| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 575429.4588 | 343789.2847 | 231640.1741 | 3231094.2652 | 3257364.1017 | -26269.8365 |
| Total P&L (%) | 575.4295 | 343.7893 | 231.6402 | 3231.0943 | 3257.3641 | -26.2698 |
| Avg Daily Profit (%) | 0.3429 | 0.2049 | 0.138 | 0.2091 | 0.2096 | -0.0182 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -80531 | -118413 | -56264 | -4740092 | -1658983 | -3597086 |
| Profit Factor | 1.635 | 1.7805 | 1.4973 | 1.2936 | 1.6869 | 0.9958 |
| Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
| Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
| Losing Trades | 168 | 86 | 82 | 168 | 86 | 82 |
| Profitability (%) | 41.2587 | 39.8601 | 42.6573 | 41.2587 | 39.8601 | 42.6573 |
| Ratio Avg Win / Avg Loss | 2.3278 | 2.6864 | 2.0128 | 1.8418 | 2.5451 | 1.3386 |
| Largest Winning Trade | 82483 | 82483 | 54522 | 2197253 | 2197253 | 1605436 |
| Largest Losing Trade | -23101 | -19130 | -23101 | -1363259 | -819376 | -1363259 |
| Avg Bars in Trades | 69 | 72 | 65 | 69 | 72 | 65 |
| Avg Bars in Winners | 103 | 108 | 98 | 103 | 108 | 98 |
| Avg Bars in Losers | 45 | 49 | 41 | 45 | 49 | 41 |
| Bars Traded | 19851 | 10432 | 9419 | 19851 | 10432 | 9419 |
| 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 | 376255 | 249146 | -9384 | 265262 | 259099 | -582142 |
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20137,
"evaluation_days": 1678.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614650400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758850281872,
"expiration_time": 1763941910400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 79,
"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": [
[
575429.4588041117,
343789.2847224493,
231640.1740816622,
3231094.265178773,
3257364.1016745884,
-26269.8364958153
],
[
575.429459,
343.789285,
231.640174,
3231.094265,
3257.364102,
-26.269836
],
[
0.342909,
0.204871,
0.138039,
0.209141,
0.20961,
-0.018159
],
[
10,
10,
10,
10,
10,
10
],
[
-80531,
-118413,
-56264,
-4740092,
-1658983,
-3597086
],
[
1.634972,
1.780535,
1.497323,
1.293624,
1.686884,
0.995805
],
[
286,
143,
143,
286,
143,
143
],
[
118,
57,
61,
118,
57,
61
],
[
168,
86,
82,
168,
86,
82
],
[
41.258741,
39.86014,
42.657343,
41.258741,
39.86014,
42.657343
],
[
2.327757,
2.686421,
2.012794,
1.84177,
2.545123,
1.338623
],
[
82483,
82483,
54522,
2197253,
2197253,
1605436
],
[
-23101,
-19130,
-23101,
-1363259,
-819376,
-1363259
],
[
69,
72,
65,
69,
72,
65
],
[
103,
108,
98,
103,
108,
98
],
[
45,
49,
41,
45,
49,
41
],
[
19851,
10432,
9419,
19851,
10432,
9419
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
376255,
249146,
-9384,
265262,
259099,
-582142
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20137,
"evaluation_days": 1678.08,
"actual_first_datapoint_time": 1613714400000,
"first_datapoint_time": 1614650400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758850281872,
"expiration_time": 1763941910400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 79,
"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) |
|---|