Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170715.7057 | 123716.6314 | 46999.0743 | 169001.1824 | 202672.9344 | -33671.752 |
Total P&L (%) | 170.7157 | 123.7166 | 46.9991 | 169.0012 | 202.6729 | -33.6718 |
Avg Daily Profit (%) | 0.3278 | 0.2375 | 0.0902 | 0.1902 | 0.2129 | -0.0788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96919 | -39416 | -68691 | -501770 | -143827 | -374513 |
Profit Factor | 1.5429 | 1.8337 | 1.2831 | 1.1651 | 1.4752 | 0.9436 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 43.6364 | 41.8182 | 45.4545 | 43.6364 | 41.8182 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.993 | 2.5513 | 1.5397 | 1.505 | 2.0524 | 1.1323 |
Largest Winning Trade | 70499 | 70499 | 32967 | 210222 | 210222 | 146114 |
Largest Losing Trade | -18391 | -18391 | -16269 | -103618 | -52568 | -103618 |
Avg Bars in Trades | 219 | 211 | 227 | 219 | 211 | 227 |
Avg Bars in Winners | 330 | 337 | 323 | 330 | 337 | 323 |
Avg Bars in Losers | 133 | 120 | 146 | 133 | 120 | 146 |
Bars Traded | 24114 | 11615 | 12499 | 24114 | 11615 | 12499 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311097 | -172384 | -255388 | -32980 | -173809 | -761503 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 213, "offset": 40 } }, "second_band": { "type": "dcm", "factors": { "length": 121, "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": [ [ 170715.7056695499, 123716.6314029238, 46999.0742666262, 169001.1823728179, 202672.9343682461, -33671.7519954283 ], [ 170.715706, 123.716631, 46.999074, 169.001182, 202.672934, -33.671752 ], [ 0.327776, 0.237537, 0.090239, 0.190175, 0.212864, -0.078796 ], [ 10, 10, 10, 10, 10, 10 ], [ -96919, -39416, -68691, -501770, -143827, -374513 ], [ 1.542942, 1.833749, 1.283057, 1.165136, 1.47518, 0.943588 ], [ 110, 55, 55, 110, 55, 55 ], [ 48, 23, 25, 48, 23, 25 ], [ 62, 32, 30, 62, 32, 30 ], [ 43.636364, 41.818182, 45.454545, 43.636364, 41.818182, 45.454545 ], [ 1.992966, 2.551302, 1.539668, 1.504968, 2.052425, 1.132305 ], [ 70499, 70499, 32967, 210222, 210222, 146114 ], [ -18391, -18391, -16269, -103618, -52568, -103618 ], [ 219, 211, 227, 219, 211, 227 ], [ 330, 337, 323, 330, 337, 323 ], [ 133, 120, 146, 133, 120, 146 ], [ 24114, 11615, 12499, 24114, 11615, 12499 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311097, -172384, -255388, -32980, -173809, -761503 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714181400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758921216414, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 213, "offset": 40 } }, "second_band": { "type": "dcm", "factors": { "length": 121, "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) |
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