| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 603585.5215 | 363413.7707 | 240171.7508 | 2970325.2597 | 2136040.5312 | 834284.7285 |
| Total P&L (%) | 603.5855 | 363.4138 | 240.1718 | 2970.3253 | 2136.0405 | 834.2847 |
| Avg Daily Profit (%) | 0.3597 | 0.2166 | 0.1431 | 0.2043 | 0.1853 | 0.1333 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -62616 | -78704 | -46656 | -2628783 | -985075 | -1936535 |
| Profit Factor | 2.1442 | 2.1708 | 2.1061 | 1.3492 | 1.5107 | 1.193 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
| Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
| Profitability (%) | 38.0282 | 32.3944 | 43.662 | 38.0282 | 32.3944 | 43.662 |
| Ratio Avg Win / Avg Loss | 3.4942 | 4.5304 | 2.7176 | 2.1987 | 3.1527 | 1.5393 |
| Largest Winning Trade | 205537 | 205537 | 51497 | 1688477 | 1688477 | 822132 |
| Largest Losing Trade | -21589 | -16285 | -21589 | -715966 | -715966 | -608661 |
| Avg Bars in Trades | 139 | 123 | 154 | 139 | 123 | 154 |
| Avg Bars in Winners | 252 | 244 | 259 | 252 | 244 | 259 |
| Avg Bars in Losers | 69 | 65 | 74 | 69 | 65 | 74 |
| Bars Traded | 19749 | 8755 | 10994 | 19749 | 8755 | 10994 |
| Profit Streak | 32.9869 | 0 | 33.7369 | 32.9869 | 0 | 33.7369 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 350719 | -81912 | -86852 | 209914 | -83409 | -110757 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20137,
"evaluation_days": 1678.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615269600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758930071123,
"expiration_time": 1763941910400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 27,
"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": [
[
603585.5215112584,
363413.7707303974,
240171.7507808611,
2970325.2596962564,
2136040.5311865998,
834284.7285096564
],
[
603.585522,
363.413771,
240.171751,
2970.32526,
2136.040531,
834.284729
],
[
0.359688,
0.216565,
0.143123,
0.204273,
0.185341,
0.133253
],
[
10,
10,
10,
10,
10,
10
],
[
-62616,
-78704,
-46656,
-2628783,
-985075,
-1936535
],
[
2.144186,
2.170821,
2.106112,
1.349189,
1.510672,
1.192963
],
[
142,
71,
71,
142,
71,
71
],
[
54,
23,
31,
54,
23,
31
],
[
88,
48,
40,
88,
48,
40
],
[
38.028169,
32.394366,
43.661972,
38.028169,
32.394366,
43.661972
],
[
3.49423,
4.530408,
2.717564,
2.198679,
3.152706,
1.539308
],
[
205537,
205537,
51497,
1688477,
1688477,
822132
],
[
-21589,
-16285,
-21589,
-715966,
-715966,
-608661
],
[
139,
123,
154,
139,
123,
154
],
[
252,
244,
259,
252,
244,
259
],
[
69,
65,
74,
69,
65,
74
],
[
19749,
8755,
10994,
19749,
8755,
10994
],
[
32.986934,
0,
33.736934,
32.986934,
0,
33.736934
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
350719,
-81912,
-86852,
209914,
-83409,
-110757
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20137,
"evaluation_days": 1678.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1615269600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758930071123,
"expiration_time": 1763941910400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 27,
"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) |
|---|