Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658686.6062 | 372873.0563 | 285813.5499 | 8223721.4935 | 5771343.6961 | 2452377.7973 |
Total P&L (%) | 658.6866 | 372.8731 | 285.8136 | 8223.7215 | 5771.3437 | 2452.3778 |
Avg Daily Profit (%) | 0.3919 | 0.2219 | 0.1701 | 0.2634 | 0.2426 | 0.1929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74599 | -82590 | -65621 | -1309912 | -676396 | -1131740 |
Profit Factor | 1.6548 | 1.7515 | 1.5607 | 1.9021 | 2.4341 | 1.4816 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 164 | 75 | 89 | 164 | 75 | 89 |
Losing Trades | 294 | 154 | 140 | 294 | 154 | 140 |
Profitability (%) | 35.8079 | 32.7511 | 38.8646 | 35.8079 | 32.7511 | 38.8646 |
Ratio Avg Win / Avg Loss | 2.9666 | 3.5964 | 2.4551 | 3.4098 | 4.998 | 2.3306 |
Largest Winning Trade | 67721 | 67721 | 49393 | 2005666 | 2005666 | 1547654 |
Largest Losing Trade | -21543 | -12889 | -21543 | -632661 | -428408 | -632661 |
Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Winners | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 5015 | 2382 | 2633 | 5015 | 2382 | 2633 |
Profit Streak | 9.622 | 32.2887 | 0 | 9.622 | 32.2887 | 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 | 382665 | 228180 | 242778 | 360309 | 296989 | 247409 |
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5042, "evaluation_days": 1680.67, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614038400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758898545012, "expiration_time": 1763229888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "hl2", "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": [ [ 658686.606221844, 372873.0563233934, 285813.5498984501, 8223721.493453811, 5771343.696114352, 2452377.7973394548 ], [ 658.686606, 372.873056, 285.81355, 8223.721493, 5771.343696, 2452.377797 ], [ 0.391919, 0.22186, 0.170059, 0.263438, 0.242618, 0.192943 ], [ 10, 10, 10, 10, 10, 10 ], [ -74599, -82590, -65621, -1309912, -676396, -1131740 ], [ 1.654837, 1.75149, 1.560749, 1.902082, 2.434091, 1.481615 ], [ 458, 229, 229, 458, 229, 229 ], [ 164, 75, 89, 164, 75, 89 ], [ 294, 154, 140, 294, 154, 140 ], [ 35.80786, 32.751092, 38.864629, 35.80786, 32.751092, 38.864629 ], [ 2.966598, 3.596392, 2.45511, 3.40983, 4.998, 2.33063 ], [ 67721, 67721, 49393, 2005666, 2005666, 1547654 ], [ -21543, -12889, -21543, -632661, -428408, -632661 ], [ 10, 10, 11, 10, 10, 11 ], [ 20, 19, 20, 20, 19, 20 ], [ 5, 5, 5, 5, 5, 5 ], [ 5015, 2382, 2633, 5015, 2382, 2633 ], [ 9.622049, 32.288715, 0, 9.622049, 32.288715, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382665, 228180, 242778, 360309, 296989, 247409 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5042, "evaluation_days": 1680.67, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614038400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758898545012, "expiration_time": 1763229888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "hl2", "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) |
---|