| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 301478.2967 | 202035.5803 | 99442.7164 | 885437.94 | 861616.1613 | 23821.7787 |
| Total P&L (%) | 301.4783 | 202.0356 | 99.4427 | 885.4379 | 861.6162 | 23.8218 |
| Avg Daily Profit (%) | 0.5788 | 0.3879 | 0.1909 | 0.4402 | 0.4355 | 0.041 |
| Buy And Hold Return (%) | 65.8672 | 65.8672 | 65.8672 | 65.8672 | 65.8672 | 65.8672 |
| Max Trade Drawdown | -75219 | -25628 | -59110 | -1001341 | -288252 | -796958 |
| Profit Factor | 1.9165 | 2.3718 | 1.5474 | 1.3315 | 1.7238 | 1.0161 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Losing Trades | 110 | 52 | 58 | 110 | 52 | 58 |
| Profitability (%) | 36.0465 | 39.5349 | 32.5581 | 36.0465 | 39.5349 | 32.5581 |
| Ratio Avg Win / Avg Loss | 3.4003 | 3.6275 | 3.2054 | 2.3624 | 2.6365 | 2.1048 |
| Largest Winning Trade | 59567 | 59567 | 29307 | 569825 | 569825 | 382409 |
| Largest Losing Trade | -8781 | -8113 | -8781 | -145107 | -102463 | -145107 |
| Avg Bars in Trades | 143 | 114 | 172 | 143 | 114 | 172 |
| Avg Bars in Winners | 293 | 213 | 391 | 293 | 213 | 391 |
| Avg Bars in Losers | 58 | 49 | 67 | 58 | 49 | 67 |
| Bars Traded | 24693 | 9847 | 14846 | 24693 | 9847 | 14846 |
| Profit Streak | 0 | 8.3952 | 0 | 0 | 8.3952 | 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 | 277009 | 230500 | -7582 | 229844 | 324981 | -513263 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714876200000,
"first_datapoint_time": 1715268600000,
"last_datapoint_time": 1759874400000,
"evaluation_time": 1759876144674,
"expiration_time": 1766354400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 219,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 63,
"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": [
[
301478.296698536,
202035.58034025,
99442.7163582857,
885437.9399641607,
861616.1612869708,
23821.7786771902
],
[
301.478297,
202.03558,
99.442716,
885.43794,
861.616161,
23.821779
],
[
0.578842,
0.387911,
0.190931,
0.440249,
0.43553,
0.041034
],
[
65.867159,
65.867159,
65.867159,
65.867159,
65.867159,
65.867159
],
[
-75219,
-25628,
-59110,
-1001341,
-288252,
-796958
],
[
1.916547,
2.371802,
1.547438,
1.33153,
1.723837,
1.016091
],
[
172,
86,
86,
172,
86,
86
],
[
62,
34,
28,
62,
34,
28
],
[
110,
52,
58,
110,
52,
58
],
[
36.046512,
39.534884,
32.55814,
36.046512,
39.534884,
32.55814
],
[
3.400325,
3.627461,
3.205408,
2.362392,
2.636456,
2.104761
],
[
59567,
59567,
29307,
569825,
569825,
382409
],
[
-8781,
-8113,
-8781,
-145107,
-102463,
-145107
],
[
143,
114,
172,
143,
114,
172
],
[
293,
213,
391,
293,
213,
391
],
[
58,
49,
67,
58,
49,
67
],
[
24693,
9847,
14846,
24693,
9847,
14846
],
[
0,
8.395193,
0,
0,
8.395193,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
277009,
230500,
-7582,
229844,
324981,
-513263
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714876200000,
"first_datapoint_time": 1715268600000,
"last_datapoint_time": 1759874400000,
"evaluation_time": 1759876144674,
"expiration_time": 1766354400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 219,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 63,
"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) |
|---|