Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83690.5865 | 67058.3174 | 16632.2691 | 102895.5555 | 78572.1047 | 24323.4508 |
Total P&L (%) | 83.6906 | 67.0583 | 16.6323 | 102.8956 | 78.5721 | 24.3235 |
Avg Daily Profit (%) | 0.9641 | 0.7725 | 0.1916 | 0.8184 | 0.6702 | 0.2511 |
Buy And Hold Return (%) | 11.2209 | 11.2209 | 11.2209 | 11.2209 | 11.2209 | 11.2209 |
Max Trade Drawdown | -33400 | -19141 | -15670 | -35861 | -20758 | -16518 |
Profit Factor | 1.7585 | 2.2263 | 1.2989 | 1.8171 | 2.2493 | 1.3859 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 36.4964 | 34.7826 | 38.2353 | 36.4964 | 34.7826 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.0598 | 4.1744 | 2.0981 | 3.1618 | 4.2174 | 2.2388 |
Largest Winning Trade | 39284 | 39284 | 12545 | 44265 | 44265 | 22753 |
Largest Losing Trade | -4876 | -2749 | -4876 | -7398 | -4469 | -7398 |
Avg Bars in Trades | 179 | 182 | 176 | 179 | 182 | 176 |
Avg Bars in Winners | 361 | 396 | 328 | 361 | 396 | 328 |
Avg Bars in Losers | 75 | 68 | 82 | 75 | 68 | 82 |
Bars Traded | 24600 | 12625 | 11975 | 24600 | 12625 | 11975 |
Profit Streak | 0 | 0 | 2.7529 | 0 | 0 | 2.7529 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348063 | -93476 | -124085 | 337583 | -93624 | -113353 |
{ "trading_pair": "CAKE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752644700000, "first_datapoint_time": 1752703200000, "last_datapoint_time": 1760144400000, "evaluation_time": 1760144654303, "expiration_time": 1766624400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 196, "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": [ [ 83690.586535363, 67058.3174347712, 16632.2691005917, 102895.5555061377, 78572.1047175066, 24323.4507886311 ], [ 83.690587, 67.058317, 16.632269, 102.895556, 78.572105, 24.323451 ], [ 0.964066, 0.772472, 0.191594, 0.818353, 0.670157, 0.251111 ], [ 11.220861, 11.220861, 11.220861, 11.220861, 11.220861, 11.220861 ], [ -33400, -19141, -15670, -35861, -20758, -16518 ], [ 1.758505, 2.226335, 1.29885, 1.817132, 2.249304, 1.385902 ], [ 137, 69, 68, 137, 69, 68 ], [ 50, 24, 26, 50, 24, 26 ], [ 87, 45, 42, 87, 45, 42 ], [ 36.49635, 34.782609, 38.235294, 36.49635, 34.782609, 38.235294 ], [ 3.059799, 4.174377, 2.098142, 3.16181, 4.217446, 2.238765 ], [ 39284, 39284, 12545, 44265, 44265, 22753 ], [ -4876, -2749, -4876, -7398, -4469, -7398 ], [ 179, 182, 176, 179, 182, 176 ], [ 361, 396, 328, 361, 396, 328 ], [ 75, 68, 82, 75, 68, 82 ], [ 24600, 12625, 11975, 24600, 12625, 11975 ], [ 0, 0, 2.752943, 0, 0, 2.752943 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348063, -93476, -124085, 337583, -93624, -113353 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752644700000, "first_datapoint_time": 1752703200000, "last_datapoint_time": 1760144400000, "evaluation_time": 1760144654303, "expiration_time": 1766624400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 196, "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) |
---|