| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 380978.1897 | 231007.7831 | 149970.4065 | 1402058.5505 | 1153748.389 | 248310.1616 |
| Total P&L (%) | 380.9782 | 231.0078 | 149.9704 | 1402.0586 | 1153.7484 | 248.3102 |
| Avg Daily Profit (%) | 0.3658 | 0.2218 | 0.144 | 0.2605 | 0.2431 | 0.1199 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -66431 | -34050 | -52296 | -1466300 | -313542 | -1182377 |
| Profit Factor | 2.2285 | 2.5779 | 1.9161 | 1.5053 | 2.0977 | 1.1441 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Profitability (%) | 40.5941 | 38 | 43.1373 | 40.5941 | 38 | 43.1373 |
| Ratio Avg Win / Avg Loss | 3.2612 | 4.206 | 2.5258 | 2.2029 | 3.4226 | 1.5081 |
| Largest Winning Trade | 92906 | 92906 | 49189 | 504423 | 504423 | 452610 |
| Largest Losing Trade | -15337 | -15337 | -15122 | -323382 | -214720 | -323382 |
| Avg Bars in Trades | 240 | 214 | 266 | 240 | 214 | 266 |
| Avg Bars in Winners | 403 | 381 | 422 | 403 | 381 | 422 |
| Avg Bars in Losers | 128 | 111 | 147 | 128 | 111 | 147 |
| Bars Traded | 24297 | 10720 | 13576 | 24297 | 10720 | 13576 |
| Profit Streak | 31.2401 | 0 | 32.7818 | 31.2401 | 0 | 32.7818 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 375491 | -171999 | -179380 | 293600 | -172327 | -276083 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669536000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758804344333,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 49,
"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": [
[
380978.1896725657,
231007.7831308093,
149970.4065417566,
1402058.550540906,
1153748.3889795374,
248310.1615613676
],
[
380.97819,
231.007783,
149.970407,
1402.058551,
1153.748389,
248.310162
],
[
0.365755,
0.221777,
0.143978,
0.260455,
0.243063,
0.119878
],
[
10,
10,
10,
10,
10,
10
],
[
-66431,
-34050,
-52296,
-1466300,
-313542,
-1182377
],
[
2.22852,
2.577879,
1.916087,
1.505342,
2.097743,
1.144077
],
[
101,
50,
51,
101,
50,
51
],
[
41,
19,
22,
41,
19,
22
],
[
60,
31,
29,
60,
31,
29
],
[
40.594059,
38,
43.137255,
40.594059,
38,
43.137255
],
[
3.261248,
4.206013,
2.525751,
2.20294,
3.422634,
1.508101
],
[
92906,
92906,
49189,
504423,
504423,
452610
],
[
-15337,
-15337,
-15122,
-323382,
-214720,
-323382
],
[
240,
214,
266,
240,
214,
266
],
[
403,
381,
422,
403,
381,
422
],
[
128,
111,
147,
128,
111,
147
],
[
24297,
10720,
13576,
24297,
10720,
13576
],
[
31.240096,
0,
32.781763,
31.240096,
0,
32.781763
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
375491,
-171999,
-179380,
293600,
-172327,
-276083
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669536000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758804344333,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 49,
"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) |
|---|