| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 558369.5734 | 366799.9836 | 191569.5898 | 5674019.2885 | 5019532.1553 | 654487.1332 |
| Total P&L (%) | 558.3696 | 366.8 | 191.5696 | 5674.0193 | 5019.5322 | 654.4871 |
| Avg Daily Profit (%) | 0.536 | 0.3521 | 0.1839 | 0.3901 | 0.3785 | 0.1942 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -63500 | -48156 | -49033 | -3831901 | -1779964 | -2948107 |
| Profit Factor | 1.9541 | 2.2559 | 1.6534 | 1.3854 | 1.6507 | 1.0934 |
| Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
| Winning Trades | 108 | 51 | 57 | 108 | 51 | 57 |
| Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
| Profitability (%) | 48.4305 | 45.5357 | 51.3514 | 48.4305 | 45.5357 | 51.3514 |
| Ratio Avg Win / Avg Loss | 2.0807 | 2.6982 | 1.5664 | 1.4752 | 1.9744 | 1.0358 |
| Largest Winning Trade | 81950 | 81950 | 28459 | 2378305 | 2378305 | 1177445 |
| Largest Losing Trade | -20064 | -18165 | -20064 | -1370128 | -1370128 | -1081264 |
| Avg Bars in Trades | 110 | 111 | 108 | 110 | 111 | 108 |
| Avg Bars in Winners | 153 | 151 | 154 | 153 | 151 | 154 |
| Avg Bars in Losers | 70 | 77 | 61 | 70 | 77 | 61 |
| Bars Traded | 24603 | 12506 | 12097 | 24603 | 12506 | 12097 |
| Profit Streak | 9.9737 | 10.1821 | 0 | 9.9737 | 10.1821 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 570305 | 427756 | 379122 | 413598 | 408838 | -109907 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670169600000,
"first_datapoint_time": 1671015600000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760170931491,
"expiration_time": 1766649600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 92,
"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": [
[
558369.5733960127,
366799.9836445964,
191569.5897514165,
5674019.288481403,
5019532.155316899,
654487.1331645059
],
[
558.369573,
366.799984,
191.56959,
5674.019288,
5019.532155,
654.487133
],
[
0.536033,
0.352127,
0.183906,
0.390129,
0.378536,
0.194191
],
[
10,
10,
10,
10,
10,
10
],
[
-63500,
-48156,
-49033,
-3831901,
-1779964,
-2948107
],
[
1.95406,
2.255874,
1.6534,
1.385382,
1.650696,
1.093378
],
[
223,
112,
111,
223,
112,
111
],
[
108,
51,
57,
108,
51,
57
],
[
115,
61,
54,
115,
61,
54
],
[
48.430493,
45.535714,
51.351351,
48.430493,
45.535714,
51.351351
],
[
2.080712,
2.698202,
1.566379,
1.475175,
1.974362,
1.035832
],
[
81950,
81950,
28459,
2378305,
2378305,
1177445
],
[
-20064,
-18165,
-20064,
-1370128,
-1370128,
-1081264
],
[
110,
111,
108,
110,
111,
108
],
[
153,
151,
154,
153,
151,
154
],
[
70,
77,
61,
70,
77,
61
],
[
24603,
12506,
12097,
24603,
12506,
12097
],
[
9.973744,
10.182077,
0,
9.973744,
10.182077,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
570305,
427756,
379122,
413598,
408838,
-109907
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670169600000,
"first_datapoint_time": 1671015600000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760170931491,
"expiration_time": 1766649600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 92,
"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) |
|---|