| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 354602.8766 | 222559.4426 | 132043.434 | 987621.3956 | 1054509.7765 | -66888.3809 |
| Total P&L (%) | 354.6029 | 222.5594 | 132.0434 | 987.6214 | 1054.5098 | -66.8884 |
| Avg Daily Profit (%) | 0.3404 | 0.2137 | 0.1268 | 0.2294 | 0.2351 | -0.1061 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86123 | -47042 | -57652 | -1682528 | -595474 | -1203144 |
| Profit Factor | 1.708 | 1.9802 | 1.4822 | 1.2834 | 1.7295 | 0.9672 |
| Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
| Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
| Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
| Profitability (%) | 41.8848 | 40.625 | 43.1579 | 41.8848 | 40.625 | 43.1579 |
| Ratio Avg Win / Avg Loss | 2.3698 | 2.8942 | 1.9522 | 1.7808 | 2.5277 | 1.2739 |
| Largest Winning Trade | 73355 | 73355 | 48005 | 796459 | 796459 | 418937 |
| Largest Losing Trade | -21748 | -13660 | -21748 | -537775 | -283040 | -537775 |
| Avg Bars in Trades | 128 | 114 | 143 | 128 | 114 | 143 |
| Avg Bars in Winners | 208 | 180 | 235 | 208 | 180 | 235 |
| Avg Bars in Losers | 71 | 69 | 73 | 71 | 69 | 73 |
| Bars Traded | 24607 | 10997 | 13610 | 24607 | 10997 | 13610 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 356474 | 272016 | -24444 | 260161 | 276201 | -582072 |
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669255200000,
"first_datapoint_time": 1669777200000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759258844653,
"expiration_time": 1765735200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 116,
"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": [
[
354602.8765959087,
222559.4425526781,
132043.4340432306,
987621.3955772999,
1054509.7764867002,
-66888.3809094012
],
[
354.602877,
222.559443,
132.043434,
987.621396,
1054.509776,
-66.888381
],
[
0.340418,
0.213656,
0.126761,
0.229373,
0.235116,
-0.106051
],
[
10,
10,
10,
10,
10,
10
],
[
-86123,
-47042,
-57652,
-1682528,
-595474,
-1203144
],
[
1.707967,
1.980229,
1.482215,
1.283437,
1.729509,
0.967195
],
[
191,
96,
95,
191,
96,
95
],
[
80,
39,
41,
80,
39,
41
],
[
111,
57,
54,
111,
57,
54
],
[
41.884817,
40.625,
43.157895,
41.884817,
40.625,
43.157895
],
[
2.369804,
2.894181,
1.952186,
1.780769,
2.527744,
1.273866
],
[
73355,
73355,
48005,
796459,
796459,
418937
],
[
-21748,
-13660,
-21748,
-537775,
-283040,
-537775
],
[
128,
114,
143,
128,
114,
143
],
[
208,
180,
235,
208,
180,
235
],
[
71,
69,
73,
71,
69,
73
],
[
24607,
10997,
13610,
24607,
10997,
13610
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
356474,
272016,
-24444,
260161,
276201,
-582072
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669255200000,
"first_datapoint_time": 1669777200000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759258844653,
"expiration_time": 1765735200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 116,
"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) |
|---|