| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 251021.7917 | 179701.4999 | 71320.2918 | 297543.5071 | 334415.244 | -36871.7369 |
| Total P&L (%) | 251.0218 | 179.7015 | 71.3203 | 297.5435 | 334.4152 | -36.8717 |
| Avg Daily Profit (%) | 0.241 | 0.1725 | 0.0685 | 0.1326 | 0.1411 | -0.0442 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101993 | -48227 | -69982 | -757502 | -252350 | -510248 |
| Profit Factor | 1.4993 | 1.7398 | 1.2745 | 1.1598 | 1.3821 | 0.9626 |
| Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
| Winning Trades | 153 | 69 | 84 | 153 | 69 | 84 |
| Losing Trades | 227 | 121 | 106 | 227 | 121 | 106 |
| Profitability (%) | 40.2632 | 36.3158 | 44.2105 | 40.2632 | 36.3158 | 44.2105 |
| Ratio Avg Win / Avg Loss | 2.2245 | 3.0509 | 1.6083 | 1.7208 | 2.4237 | 1.2147 |
| Largest Winning Trade | 111705 | 111705 | 46779 | 213834 | 213834 | 143834 |
| Largest Losing Trade | -14588 | -12710 | -14588 | -89165 | -89165 | -87671 |
| Avg Bars in Trades | 63 | 56 | 71 | 63 | 56 | 71 |
| Avg Bars in Winners | 107 | 96 | 116 | 107 | 96 | 116 |
| Avg Bars in Losers | 34 | 33 | 35 | 34 | 33 | 35 |
| Bars Traded | 24266 | 10766 | 13500 | 24266 | 10766 | 13500 |
| Profit Streak | 0 | 13.4025 | 0 | 0 | 13.4025 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309036 | 262896 | -102289 | -61424 | -6348 | -580923 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670068800000,
"first_datapoint_time": 1670907600000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760071173333,
"expiration_time": 1766548800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 233
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
251021.7917118793,
179701.4998810438,
71320.2918308356,
297543.5071133093,
334415.2440145349,
-36871.7369012252
],
[
251.021792,
179.7015,
71.320292,
297.543507,
334.415244,
-36.871737
],
[
0.24098,
0.172513,
0.068467,
0.13258,
0.141107,
-0.04415
],
[
10,
10,
10,
10,
10,
10
],
[
-101993,
-48227,
-69982,
-757502,
-252350,
-510248
],
[
1.499323,
1.739768,
1.274511,
1.159841,
1.3821,
0.962616
],
[
380,
190,
190,
380,
190,
190
],
[
153,
69,
84,
153,
69,
84
],
[
227,
121,
106,
227,
121,
106
],
[
40.263158,
36.315789,
44.210526,
40.263158,
36.315789,
44.210526
],
[
2.224485,
3.050898,
1.608311,
1.72081,
2.423683,
1.21473
],
[
111705,
111705,
46779,
213834,
213834,
143834
],
[
-14588,
-12710,
-14588,
-89165,
-89165,
-87671
],
[
63,
56,
71,
63,
56,
71
],
[
107,
96,
116,
107,
96,
116
],
[
34,
33,
35,
34,
33,
35
],
[
24266,
10766,
13500,
24266,
10766,
13500
],
[
0,
13.402469,
0,
0,
13.402469,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309036,
262896,
-102289,
-61424,
-6348,
-580923
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670068800000,
"first_datapoint_time": 1670907600000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760071173333,
"expiration_time": 1766548800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 233
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|