Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142519.8819 | 99282.5547 | 43237.3272 | 189854.5484 | 164405.7951 | 25448.7533 |
Total P&L (%) | 142.5199 | 99.2826 | 43.2373 | 189.8545 | 164.4058 | 25.4488 |
Avg Daily Profit (%) | 0.5473 | 0.3812 | 0.166 | 0.4095 | 0.3741 | 0.0871 |
Buy And Hold Return (%) | 21.6508 | 21.6508 | 21.6508 | 21.6508 | 21.6508 | 21.6508 |
Max Trade Drawdown | -64588 | -43649 | -45889 | -93107 | -57142 | -68302 |
Profit Factor | 1.4697 | 1.6846 | 1.2729 | 1.3306 | 1.6286 | 1.0814 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 37.3684 | 34.7368 | 40 | 37.3684 | 34.7368 | 40 |
Ratio Avg Win / Avg Loss | 2.4632 | 3.165 | 1.9094 | 2.2302 | 3.0598 | 1.6221 |
Largest Winning Trade | 35234 | 35234 | 26725 | 49711 | 49711 | 38623 |
Largest Losing Trade | -11903 | -11903 | -9021 | -21353 | -16916 | -21353 |
Avg Bars in Trades | 129 | 115 | 143 | 129 | 115 | 143 |
Avg Bars in Winners | 231 | 219 | 242 | 231 | 219 | 242 |
Avg Bars in Losers | 68 | 59 | 78 | 68 | 59 | 78 |
Bars Traded | 24609 | 10936 | 13673 | 24609 | 10936 | 13673 |
Profit Streak | 5.5695 | 20.0174 | 5.5695 | 5.5695 | 20.0174 | 5.5695 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319950 | 166966 | -2958 | 256976 | 222127 | -322190 |
{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736393400000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758825602934, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "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": [ [ 142519.8819083222, 99282.5547131814, 43237.3271951408, 189854.5484086287, 164405.7950668795, 25448.7533417492 ], [ 142.519882, 99.282555, 43.237327, 189.854548, 164.405795, 25.448753 ], [ 0.547269, 0.38124, 0.166029, 0.409487, 0.374062, 0.0871 ], [ 21.650821, 21.650821, 21.650821, 21.650821, 21.650821, 21.650821 ], [ -64588, -43649, -45889, -93107, -57142, -68302 ], [ 1.469667, 1.68462, 1.272911, 1.330602, 1.628627, 1.081374 ], [ 190, 95, 95, 190, 95, 95 ], [ 71, 33, 38, 71, 33, 38 ], [ 119, 62, 57, 119, 62, 57 ], [ 37.368421, 34.736842, 40, 37.368421, 34.736842, 40 ], [ 2.463244, 3.165043, 1.909366, 2.230164, 3.059845, 1.622061 ], [ 35234, 35234, 26725, 49711, 49711, 38623 ], [ -11903, -11903, -9021, -21353, -16916, -21353 ], [ 129, 115, 143, 129, 115, 143 ], [ 231, 219, 242, 231, 219, 242 ], [ 68, 59, 78, 68, 59, 78 ], [ 24609, 10936, 13673, 24609, 10936, 13673 ], [ 5.569478, 20.017395, 5.569478, 5.569478, 20.017395, 5.569478 ], [ 4, 6, 2, 4, 6, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319950, 166966, -2958, 256976, 222127, -322190 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736393400000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758825602934, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "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) |
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