| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 330379.2572 | 226924.1389 | 103455.1183 | 1041469.293 | 1201440.5208 | -159971.2278 |
| Total P&L (%) | 330.3793 | 226.9241 | 103.4551 | 1041.4693 | 1201.4405 | -159.9712 |
| Avg Daily Profit (%) | 0.6343 | 0.4357 | 0.1986 | 0.4686 | 0.4939 | 0 |
| Buy And Hold Return (%) | 43.2619 | 43.2619 | 43.2619 | 43.2619 | 43.2619 | 43.2619 |
| Max Trade Drawdown | -40718 | -33729 | -44334 | -742178 | -248338 | -768944 |
| Profit Factor | 1.9594 | 2.6651 | 1.4972 | 1.359 | 2.2498 | 0.9175 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
| Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
| Profitability (%) | 50.7353 | 52.9412 | 48.5294 | 50.7353 | 52.9412 | 48.5294 |
| Ratio Avg Win / Avg Loss | 1.9026 | 2.369 | 1.5879 | 1.3196 | 1.9999 | 0.9731 |
| Largest Winning Trade | 57807 | 57807 | 33281 | 515097 | 515097 | 347658 |
| Largest Losing Trade | -31583 | -12770 | -31583 | -371421 | -143050 | -371421 |
| Avg Bars in Trades | 178 | 161 | 195 | 178 | 161 | 195 |
| Avg Bars in Winners | 230 | 203 | 260 | 230 | 203 | 260 |
| Avg Bars in Losers | 124 | 114 | 134 | 124 | 114 | 134 |
| Bars Traded | 24270 | 10982 | 13288 | 24270 | 10982 | 13288 |
| Profit Streak | 0 | 17.269 | 0 | 0 | 17.269 | 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 | 537907 | -95249 | -104869 | 383920 | -93966 | -691376 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715049000000,
"first_datapoint_time": 1715430600000,
"last_datapoint_time": 1760047200000,
"evaluation_time": 1760048838756,
"expiration_time": 1766527200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 130,
"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": [
[
330379.2571959101,
226924.1388991916,
103455.1182967184,
1041469.292992149,
1201440.520808481,
-159971.2278163326
],
[
330.379257,
226.924139,
103.455118,
1041.469293,
1201.440521,
-159.971228
],
[
0.634332,
0.435697,
0.198635,
0.468599,
0.493902,
0
],
[
43.261868,
43.261868,
43.261868,
43.261868,
43.261868,
43.261868
],
[
-40718,
-33729,
-44334,
-742178,
-248338,
-768944
],
[
1.959392,
2.665128,
1.497183,
1.358983,
2.249835,
0.917536
],
[
136,
68,
68,
136,
68,
68
],
[
69,
36,
33,
69,
36,
33
],
[
67,
32,
35,
67,
32,
35
],
[
50.735294,
52.941176,
48.529412,
50.735294,
52.941176,
48.529412
],
[
1.902598,
2.369003,
1.587921,
1.319592,
1.999854,
0.973144
],
[
57807,
57807,
33281,
515097,
515097,
347658
],
[
-31583,
-12770,
-31583,
-371421,
-143050,
-371421
],
[
178,
161,
195,
178,
161,
195
],
[
230,
203,
260,
230,
203,
260
],
[
124,
114,
134,
124,
114,
134
],
[
24270,
10982,
13288,
24270,
10982,
13288
],
[
0,
17.268967,
0,
0,
17.268967,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
537907,
-95249,
-104869,
383920,
-93966,
-691376
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715049000000,
"first_datapoint_time": 1715430600000,
"last_datapoint_time": 1760047200000,
"evaluation_time": 1760048838756,
"expiration_time": 1766527200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 130,
"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) |
|---|