Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352703.7827 | 225269.442 | 127434.3407 | 323225.2945 | 436562.3908 | -113337.0963 |
Total P&L (%) | 352.7038 | 225.2694 | 127.4343 | 323.2253 | 436.5624 | -113.3371 |
Avg Daily Profit (%) | 0.2088 | 0.1334 | 0.0754 | 0.0854 | 0.0995 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144371 | -150033 | -66686 | -753227 | -320562 | -532999 |
Profit Factor | 1.4759 | 1.4993 | 1.4396 | 1.1736 | 1.4069 | 0.8564 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 50 | 47.6744 | 52.3256 | 50 | 47.6744 | 52.3256 |
Ratio Avg Win / Avg Loss | 1.4759 | 1.6456 | 1.3116 | 1.1736 | 1.5442 | 0.7803 |
Largest Winning Trade | 87364 | 87364 | 32469 | 412851 | 412851 | 133509 |
Largest Losing Trade | -40582 | -40516 | -40582 | -320562 | -320562 | -289061 |
Avg Bars in Trades | 116 | 152 | 79 | 116 | 152 | 79 |
Avg Bars in Winners | 133 | 186 | 85 | 133 | 186 | 85 |
Avg Bars in Losers | 98 | 122 | 72 | 98 | 122 | 72 |
Bars Traded | 19964 | 13156 | 6808 | 19964 | 13156 | 6808 |
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 | 351222 | -13815 | -91307 | -107547 | -59515 | -580800 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20271, "evaluation_days": 1689.25, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615471200000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759692092714, "expiration_time": 1764941443200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 106, "offset": 0, "std": 4.96384 } } }
{ "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": [ [ 352703.7827176749, 225269.4420086534, 127434.3407090214, 323225.2945166067, 436562.3908143234, -113337.0962977167 ], [ 352.703783, 225.269442, 127.434341, 323.225295, 436.562391, -113.337096 ], [ 0.208793, 0.133355, 0.075438, 0.085443, 0.099503, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -144371, -150033, -66686, -753227, -320562, -532999 ], [ 1.475936, 1.49928, 1.439603, 1.173601, 1.406948, 0.856374 ], [ 172, 86, 86, 172, 86, 86 ], [ 86, 41, 45, 86, 41, 45 ], [ 86, 45, 41, 86, 45, 41 ], [ 50, 47.674419, 52.325581, 50, 47.674419, 52.325581 ], [ 1.475936, 1.645551, 1.311638, 1.173601, 1.544211, 0.780252 ], [ 87364, 87364, 32469, 412851, 412851, 133509 ], [ -40582, -40516, -40582, -320562, -320562, -289061 ], [ 116, 152, 79, 116, 152, 79 ], [ 133, 186, 85, 133, 186, 85 ], [ 98, 122, 72, 98, 122, 72 ], [ 19964, 13156, 6808, 19964, 13156, 6808 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351222, -13815, -91307, -107547, -59515, -580800 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20271, "evaluation_days": 1689.25, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615471200000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759692092714, "expiration_time": 1764941443200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 106, "offset": 0, "std": 4.96384 } } }
# | 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) |
---|