trades | 123 | 68 | 55 | 123 | 68 | 55 |
| Profitability (%) | 48.5356 | 42.8571 | 54.1667 | 48.5356 | 42.8571 | 54.1667 |
| Ratio Avg Win / Avg Loss | 1.6201 | 2.0918 | 1.1868 | 1.0899 | 1.1964 | 1.2974 |
| Largest Winning Trade | 249545 | 249545 | 13277 | 264462 | 264462 | 44224 |
| Largest Losing Trade | -55926 | -55926 | -16228 | -189987 | -189987 | -23102 |
| Avg Bars in Trades | 41 | 77 | 6 | 41 | 77 | 6 |
| Avg Bars in Winners | 47 | 98 | 6 | 47 | 98 | 6 |
| Avg Bars in Losers | 36 | 60 | 6 | 36 | 60 | 6 |
| Bars Traded | 9944 | 9167 | 777 | 9944 | 9167 | 777 |
| Profit Streak | 0 | 30.0398 | 0 | 0 | 30.0398 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 410615 | 290941 | -126369 | -360718 | -581587 | -121733 |
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10106,
"evaluation_days": 1684.33,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1615852800000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759237042689,
"expiration_time": 1763584992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 11,
"offset": 0,
"std": 4.54303
}
}
} {
"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": [
[
438534.788733189,
356241.244153792,
82293.5445793967,
35338.1767836299,
-103636.5127770171,
138974.6895606467
],
[
438.534789,
356.241244,
82.293545,
35.338177,
-103.636513,
138.97469
],
[
0.260362,
0.211503,
0.048858,
0.017968,
0,
0.051736
],
[
10,
10,
10,
10,
10,
10
],
[
-186834,
-202114,
-49979,
-520104,
-502689,
-48851
],
[
1.527926,
1.568859,
1.402537,
1.02783,
0.897305,
1.533277
],
[
239,
119,
120,
239,
119,
120
],
[
116,
51,
65,
116,
51,
65
],
[
123,
68,
55,
123,
68,
55
],
[
48.535565,
42.857143,
54.166667,
48.535565,
42.857143,
54.166667
],
[
1.620128,
2.091812,
1.186762,
1.089854,
1.196407,
1.297388
],
[
249545,
249545,
13277,
264462,
264462,
44224
],
[
-55926,
-55926,
-16228,
-189987,
-189987,
-23102
],
[
41,
77,
6,
41,
77,
6
],
[
47,
98,
6,
47,
98,
6
],
[
36,
60,
6,
36,
60,
6
],
[
9944,
9167,
777,
9944,
9167,
777
],
[
0,
30.039846,
0,
0,
30.039846,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
410615,
290941,
-126369,
-360718,
-581587,
-121733
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10106,
"evaluation_days": 1684.33,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1615852800000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759237042689,
"expiration_time": 1763584992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 11,
"offset": 0,
"std": 4.54303
}
}
}
| # | 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) |
|---|