Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324162.4856 | 230248.7313 | 93913.7543 | 482724.2626 | 443532.935 | 39191.3276 |
Total P&L (%) | 324.1625 | 230.2487 | 93.9138 | 482.7243 | 443.5329 | 39.1913 |
Avg Daily Profit (%) | 0.3112 | 0.221 | 0.0902 | 0.1693 | 0.1627 | 0.0318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86200 | -52223 | -77726 | -219776 | -159764 | -143176 |
Profit Factor | 1.3808 | 1.5417 | 1.2203 | 1.2488 | 1.4457 | 1.0415 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Losing Trades | 188 | 95 | 93 | 188 | 95 | 93 |
Profitability (%) | 41.6149 | 40.9938 | 42.236 | 41.6149 | 40.9938 | 42.236 |
Ratio Avg Win / Avg Loss | 1.9372 | 2.2192 | 1.6689 | 1.752 | 2.081 | 1.4244 |
Largest Winning Trade | 69999 | 69999 | 24595 | 178079 | 178079 | 71382 |
Largest Losing Trade | -33179 | -17410 | -33179 | -79216 | -79216 | -60280 |
Avg Bars in Trades | 77 | 76 | 77 | 77 | 76 | 77 |
Avg Bars in Winners | 110 | 109 | 110 | 110 | 109 | 110 |
Avg Bars in Losers | 53 | 54 | 52 | 53 | 54 | 52 |
Bars Traded | 24822 | 12392 | 12429 | 24822 | 12392 | 12429 |
Profit Streak | 14.238 | 14.238 | 16.113 | 14.238 | 14.238 | 16.113 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351294 | 282695 | -74043 | 278613 | 243606 | -329836 |
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669730400000, "first_datapoint_time": 1670126400000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759732963103, "expiration_time": 1766210400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 78, "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": [ [ 324162.4856404415, 230248.7313180791, 93913.7543223623, 482724.2626186418, 443532.935036934, 39191.327581708 ], [ 324.162486, 230.248731, 93.913754, 482.724263, 443.532935, 39.191328 ], [ 0.311195, 0.221038, 0.090157, 0.169347, 0.162652, 0.03175 ], [ 10, 10, 10, 10, 10, 10 ], [ -86200, -52223, -77726, -219776, -159764, -143176 ], [ 1.380783, 1.541741, 1.220306, 1.248798, 1.445724, 1.041466 ], [ 322, 161, 161, 322, 161, 161 ], [ 134, 66, 68, 134, 66, 68 ], [ 188, 95, 93, 188, 95, 93 ], [ 41.614907, 40.993789, 42.236025, 41.614907, 40.993789, 42.236025 ], [ 1.937218, 2.219172, 1.668948, 1.752045, 2.080967, 1.424358 ], [ 69999, 69999, 24595, 178079, 178079, 71382 ], [ -33179, -17410, -33179, -79216, -79216, -60280 ], [ 77, 76, 77, 77, 76, 77 ], [ 110, 109, 110, 110, 109, 110 ], [ 53, 54, 52, 53, 54, 52 ], [ 24822, 12392, 12429, 24822, 12392, 12429 ], [ 14.237999, 14.237999, 16.112999, 14.237999, 14.237999, 16.112999 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351294, 282695, -74043, 278613, 243606, -329836 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669730400000, "first_datapoint_time": 1670126400000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759732963103, "expiration_time": 1766210400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 78, "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) |
---|