| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 318078.8562 | 193610.8551 | 124468.0011 | 1175123.9062 | 863417.0748 | 311706.8314 |
| Total P&L (%) | 318.0789 | 193.6109 | 124.468 | 1175.1239 | 863.4171 | 311.7068 |
| Avg Daily Profit (%) | 0.6107 | 0.3717 | 0.239 | 0.49 | 0.4359 | 0.2721 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -30417 | -36248 | -26334 | -353303 | -208761 | -357226 |
| Profit Factor | 2.2158 | 2.5176 | 1.9285 | 1.7121 | 2.1154 | 1.3558 |
| Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
| Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Profitability (%) | 43.7037 | 44.1176 | 43.2836 | 43.7037 | 44.1176 | 43.2836 |
| Ratio Avg Win / Avg Loss | 2.8542 | 3.189 | 2.527 | 2.2054 | 2.6795 | 1.7765 |
| Largest Winning Trade | 51974 | 51974 | 34969 | 293790 | 266370 | 293790 |
| Largest Losing Trade | -14755 | -13154 | -14755 | -102107 | -80578 | -102107 |
| Avg Bars in Trades | 180 | 170 | 190 | 180 | 170 | 190 |
| Avg Bars in Winners | 302 | 275 | 329 | 302 | 275 | 329 |
| Avg Bars in Losers | 85 | 87 | 83 | 85 | 87 | 83 |
| Bars Traded | 24344 | 11607 | 12737 | 24344 | 11607 | 12737 |
| Profit Streak | 10.4207 | 33.5873 | 0 | 10.4207 | 33.5873 | 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 | 480312 | -97432 | -108522 | 423163 | -97243 | -110365 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714032000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759012545893,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 83,
"offset": 87
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 144,
"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": [
[
318078.8562378743,
193610.8550886019,
124468.0011492723,
1175123.906163368,
863417.0747555838,
311706.8314077848
],
[
318.078856,
193.610855,
124.468001,
1175.123906,
863.417075,
311.706831
],
[
0.610715,
0.371735,
0.23898,
0.48996,
0.435891,
0.272078
],
[
10,
10,
10,
10,
10,
10
],
[
-30417,
-36248,
-26334,
-353303,
-208761,
-357226
],
[
2.215798,
2.517649,
1.928528,
1.712101,
2.115375,
1.355782
],
[
135,
68,
67,
135,
68,
67
],
[
59,
30,
29,
59,
30,
29
],
[
76,
38,
38,
76,
38,
38
],
[
43.703704,
44.117647,
43.283582,
43.703704,
44.117647,
43.283582
],
[
2.854248,
3.189023,
2.527037,
2.205418,
2.679476,
1.776542
],
[
51974,
51974,
34969,
293790,
266370,
293790
],
[
-14755,
-13154,
-14755,
-102107,
-80578,
-102107
],
[
180,
170,
190,
180,
170,
190
],
[
302,
275,
329,
302,
275,
329
],
[
85,
87,
83,
85,
87,
83
],
[
24344,
11607,
12737,
24344,
11607,
12737
],
[
10.42067,
33.587337,
0,
10.42067,
33.587337,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
480312,
-97432,
-108522,
423163,
-97243,
-110365
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714032000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759012545893,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 83,
"offset": 87
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 144,
"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) |
|---|