| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 334675.9993 | 212716.9906 | 121959.0087 | 1137577.1653 | 1184967.5052 | -47390.3399 |
| Total P&L (%) | 334.676 | 212.717 | 121.959 | 1137.5772 | 1184.9675 | -47.3903 |
| Avg Daily Profit (%) | 0.6426 | 0.4084 | 0.2342 | 0.4842 | 0.4914 | -0.1232 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -51461 | -19479 | -37579 | -890017 | -309473 | -688583 |
| Profit Factor | 2.0429 | 2.6563 | 1.6336 | 1.3797 | 2.1212 | 0.9756 |
| Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
| Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
| Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
| Profitability (%) | 50.3937 | 48.4375 | 52.381 | 50.3937 | 48.4375 | 52.381 |
| Ratio Avg Win / Avg Loss | 2.0109 | 2.8277 | 1.4851 | 1.3581 | 2.258 | 0.8869 |
| Largest Winning Trade | 62762 | 62762 | 37756 | 617681 | 617681 | 385778 |
| Largest Losing Trade | -30215 | -12802 | -30215 | -367443 | -143905 | -367443 |
| Avg Bars in Trades | 191 | 178 | 205 | 191 | 178 | 205 |
| Avg Bars in Winners | 272 | 243 | 298 | 272 | 243 | 298 |
| Avg Bars in Losers | 109 | 116 | 102 | 109 | 116 | 102 |
| Bars Traded | 24334 | 11405 | 12929 | 24334 | 11405 | 12929 |
| 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 | 543806 | -125887 | -137045 | 390831 | -125794 | -727718 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714120200000,
"first_datapoint_time": 1714532400000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759119514258,
"expiration_time": 1765598400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 166,
"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": [
[
334675.9993108739,
212716.9906041201,
121959.0087067538,
1137577.1652941406,
1184967.5051766145,
-47390.3398824741
],
[
334.675999,
212.716991,
121.959009,
1137.577165,
1184.967505,
-47.39034
],
[
0.642582,
0.408419,
0.234163,
0.484194,
0.491444,
-0.123241
],
[
10,
10,
10,
10,
10,
10
],
[
-51461,
-19479,
-37579,
-890017,
-309473,
-688583
],
[
2.042853,
2.656293,
1.633573,
1.379666,
2.121164,
0.975564
],
[
127,
64,
63,
127,
64,
63
],
[
64,
31,
33,
64,
31,
33
],
[
63,
33,
30,
63,
33,
30
],
[
50.393701,
48.4375,
52.380952,
50.393701,
48.4375,
52.380952
],
[
2.010933,
2.827666,
1.485066,
1.358108,
2.258013,
0.886876
],
[
62762,
62762,
37756,
617681,
617681,
385778
],
[
-30215,
-12802,
-30215,
-367443,
-143905,
-367443
],
[
191,
178,
205,
191,
178,
205
],
[
272,
243,
298,
272,
243,
298
],
[
109,
116,
102,
109,
116,
102
],
[
24334,
11405,
12929,
24334,
11405,
12929
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
543806,
-125887,
-137045,
390831,
-125794,
-727718
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714120200000,
"first_datapoint_time": 1714532400000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759119514258,
"expiration_time": 1765598400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 166,
"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) |
|---|