| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 437837.3029 | 275898.4621 | 161938.8408 | 658894.0245 | 449783.2653 | 209110.7592 |
| Total P&L (%) | 437.8373 | 275.8985 | 161.9388 | 658.894 | 449.7833 | 209.1108 |
| Avg Daily Profit (%) | 0.2606 | 0.1642 | 0.0964 | 0.1207 | 0.1015 | 0.0672 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -114251 | -68548 | -93065 | -1926039 | -930248 | -1607399 |
| Profit Factor | 1.4991 | 1.6337 | 1.3664 | 1.0591 | 1.088 | 1.0346 |
| Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
| Winning Trades | 117 | 55 | 62 | 117 | 55 | 62 |
| Losing Trades | 125 | 66 | 59 | 125 | 66 | 59 |
| Profitability (%) | 48.3471 | 45.4545 | 51.2397 | 48.3471 | 45.4545 | 51.2397 |
| Ratio Avg Win / Avg Loss | 1.6016 | 1.9605 | 1.3003 | 1.1315 | 1.3056 | 0.9846 |
| Largest Winning Trade | 107775 | 107775 | 54553 | 616569 | 616569 | 591219 |
| Largest Losing Trade | -36445 | -26877 | -36445 | -775484 | -442769 | -775484 |
| Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
| Avg Bars in Winners | 23 | 20 | 26 | 23 | 20 | 26 |
| Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
| Bars Traded | 4959 | 2223 | 2736 | 4959 | 2223 | 2736 |
| Profit Streak | 0 | 29.7832 | 0 | 0 | 29.7832 | 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 | 412250 | 332130 | -63613 | -186077 | -182408 | -287104 |
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5041,
"evaluation_days": 1680.33,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1615334400000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758854868909,
"expiration_time": 1763200224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"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": [
[
437837.3029272091,
275898.4621035018,
161938.8408237072,
658894.0244767059,
449783.2653166475,
209110.7591600574
],
[
437.837303,
275.898462,
161.938841,
658.894024,
449.783265,
209.110759
],
[
0.260566,
0.164193,
0.096373,
0.120686,
0.101481,
0.067184
],
[
10,
10,
10,
10,
10,
10
],
[
-114251,
-68548,
-93065,
-1926039,
-930248,
-1607399
],
[
1.499053,
1.633713,
1.366403,
1.059112,
1.088,
1.034647
],
[
242,
121,
121,
242,
121,
121
],
[
117,
55,
62,
117,
55,
62
],
[
125,
66,
59,
125,
66,
59
],
[
48.347107,
45.454545,
51.239669,
48.347107,
45.454545,
51.239669
],
[
1.601552,
1.960456,
1.300287,
1.13153,
1.3056,
0.984584
],
[
107775,
107775,
54553,
616569,
616569,
591219
],
[
-36445,
-26877,
-36445,
-775484,
-442769,
-775484
],
[
20,
18,
22,
20,
18,
22
],
[
23,
20,
26,
23,
20,
26
],
[
17,
16,
18,
17,
16,
18
],
[
4959,
2223,
2736,
4959,
2223,
2736
],
[
0,
29.783205,
0,
0,
29.783205,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
412250,
332130,
-63613,
-186077,
-182408,
-287104
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5041,
"evaluation_days": 1680.33,
"actual_first_datapoint_time": 1613692800000,
"first_datapoint_time": 1615334400000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758854868909,
"expiration_time": 1763200224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"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) |
|---|