Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350931.3306 | 226953.1056 | 123978.225 | 189924.1791 | 107140.4585 | 82783.7205 |
Total P&L (%) | 350.9313 | 226.9531 | 123.9782 | 189.9242 | 107.1405 | 82.7837 |
Avg Daily Profit (%) | 0.2076 | 0.1342 | 0.0733 | 0.063 | 0.0431 | 0.0357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102914 | -79828 | -72952 | -783241 | -276271 | -559094 |
Profit Factor | 1.4866 | 1.6005 | 1.3611 | 1.0643 | 1.0719 | 1.0565 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 44.7552 | 36.6197 | 52.7778 | 44.7552 | 36.6197 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.835 | 2.7702 | 1.2178 | 1.3137 | 1.8552 | 0.9453 |
Largest Winning Trade | 114889 | 114889 | 49834 | 291084 | 291084 | 169630 |
Largest Losing Trade | -46104 | -22494 | -46104 | -411151 | -165500 | -411151 |
Avg Bars in Trades | 68 | 80 | 56 | 68 | 80 | 56 |
Avg Bars in Winners | 93 | 119 | 75 | 93 | 119 | 75 |
Avg Bars in Losers | 48 | 58 | 35 | 48 | 58 | 35 |
Bars Traded | 9791 | 5712 | 4079 | 9791 | 5712 | 4079 |
Profit Streak | 41.483 | 0 | 53.8163 | 41.483 | 0 | 53.8163 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320747 | -102953 | -172831 | -259755 | -367835 | -383501 |
{ "trading_pair": "CAKE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10144, "evaluation_days": 1690.67, "actual_first_datapoint_time": 1613707200000, "first_datapoint_time": 1616198400000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759779327375, "expiration_time": 1764148608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 174, "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": [ [ 350931.33060356, 226953.1056134434, 123978.2249901167, 189924.1790758507, 107140.4585372992, 82783.7205385513 ], [ 350.931331, 226.953106, 123.978225, 189.924179, 107.140459, 82.783721 ], [ 0.207569, 0.134239, 0.073331, 0.06298, 0.043083, 0.035681 ], [ 10, 10, 10, 10, 10, 10 ], [ -102914, -79828, -72952, -783241, -276271, -559094 ], [ 1.486563, 1.600533, 1.361109, 1.064287, 1.071913, 1.056529 ], [ 143, 71, 72, 143, 71, 72 ], [ 64, 26, 38, 64, 26, 38 ], [ 79, 45, 34, 79, 45, 34 ], [ 44.755245, 36.619718, 52.777778, 44.755245, 36.619718, 52.777778 ], [ 1.834976, 2.770154, 1.217835, 1.313729, 1.855234, 0.945315 ], [ 114889, 114889, 49834, 291084, 291084, 169630 ], [ -46104, -22494, -46104, -411151, -165500, -411151 ], [ 68, 80, 56, 68, 80, 56 ], [ 93, 119, 75, 93, 119, 75 ], [ 48, 58, 35, 48, 58, 35 ], [ 9791, 5712, 4079, 9791, 5712, 4079 ], [ 41.482956, 0, 53.816289, 41.482956, 0, 53.816289 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320747, -102953, -172831, -259755, -367835, -383501 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10144, "evaluation_days": 1690.67, "actual_first_datapoint_time": 1613707200000, "first_datapoint_time": 1616198400000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759779327375, "expiration_time": 1764148608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 174, "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) |
---|