Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219317.3979 | 148267.2881 | 71050.1098 | 346604.5946 | 419959.7072 | -73355.1126 |
Total P&L (%) | 219.3174 | 148.2673 | 71.0501 | 346.6046 | 419.9597 | -73.3551 |
Avg Daily Profit (%) | 0.4211 | 0.2847 | 0.1364 | 0.2877 | 0.317 | -0.2536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78819 | -31301 | -53764 | -530047 | -203576 | -373183 |
Profit Factor | 1.4349 | 1.6652 | 1.2525 | 1.1426 | 1.4148 | 0.9483 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 136 | 62 | 74 | 136 | 62 | 74 |
Losing Trades | 198 | 105 | 93 | 198 | 105 | 93 |
Profitability (%) | 40.7186 | 37.1257 | 44.3114 | 40.7186 | 37.1257 | 44.3114 |
Ratio Avg Win / Avg Loss | 2.0891 | 2.8201 | 1.5741 | 1.6635 | 2.3961 | 1.1918 |
Largest Winning Trade | 54264 | 54264 | 27628 | 269594 | 269594 | 143032 |
Largest Losing Trade | -16750 | -8775 | -16750 | -100801 | -46670 | -100801 |
Avg Bars in Trades | 73 | 67 | 80 | 73 | 67 | 80 |
Avg Bars in Winners | 121 | 118 | 124 | 121 | 118 | 124 |
Avg Bars in Losers | 40 | 37 | 45 | 40 | 37 | 45 |
Bars Traded | 24671 | 11243 | 13427 | 24671 | 11243 | 13427 |
Profit Streak | 0 | 28.5751 | 0 | 0 | 28.5751 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327544 | 278784 | -12473 | -56615 | 243478 | -581573 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714064400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758881889171, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 219317.397883724, 148267.288074061, 71050.1098096629, 346604.594641685, 419959.7072435369, -73355.1126018525 ], [ 219.317398, 148.267288, 71.05011, 346.604595, 419.959707, -73.355113 ], [ 0.421092, 0.284675, 0.136417, 0.287744, 0.317031, -0.253613 ], [ 10, 10, 10, 10, 10, 10 ], [ -78819, -31301, -53764, -530047, -203576, -373183 ], [ 1.434925, 1.665196, 1.252513, 1.142601, 1.414849, 0.948278 ], [ 334, 167, 167, 334, 167, 167 ], [ 136, 62, 74, 136, 62, 74 ], [ 198, 105, 93, 198, 105, 93 ], [ 40.718563, 37.125749, 44.311377, 40.718563, 37.125749, 44.311377 ], [ 2.089081, 2.82009, 1.574104, 1.663493, 2.396116, 1.191755 ], [ 54264, 54264, 27628, 269594, 269594, 143032 ], [ -16750, -8775, -16750, -100801, -46670, -100801 ], [ 73, 67, 80, 73, 67, 80 ], [ 121, 118, 124, 121, 118, 124 ], [ 40, 37, 45, 40, 37, 45 ], [ 24671, 11243, 13427, 24671, 11243, 13427 ], [ 0, 28.575106, 0, 0, 28.575106, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327544, 278784, -12473, -56615, 243478, -581573 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714064400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758881889171, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|