Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374443.4594 | 229590.0592 | 144853.4002 | 396286.6579 | 345257.4655 | 51029.1924 |
Total P&L (%) | 374.4435 | 229.5901 | 144.8534 | 396.2867 | 345.2575 | 51.0292 |
Avg Daily Profit (%) | 0.2221 | 0.1362 | 0.0859 | 0.0951 | 0.0886 | 0.0245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136744 | -67443 | -82723 | -1589381 | -800173 | -844853 |
Profit Factor | 1.6302 | 1.763 | 1.494 | 1.0829 | 1.1499 | 1.0206 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 41.6667 | 36.3636 | 46.9697 | 41.6667 | 36.3636 | 46.9697 |
Ratio Avg Win / Avg Loss | 2.2823 | 3.0853 | 1.6868 | 1.516 | 2.0124 | 1.1523 |
Largest Winning Trade | 106801 | 106801 | 51807 | 748773 | 748773 | 436564 |
Largest Losing Trade | -30999 | -26691 | -30999 | -408601 | -260463 | -408601 |
Avg Bars in Trades | 151 | 140 | 163 | 151 | 140 | 163 |
Avg Bars in Winners | 223 | 210 | 233 | 223 | 210 | 233 |
Avg Bars in Losers | 100 | 100 | 101 | 100 | 100 | 101 |
Bars Traded | 20030 | 9259 | 10771 | 20030 | 9259 | 10771 |
Profit Streak | 44.39 | 44.39 | 52.3067 | 44.39 | 44.39 | 52.3067 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323767 | -137059 | -200916 | -196207 | -258317 | -484421 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20227, "evaluation_days": 1685.58, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614794400000, "last_datapoint_time": 1759370400000, "evaluation_time": 1759375297553, "expiration_time": 1764613238400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 4.9429 } } }
{ "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": [ [ 374443.4593711493, 229590.0591888187, 144853.4001823305, 396286.6578806818, 345257.4654648802, 51029.1924158016 ], [ 374.443459, 229.590059, 144.8534, 396.286658, 345.257465, 51.029192 ], [ 0.222145, 0.136208, 0.085937, 0.095086, 0.088643, 0.024464 ], [ 10, 10, 10, 10, 10, 10 ], [ -136744, -67443, -82723, -1589381, -800173, -844853 ], [ 1.630245, 1.763014, 1.494001, 1.082852, 1.149928, 1.020574 ], [ 132, 66, 66, 132, 66, 66 ], [ 55, 24, 31, 55, 24, 31 ], [ 77, 42, 35, 77, 42, 35 ], [ 41.666667, 36.363636, 46.969697, 41.666667, 36.363636, 46.969697 ], [ 2.282343, 3.085274, 1.686776, 1.515992, 2.012374, 1.152261 ], [ 106801, 106801, 51807, 748773, 748773, 436564 ], [ -30999, -26691, -30999, -408601, -260463, -408601 ], [ 151, 140, 163, 151, 140, 163 ], [ 223, 210, 233, 223, 210, 233 ], [ 100, 100, 101, 100, 100, 101 ], [ 20030, 9259, 10771, 20030, 9259, 10771 ], [ 44.390018, 44.390018, 52.306685, 44.390018, 44.390018, 52.306685 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323767, -137059, -200916, -196207, -258317, -484421 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20227, "evaluation_days": 1685.58, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1614794400000, "last_datapoint_time": 1759370400000, "evaluation_time": 1759375297553, "expiration_time": 1764613238400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 4.9429 } } }
# | 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) |
---|