Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330304.6475 | 182690.4291 | 147614.2184 | 347847.3331 | 352022.5068 | -4175.1738 |
Total P&L (%) | 330.3046 | 182.6904 | 147.6142 | 347.8473 | 352.0225 | -4.1752 |
Avg Daily Profit (%) | 0.1967 | 0.1088 | 0.0879 | 0.0893 | 0.0899 | -0.0025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72117 | -55814 | -69152 | -521705 | -371121 | -454169 |
Profit Factor | 1.5387 | 1.5845 | 1.491 | 1.1402 | 1.2788 | 0.9966 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 57.377 | 55.7377 | 59.0164 | 57.377 | 55.7377 | 59.0164 |
Ratio Avg Win / Avg Loss | 1.143 | 1.2583 | 1.0354 | 0.847 | 1.0155 | 0.6921 |
Largest Winning Trade | 60741 | 54598 | 60741 | 220728 | 220728 | 129189 |
Largest Losing Trade | -49775 | -25588 | -49775 | -262508 | -135529 | -262508 |
Avg Bars in Trades | 26 | 16 | 37 | 26 | 16 | 37 |
Avg Bars in Winners | 26 | 12 | 39 | 26 | 12 | 39 |
Avg Bars in Losers | 26 | 21 | 33 | 26 | 21 | 33 |
Bars Traded | 3277 | 1005 | 2272 | 3277 | 1005 | 2272 |
Profit Streak | 8.7786 | 28.2786 | 0 | 8.7786 | 28.2786 | 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 | 409058 | -206023 | -234842 | -139411 | -233118 | -741289 |
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3358, "evaluation_days": 1679, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1616544000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758868871530, "expiration_time": 1763067168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 3.24993 } }, "second_band": { "type": "zlma", "factors": { "length": 63, "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": [ [ 330304.6475132435, 182690.4291061577, 147614.2184070858, 347847.3330604277, 352022.5068358636, -4175.173775436 ], [ 330.304648, 182.690429, 147.614218, 347.847333, 352.022507, -4.175174 ], [ 0.196727, 0.108809, 0.087918, 0.089336, 0.089889, -0.00254 ], [ 10, 10, 10, 10, 10, 10 ], [ -72117, -55814, -69152, -521705, -371121, -454169 ], [ 1.538671, 1.584503, 1.49102, 1.140224, 1.278827, 0.996572 ], [ 122, 61, 61, 122, 61, 61 ], [ 70, 34, 36, 70, 34, 36 ], [ 52, 27, 25, 52, 27, 25 ], [ 57.377049, 55.737705, 59.016393, 57.377049, 55.737705, 59.016393 ], [ 1.143013, 1.258282, 1.035431, 0.847024, 1.015539, 0.692064 ], [ 60741, 54598, 60741, 220728, 220728, 129189 ], [ -49775, -25588, -49775, -262508, -135529, -262508 ], [ 26, 16, 37, 26, 16, 37 ], [ 26, 12, 39, 26, 12, 39 ], [ 26, 21, 33, 26, 21, 33 ], [ 3277, 1005, 2272, 3277, 1005, 2272 ], [ 8.778606, 28.278606, 0, 8.778606, 28.278606, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 409058, -206023, -234842, -139411, -233118, -741289 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3358, "evaluation_days": 1679, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1616544000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758868871530, "expiration_time": 1763067168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 3.24993 } }, "second_band": { "type": "zlma", "factors": { "length": 63, "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) |
---|