| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 365006.1912 | 234674.0525 | 130332.1387 | 390621.3282 | 487011.3518 | -96390.0237 |
| Total P&L (%) | 365.0062 | 234.6741 | 130.3321 | 390.6213 | 487.0114 | -96.39 |
| Avg Daily Profit (%) | 0.2155 | 0.1385 | 0.0769 | 0.0939 | 0.1045 | -0.1959 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130897 | -82605 | -92009 | -1684035 | -733632 | -1003855 |
| Profit Factor | 1.5777 | 1.7291 | 1.4204 | 1.0784 | 1.2113 | 0.964 |
| Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
| Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
| Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
| Profitability (%) | 42.4242 | 35.3659 | 49.3976 | 42.4242 | 35.3659 | 49.3976 |
| Ratio Avg Win / Avg Loss | 2.1411 | 3.16 | 1.4551 | 1.4636 | 2.2138 | 0.9875 |
| Largest Winning Trade | 102910 | 102910 | 48347 | 605792 | 605792 | 498442 |
| Largest Losing Trade | -36191 | -21806 | -36191 | -384269 | -192826 | -384269 |
| Avg Bars in Trades | 40 | 34 | 46 | 40 | 34 | 46 |
| Avg Bars in Winners | 58 | 58 | 58 | 58 | 58 | 58 |
| Avg Bars in Losers | 27 | 21 | 35 | 27 | 21 | 35 |
| Bars Traded | 6686 | 2832 | 3854 | 6686 | 2832 | 3854 |
| Profit Streak | 0 | 45.0137 | 0 | 0 | 45.0137 | 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 | 308278 | -14413 | -89968 | -203896 | -62368 | -581344 |
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6776,
"evaluation_days": 1694,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614254400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760077183652,
"expiration_time": 1764445248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 107,
"offset": 0,
"poles": 3
}
},
"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": [
[
365006.1911598748,
234674.0524671905,
130332.1386926842,
390621.3281609343,
487011.3518208317,
-96390.0236598981
],
[
365.006191,
234.674052,
130.332139,
390.621328,
487.011352,
-96.390024
],
[
0.21547,
0.138532,
0.076938,
0.093934,
0.104534,
-0.19588
],
[
10,
10,
10,
10,
10,
10
],
[
-130897,
-82605,
-92009,
-1684035,
-733632,
-1003855
],
[
1.57765,
1.729065,
1.420429,
1.07843,
1.211303,
0.963976
],
[
165,
82,
83,
165,
82,
83
],
[
70,
29,
41,
70,
29,
41
],
[
95,
53,
42,
95,
53,
42
],
[
42.424242,
35.365854,
49.39759,
42.424242,
35.365854,
49.39759
],
[
2.141097,
3.160016,
1.455074,
1.463583,
2.213761,
0.987488
],
[
102910,
102910,
48347,
605792,
605792,
498442
],
[
-36191,
-21806,
-36191,
-384269,
-192826,
-384269
],
[
40,
34,
46,
40,
34,
46
],
[
58,
58,
58,
58,
58,
58
],
[
27,
21,
35,
27,
21,
35
],
[
6686,
2832,
3854,
6686,
2832,
3854
],
[
0,
45.0137,
0,
0,
45.0137,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308278,
-14413,
-89968,
-203896,
-62368,
-581344
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6776,
"evaluation_days": 1694,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614254400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760077183652,
"expiration_time": 1764445248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 107,
"offset": 0,
"poles": 3
}
},
"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) |
|---|