Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120994.1937 | 88331.1641 | 32663.0296 | 106539.9356 | 103521.3822 | 3018.5534 |
Total P&L (%) | 120.9942 | 88.3312 | 32.663 | 106.5399 | 103.5214 | 3.0186 |
Avg Daily Profit (%) | 0.4646 | 0.3392 | 0.1254 | 0.2789 | 0.2732 | 0.0114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58331 | -33280 | -47051 | -188188 | -68694 | -146785 |
Profit Factor | 1.5005 | 1.6086 | 1.3382 | 1.1718 | 1.2973 | 1.0111 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 43.949 | 44.3038 | 43.5897 | 43.949 | 44.3038 | 43.5897 |
Ratio Avg Win / Avg Loss | 1.9137 | 2.0222 | 1.7318 | 1.4944 | 1.6308 | 1.3085 |
Largest Winning Trade | 75152 | 75152 | 18486 | 87575 | 87575 | 37580 |
Largest Losing Trade | -21545 | -21545 | -8992 | -42805 | -42805 | -24958 |
Avg Bars in Trades | 157 | 160 | 155 | 157 | 160 | 155 |
Avg Bars in Winners | 255 | 249 | 261 | 255 | 249 | 261 |
Avg Bars in Losers | 81 | 89 | 73 | 81 | 89 | 73 |
Bars Traded | 24793 | 12675 | 12118 | 24793 | 12675 | 12118 |
Profit Streak | 0 | 0 | 6.3509 | 0 | 0 | 6.3509 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337579 | -18713 | -64674 | -26210 | -21143 | -589331 |
{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736795700000, "first_datapoint_time": 1736932500000, "last_datapoint_time": 1759294800000, "evaluation_time": 1759295421167, "expiration_time": 1765774800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 153, "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": [ [ 120994.1937181237, 88331.1640985343, 32663.0296195894, 106539.9355795231, 103521.3821587484, 3018.5534207743 ], [ 120.994194, 88.331164, 32.66303, 106.539936, 103.521382, 3.018553 ], [ 0.464612, 0.339187, 0.125424, 0.278909, 0.27324, 0.01142 ], [ 10, 10, 10, 10, 10, 10 ], [ -58331, -33280, -47051, -188188, -68694, -146785 ], [ 1.500537, 1.608563, 1.33819, 1.17177, 1.297256, 1.011098 ], [ 157, 79, 78, 157, 79, 78 ], [ 69, 35, 34, 69, 35, 34 ], [ 88, 44, 44, 88, 44, 44 ], [ 43.949045, 44.303797, 43.589744, 43.949045, 44.303797, 43.589744 ], [ 1.913728, 2.022194, 1.731775, 1.494431, 1.630836, 1.30848 ], [ 75152, 75152, 18486, 87575, 87575, 37580 ], [ -21545, -21545, -8992, -42805, -42805, -24958 ], [ 157, 160, 155, 157, 160, 155 ], [ 255, 249, 261, 255, 249, 261 ], [ 81, 89, 73, 81, 89, 73 ], [ 24793, 12675, 12118, 24793, 12675, 12118 ], [ 0, 0, 6.350939, 0, 0, 6.350939 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337579, -18713, -64674, -26210, -21143, -589331 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736795700000, "first_datapoint_time": 1736932500000, "last_datapoint_time": 1759294800000, "evaluation_time": 1759295421167, "expiration_time": 1765774800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 153, "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) |
---|