| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 109818.8869 | 83867.8003 | 25951.0866 | 80668.1311 | 114991.5998 | -34323.4688 |
| Total P&L (%) | 109.8189 | 83.8678 | 25.9511 | 80.6681 | 114.9916 | -34.3235 |
| Avg Daily Profit (%) | 0.2109 | 0.161 | 0.0498 | 0.1136 | 0.1471 | -0.0807 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82746 | -36515 | -64401 | -255760 | -81487 | -209006 |
| Profit Factor | 1.44 | 1.7359 | 1.1914 | 1.1464 | 1.5114 | 0.8947 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Profitability (%) | 45.2055 | 48.6486 | 41.6667 | 45.2055 | 48.6486 | 41.6667 |
| Ratio Avg Win / Avg Loss | 1.7455 | 1.8324 | 1.6679 | 1.3896 | 1.5954 | 1.2526 |
| Largest Winning Trade | 62129 | 62129 | 31223 | 107494 | 107494 | 74124 |
| Largest Losing Trade | -17047 | -15740 | -17047 | -55595 | -42340 | -55595 |
| Avg Bars in Trades | 333 | 316 | 351 | 333 | 316 | 351 |
| Avg Bars in Winners | 494 | 467 | 528 | 494 | 467 | 528 |
| Avg Bars in Losers | 200 | 172 | 225 | 200 | 172 | 225 |
| Bars Traded | 24346 | 11695 | 12651 | 24346 | 11695 | 12651 |
| Profit Streak | 7.5025 | 30.4191 | 0 | 7.5025 | 30.4191 | 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 | -68267 | 377694 | -142575 | -178794 | 204775 | -582923 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714422600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758832412842,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 229,
"offset": 158
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 117,
"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": [
[
109818.8868810855,
83867.8003247266,
25951.0865563589,
80668.1310602541,
114991.5998252268,
-34323.4687649727
],
[
109.818887,
83.8678,
25.951087,
80.668131,
114.9916,
-34.323469
],
[
0.210854,
0.161027,
0.049826,
0.113632,
0.147071,
-0.08069
],
[
10,
10,
10,
10,
10,
10
],
[
-82746,
-36515,
-64401,
-255760,
-81487,
-209006
],
[
1.440016,
1.735911,
1.191359,
1.14642,
1.511399,
0.894739
],
[
73,
37,
36,
73,
37,
36
],
[
33,
18,
15,
33,
18,
15
],
[
40,
19,
21,
40,
19,
21
],
[
45.205479,
48.648649,
41.666667,
45.205479,
48.648649,
41.666667
],
[
1.745474,
1.83235,
1.667903,
1.3896,
1.595365,
1.252634
],
[
62129,
62129,
31223,
107494,
107494,
74124
],
[
-17047,
-15740,
-17047,
-55595,
-42340,
-55595
],
[
333,
316,
351,
333,
316,
351
],
[
494,
467,
528,
494,
467,
528
],
[
200,
172,
225,
200,
172,
225
],
[
24346,
11695,
12651,
24346,
11695,
12651
],
[
7.502463,
30.41913,
0,
7.502463,
30.41913,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-68267,
377694,
-142575,
-178794,
204775,
-582923
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714422600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758832412842,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 229,
"offset": 158
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 117,
"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) |
|---|