Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529650.9977 | 297186.4461 | 232464.5516 | 2897184.7793 | 2052679.1143 | 844505.6649 |
Total P&L (%) | 529.651 | 297.1864 | 232.4646 | 2897.1848 | 2052.6791 | 844.5057 |
Avg Daily Profit (%) | 0.3141 | 0.1762 | 0.1378 | 0.2018 | 0.1822 | 0.1332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72487 | -69366 | -54486 | -3145792 | -1051391 | -2305436 |
Profit Factor | 2.0002 | 2.1149 | 1.884 | 1.3829 | 1.5906 | 1.2064 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 43.0657 | 42.029 | 44.1176 | 43.0657 | 42.029 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.6443 | 2.9171 | 2.3863 | 1.8282 | 2.1939 | 1.5282 |
Largest Winning Trade | 101354 | 101354 | 51338 | 1190808 | 1190808 | 989204 |
Largest Losing Trade | -27938 | -14887 | -27938 | -767781 | -436647 | -767781 |
Avg Bars in Trades | 144 | 134 | 154 | 144 | 134 | 154 |
Avg Bars in Winners | 219 | 203 | 235 | 219 | 203 | 235 |
Avg Bars in Losers | 87 | 84 | 90 | 87 | 84 | 90 |
Bars Traded | 19788 | 9288 | 10500 | 19788 | 9288 | 10500 |
Profit Streak | 46.14 | 46.14 | 54.39 | 46.14 | 46.14 | 54.39 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412828 | -93060 | -116629 | 302731 | -93644 | -125304 |
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20238, "evaluation_days": 1686.5, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615111200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759454495983, "expiration_time": 1764695289600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 233, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 183, "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": [ [ 529650.9976758452, 297186.4460793466, 232464.5515964983, 2897184.7792749917, 2052679.1143320953, 844505.6649428981 ], [ 529.650998, 297.186446, 232.464552, 2897.184779, 2052.679114, 844.505665 ], [ 0.314053, 0.176215, 0.137838, 0.20182, 0.182158, 0.133234 ], [ 10, 10, 10, 10, 10, 10 ], [ -72487, -69366, -54486, -3145792, -1051391, -2305436 ], [ 2.000191, 2.114865, 1.883953, 1.382904, 1.590595, 1.206443 ], [ 137, 69, 68, 137, 69, 68 ], [ 59, 29, 30, 59, 29, 30 ], [ 78, 40, 38, 78, 40, 38 ], [ 43.065693, 42.028986, 44.117647, 43.065693, 42.028986, 44.117647 ], [ 2.64432, 2.917055, 2.386341, 1.828246, 2.193925, 1.528162 ], [ 101354, 101354, 51338, 1190808, 1190808, 989204 ], [ -27938, -14887, -27938, -767781, -436647, -767781 ], [ 144, 134, 154, 144, 134, 154 ], [ 219, 203, 235, 219, 203, 235 ], [ 87, 84, 90, 87, 84, 90 ], [ 19788, 9288, 10500, 19788, 9288, 10500 ], [ 46.14, 46.14, 54.39, 46.14, 46.14, 54.39 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412828, -93060, -116629, 302731, -93644, -125304 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20238, "evaluation_days": 1686.5, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615111200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759454495983, "expiration_time": 1764695289600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 233, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 183, "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) |
---|