| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 346571.2045 | 224447.1298 | 122124.0747 | 748539.9898 | 605898.0956 | 142641.8942 |
| Total P&L (%) | 346.5712 | 224.4471 | 122.1241 | 748.54 | 605.8981 | 142.6419 |
| Avg Daily Profit (%) | 0.3327 | 0.2155 | 0.1172 | 0.2055 | 0.1878 | 0.0851 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -72620 | -79352 | -52622 | -565677 | -228499 | -497622 |
| Profit Factor | 1.4075 | 1.5443 | 1.2787 | 1.2662 | 1.4699 | 1.0937 |
| Total Trades | 461 | 231 | 230 | 461 | 231 | 230 |
| Winning Trades | 183 | 91 | 92 | 183 | 91 | 92 |
| Losing Trades | 278 | 140 | 138 | 278 | 140 | 138 |
| Profitability (%) | 39.6963 | 39.3939 | 40 | 39.6963 | 39.3939 | 40 |
| Ratio Avg Win / Avg Loss | 2.1381 | 2.3758 | 1.918 | 1.9236 | 2.2614 | 1.6406 |
| Largest Winning Trade | 69275 | 69275 | 35048 | 357237 | 357237 | 285080 |
| Largest Losing Trade | -17141 | -15969 | -17141 | -180866 | -139610 | -180866 |
| Avg Bars in Trades | 53 | 50 | 57 | 53 | 50 | 57 |
| Avg Bars in Winners | 87 | 78 | 96 | 87 | 78 | 96 |
| Avg Bars in Losers | 31 | 32 | 31 | 31 | 32 | 31 |
| Bars Traded | 24801 | 11637 | 13164 | 24801 | 11637 | 13164 |
| Profit Streak | 0 | 0 | 12.6012 | 0 | 0 | 12.6012 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324333 | 250911 | -37580 | 269122 | 241030 | -197784 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669266000000,
"first_datapoint_time": 1669633200000,
"last_datapoint_time": 1759266000000,
"evaluation_time": 1759267547507,
"expiration_time": 1765746000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 64,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 103,
"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": [
[
346571.2044934248,
224447.1298141505,
122124.0746792743,
748539.9898191023,
605898.0956131587,
142641.8942059439
],
[
346.571204,
224.44713,
122.124075,
748.53999,
605.898096,
142.641894
],
[
0.332707,
0.215469,
0.117239,
0.205492,
0.187788,
0.085132
],
[
10,
10,
10,
10,
10,
10
],
[
-72620,
-79352,
-52622,
-565677,
-228499,
-497622
],
[
1.407455,
1.544277,
1.278696,
1.266241,
1.469897,
1.093715
],
[
461,
231,
230,
461,
231,
230
],
[
183,
91,
92,
183,
91,
92
],
[
278,
140,
138,
278,
140,
138
],
[
39.696312,
39.393939,
40,
39.696312,
39.393939,
40
],
[
2.138101,
2.375811,
1.918044,
1.923579,
2.26138,
1.640572
],
[
69275,
69275,
35048,
357237,
357237,
285080
],
[
-17141,
-15969,
-17141,
-180866,
-139610,
-180866
],
[
53,
50,
57,
53,
50,
57
],
[
87,
78,
96,
87,
78,
96
],
[
31,
32,
31,
31,
32,
31
],
[
24801,
11637,
13164,
24801,
11637,
13164
],
[
0,
0,
12.601244,
0,
0,
12.601244
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324333,
250911,
-37580,
269122,
241030,
-197784
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669266000000,
"first_datapoint_time": 1669633200000,
"last_datapoint_time": 1759266000000,
"evaluation_time": 1759267547507,
"expiration_time": 1765746000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 64,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 103,
"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) |
|---|