Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326118.9917 | 204259.1623 | 121859.8294 | 102829.8486 | 121985.128 | -19155.2794 |
Total P&L (%) | 326.119 | 204.2592 | 121.8598 | 102.8298 | 121.9851 | -19.1553 |
Avg Daily Profit (%) | 0.1934 | 0.1212 | 0.0723 | 0.042 | 0.0473 | -0.0126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116383 | -168555 | -70551 | -152372 | -114571 | -112515 |
Profit Factor | 1.2048 | 1.2081 | 1.1995 | 1.0732 | 1.1528 | 0.9685 |
Total Trades | 670 | 335 | 335 | 670 | 335 | 335 |
Winning Trades | 301 | 131 | 170 | 301 | 131 | 170 |
Losing Trades | 369 | 204 | 165 | 369 | 204 | 165 |
Profitability (%) | 44.9254 | 39.1045 | 50.7463 | 44.9254 | 39.1045 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.4769 | 1.8812 | 1.1642 | 1.3156 | 1.7952 | 0.94 |
Largest Winning Trade | 80449 | 80449 | 22430 | 112167 | 112167 | 27883 |
Largest Losing Trade | -38714 | -38714 | -21971 | -43549 | -43549 | -42570 |
Avg Bars in Trades | 15 | 22 | 7 | 15 | 22 | 7 |
Avg Bars in Winners | 19 | 32 | 8 | 19 | 32 | 8 |
Avg Bars in Losers | 11 | 15 | 6 | 11 | 15 | 6 |
Bars Traded | 10080 | 7506 | 2574 | 10080 | 7506 | 2574 |
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 | 319363 | -33403 | -95936 | -275115 | -183845 | -579207 |
{ "trading_pair": "CAKE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10116, "evaluation_days": 1686, "actual_first_datapoint_time": 1613707200000, "first_datapoint_time": 1614038400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375163161, "expiration_time": 1763733312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 179, "offset": 0, "std": 4.56706 } } }
{ "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": [ [ 326118.9917164322, 204259.1622958821, 121859.8294205502, 102829.8485606766, 121985.1279747981, -19155.2794141216 ], [ 326.118992, 204.259162, 121.859829, 102.829849, 121.985128, -19.155279 ], [ 0.193428, 0.12115, 0.072277, 0.041954, 0.047309, -0.012611 ], [ 10, 10, 10, 10, 10, 10 ], [ -116383, -168555, -70551, -152372, -114571, -112515 ], [ 1.204774, 1.208052, 1.199506, 1.073159, 1.152783, 0.96845 ], [ 670, 335, 335, 670, 335, 335 ], [ 301, 131, 170, 301, 131, 170 ], [ 369, 204, 165, 369, 204, 165 ], [ 44.925373, 39.104478, 50.746269, 44.925373, 39.104478, 50.746269 ], [ 1.476949, 1.881241, 1.164227, 1.3156, 1.795174, 0.939966 ], [ 80449, 80449, 22430, 112167, 112167, 27883 ], [ -38714, -38714, -21971, -43549, -43549, -42570 ], [ 15, 22, 7, 15, 22, 7 ], [ 19, 32, 8, 19, 32, 8 ], [ 11, 15, 6, 11, 15, 6 ], [ 10080, 7506, 2574, 10080, 7506, 2574 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319363, -33403, -95936, -275115, -183845, -579207 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10116, "evaluation_days": 1686, "actual_first_datapoint_time": 1613707200000, "first_datapoint_time": 1614038400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375163161, "expiration_time": 1763733312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 179, "offset": 0, "std": 4.56706 } } }
# | 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) |
---|