| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 597477.9507 | 366040.1477 | 231437.803 | 3874157.81 | 3004319.1292 | 869838.6808 |
| Total P&L (%) | 597.478 | 366.0401 | 231.4378 | 3874.1578 | 3004.3191 | 869.8387 |
| Avg Daily Profit (%) | 0.3535 | 0.2166 | 0.1369 | 0.2181 | 0.2034 | 0.1345 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98052 | -73254 | -51851 | -1113512 | -440132 | -1196484 |
| Profit Factor | 1.6595 | 1.7776 | 1.5318 | 1.5217 | 1.9287 | 1.2076 |
| Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
| Winning Trades | 150 | 69 | 81 | 150 | 69 | 81 |
| Losing Trades | 330 | 171 | 159 | 330 | 171 | 159 |
| Profitability (%) | 31.25 | 28.75 | 33.75 | 31.25 | 28.75 | 33.75 |
| Ratio Avg Win / Avg Loss | 3.651 | 4.4055 | 3.0068 | 3.3478 | 4.7797 | 2.3705 |
| Largest Winning Trade | 96533 | 96533 | 56206 | 1258986 | 1258986 | 694791 |
| Largest Losing Trade | -18775 | -16617 | -18775 | -563744 | -295009 | -563744 |
| Avg Bars in Trades | 20 | 22 | 19 | 20 | 22 | 19 |
| Avg Bars in Winners | 46 | 49 | 43 | 46 | 49 | 43 |
| Avg Bars in Losers | 8 | 11 | 6 | 8 | 11 | 6 |
| Bars Traded | 9932 | 5370 | 4562 | 9932 | 5370 | 4562 |
| Profit Streak | 11.3127 | 0 | 13.146 | 11.3127 | 0 | 13.146 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 310411 | -1175 | -12370 | 247404 | -579 | -17160 |
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10142,
"evaluation_days": 1690.33,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1615536000000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759750218512,
"expiration_time": 1764118944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
597477.9507460599,
366040.1477317046,
231437.8030143544,
3874157.810044022,
3004319.129196695,
869838.6808473227
],
[
597.477951,
366.040148,
231.437803,
3874.15781,
3004.319129,
869.838681
],
[
0.353468,
0.21655,
0.136919,
0.218088,
0.203444,
0.1345
],
[
10,
10,
10,
10,
10,
10
],
[
-98052,
-73254,
-51851,
-1113512,
-440132,
-1196484
],
[
1.659524,
1.777648,
1.53177,
1.521747,
1.928651,
1.207588
],
[
480,
240,
240,
480,
240,
240
],
[
150,
69,
81,
150,
69,
81
],
[
330,
171,
159,
330,
171,
159
],
[
31.25,
28.75,
33.75,
31.25,
28.75,
33.75
],
[
3.650952,
4.405476,
3.006808,
3.347844,
4.779701,
2.370451
],
[
96533,
96533,
56206,
1258986,
1258986,
694791
],
[
-18775,
-16617,
-18775,
-563744,
-295009,
-563744
],
[
20,
22,
19,
20,
22,
19
],
[
46,
49,
43,
46,
49,
43
],
[
8,
11,
6,
8,
11,
6
],
[
9932,
5370,
4562,
9932,
5370,
4562
],
[
11.312714,
0,
13.146047,
11.312714,
0,
13.146048
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310411,
-1175,
-12370,
247404,
-579,
-17160
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10142,
"evaluation_days": 1690.33,
"actual_first_datapoint_time": 1613707200000,
"first_datapoint_time": 1615536000000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759750218512,
"expiration_time": 1764118944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|