| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 335672.1619 | 210793.3679 | 124878.794 | 768381.8047 | 761086.0465 | 7295.7582 |
| Total P&L (%) | 335.6722 | 210.7934 | 124.8788 | 768.3818 | 761.086 | 7.2958 |
| Avg Daily Profit (%) | 0.3222 | 0.2024 | 0.1199 | 0.2077 | 0.2069 | 0.0068 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91884 | -41259 | -67062 | -1445548 | -766196 | -1090980 |
| Profit Factor | 1.5279 | 1.6562 | 1.3969 | 1.1256 | 1.2536 | 1.0023 |
| Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
| Winning Trades | 143 | 64 | 79 | 143 | 64 | 79 |
| Losing Trades | 120 | 67 | 53 | 120 | 67 | 53 |
| Profitability (%) | 54.3726 | 48.855 | 59.8485 | 54.3726 | 48.855 | 59.8485 |
| Ratio Avg Win / Avg Loss | 1.2822 | 1.7338 | 0.9372 | 0.9446 | 1.3123 | 0.6725 |
| Largest Winning Trade | 81875 | 81875 | 47325 | 669040 | 669040 | 331759 |
| Largest Losing Trade | -20799 | -19161 | -20799 | -370542 | -370542 | -272113 |
| Avg Bars in Trades | 94 | 88 | 100 | 94 | 88 | 100 |
| Avg Bars in Winners | 109 | 107 | 110 | 109 | 107 | 110 |
| Avg Bars in Losers | 76 | 69 | 85 | 76 | 69 | 85 |
| Bars Traded | 24766 | 11544 | 13222 | 24766 | 11544 | 13222 |
| Profit Streak | 10.3308 | 33.2892 | 10.3308 | 10.3308 | 33.2892 | 10.3308 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 474665 | 400353 | -32224 | -72857 | 296630 | -567460 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669089600000,
"first_datapoint_time": 1669708800000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759092982735,
"expiration_time": 1765569600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 173,
"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": [
[
335672.1618795421,
210793.3678930732,
124878.7939864689,
768381.8047466859,
761086.046513926,
7295.7582327601
],
[
335.672162,
210.793368,
124.878794,
768.381805,
761.086047,
7.295758
],
[
0.322244,
0.202361,
0.119883,
0.207715,
0.206903,
0.00676
],
[
10,
10,
10,
10,
10,
10
],
[
-91884,
-41259,
-67062,
-1445548,
-766196,
-1090980
],
[
1.5279,
1.656177,
1.396921,
1.125627,
1.253553,
1.002342
],
[
263,
131,
132,
263,
131,
132
],
[
143,
64,
79,
143,
64,
79
],
[
120,
67,
53,
120,
67,
53
],
[
54.372624,
48.854962,
59.848485,
54.372624,
48.854962,
59.848485
],
[
1.282153,
1.73381,
0.937175,
0.944582,
1.312313,
0.672458
],
[
81875,
81875,
47325,
669040,
669040,
331759
],
[
-20799,
-19161,
-20799,
-370542,
-370542,
-272113
],
[
94,
88,
100,
94,
88,
100
],
[
109,
107,
110,
109,
107,
110
],
[
76,
69,
85,
76,
69,
85
],
[
24766,
11544,
13222,
24766,
11544,
13222
],
[
10.330819,
33.289152,
10.330819,
10.330819,
33.289152,
10.330819
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
474665,
400353,
-32224,
-72857,
296630,
-567460
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669089600000,
"first_datapoint_time": 1669708800000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759092982735,
"expiration_time": 1765569600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 173,
"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) |
|---|