Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482732.706 | 284656.2468 | 198076.4593 | 3752931.5705 | 2696009.4155 | 1056922.1549 |
Total P&L (%) | 482.7327 | 284.6562 | 198.0765 | 3752.9316 | 2696.0094 | 1056.9222 |
Avg Daily Profit (%) | 0.4634 | 0.2733 | 0.1902 | 0.3512 | 0.3203 | 0.2353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48894 | -56792 | -61182 | -538052 | -411429 | -598294 |
Profit Factor | 1.8318 | 2.0494 | 1.6408 | 1.7748 | 2.2385 | 1.3963 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 174 | 90 | 84 | 174 | 90 | 84 |
Profitability (%) | 43.6893 | 41.9355 | 45.4545 | 43.6893 | 41.9355 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.3609 | 2.8376 | 1.9689 | 2.2875 | 3.0995 | 1.6756 |
Largest Winning Trade | 62617 | 62617 | 34498 | 800406 | 800406 | 651898 |
Largest Losing Trade | -25477 | -14282 | -25477 | -365416 | -232205 | -365416 |
Avg Bars in Trades | 80 | 75 | 85 | 80 | 75 | 85 |
Avg Bars in Winners | 128 | 120 | 135 | 128 | 120 | 135 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 24822 | 11710 | 13112 | 24822 | 11710 | 13112 |
Profit Streak | 29.0877 | 29.0877 | 40.1294 | 29.0877 | 29.0877 | 40.1294 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504405 | 369703 | 382898 | 480903 | 412302 | 364154 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669154400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758935176161, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 96, "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": [ [ 482732.7060364243, 284656.2467769377, 198076.4592594866, 3752931.5704734186, 2696009.4155235793, 1056922.1549498378 ], [ 482.732706, 284.656247, 198.076459, 3752.93157, 2696.009416, 1056.922155 ], [ 0.463444, 0.273282, 0.190162, 0.351167, 0.320281, 0.235328 ], [ 10, 10, 10, 10, 10, 10 ], [ -48894, -56792, -61182, -538052, -411429, -598294 ], [ 1.831752, 2.049412, 1.64076, 1.774817, 2.238515, 1.396322 ], [ 309, 155, 154, 309, 155, 154 ], [ 135, 65, 70, 135, 65, 70 ], [ 174, 90, 84, 174, 90, 84 ], [ 43.68932, 41.935484, 45.454545, 43.68932, 41.935484, 45.454545 ], [ 2.360925, 2.837647, 1.968912, 2.287542, 3.099482, 1.675586 ], [ 62617, 62617, 34498, 800406, 800406, 651898 ], [ -25477, -14282, -25477, -365416, -232205, -365416 ], [ 80, 75, 85, 80, 75, 85 ], [ 128, 120, 135, 128, 120, 135 ], [ 43, 43, 43, 43, 43, 43 ], [ 24822, 11710, 13112, 24822, 11710, 13112 ], [ 29.087687, 29.087687, 40.129354, 29.087687, 29.087687, 40.129354 ], [ 4, 2, 4, 4, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 504405, 369703, 382898, 480903, 412302, 364154 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669154400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758935176161, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 96, "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) |
---|