| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 542710.4891 | 316856.149 | 225854.3401 | 2696099.9634 | 2016947.4318 | 679152.5317 |
| Total P&L (%) | 542.7105 | 316.8561 | 225.8543 | 2696.1 | 2016.9474 | 679.1525 |
| Avg Daily Profit (%) | 0.3229 | 0.1885 | 0.1344 | 0.1983 | 0.1818 | 0.1222 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -62632 | -101393 | -61518 | -821420 | -375613 | -904357 |
| Profit Factor | 1.7031 | 1.8419 | 1.571 | 1.5301 | 1.8479 | 1.2508 |
| Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
| Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
| Losing Trades | 149 | 80 | 69 | 149 | 80 | 69 |
| Profitability (%) | 39.6761 | 35.4839 | 43.9024 | 39.6761 | 35.4839 | 43.9024 |
| Ratio Avg Win / Avg Loss | 2.5894 | 3.3489 | 2.0074 | 2.3263 | 3.3598 | 1.5983 |
| Largest Winning Trade | 85784 | 85784 | 50698 | 891872 | 891872 | 517826 |
| Largest Losing Trade | -25579 | -16820 | -25579 | -349190 | -349190 | -341879 |
| Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
| Avg Bars in Winners | 33 | 35 | 32 | 33 | 35 | 32 |
| Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
| Bars Traded | 4995 | 2459 | 2536 | 4995 | 2459 | 2536 |
| Profit Streak | 9.7991 | 32.1324 | 0 | 9.7991 | 32.1324 | 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 | 379247 | 231222 | -13133 | 318388 | 244567 | -30874 |
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5043,
"evaluation_days": 1681,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614297600000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758913842149,
"expiration_time": 1763259552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 18,
"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": [
[
542710.4891431965,
316856.1490100502,
225854.3401331455,
2696099.9634265774,
2016947.431775074,
679152.531651504
],
[
542.710489,
316.856149,
225.85434,
2696.099963,
2016.947432,
679.152532
],
[
0.32285,
0.188493,
0.134357,
0.198341,
0.181757,
0.122206
],
[
10,
10,
10,
10,
10,
10
],
[
-62632,
-101393,
-61518,
-821420,
-375613,
-904357
],
[
1.703076,
1.841875,
1.571004,
1.530057,
1.847896,
1.250826
],
[
247,
124,
123,
247,
124,
123
],
[
98,
44,
54,
98,
44,
54
],
[
149,
80,
69,
149,
80,
69
],
[
39.676113,
35.483871,
43.902439,
39.676113,
35.483871,
43.902439
],
[
2.589371,
3.348864,
2.007394,
2.326311,
3.359811,
1.598277
],
[
85784,
85784,
50698,
891872,
891872,
517826
],
[
-25579,
-16820,
-25579,
-349190,
-349190,
-341879
],
[
20,
19,
20,
20,
19,
20
],
[
33,
35,
32,
33,
35,
32
],
[
11,
11,
10,
11,
11,
10
],
[
4995,
2459,
2536,
4995,
2459,
2536
],
[
9.799099,
32.132432,
0,
9.799099,
32.132432,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
379247,
231222,
-13133,
318388,
244567,
-30874
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5043,
"evaluation_days": 1681,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1614297600000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758913842149,
"expiration_time": 1763259552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 18,
"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) |
|---|