Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357806.2279 | 232956.0731 | 124850.1548 | 1717089.8797 | 1437923.3779 | 279166.5018 |
Total P&L (%) | 357.8062 | 232.9561 | 124.8502 | 1717.0899 | 1437.9234 | 279.1665 |
Avg Daily Profit (%) | 0.687 | 0.4473 | 0.2397 | 0.5583 | 0.5261 | 0.2562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30864 | -22169 | -22115 | -456981 | -176526 | -330826 |
Profit Factor | 2.5438 | 3.2257 | 1.9823 | 2.046 | 3.1672 | 1.2854 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 46.9027 | 43.8596 | 50 | 46.9027 | 43.8596 | 50 |
Ratio Avg Win / Avg Loss | 2.8798 | 4.1289 | 1.9823 | 2.3162 | 4.054 | 1.2854 |
Largest Winning Trade | 51200 | 51200 | 33029 | 512732 | 512732 | 281798 |
Largest Losing Trade | -12864 | -9741 | -12864 | -127579 | -92525 | -127579 |
Avg Bars in Trades | 217 | 205 | 229 | 217 | 205 | 229 |
Avg Bars in Winners | 345 | 323 | 364 | 345 | 323 | 364 |
Avg Bars in Losers | 104 | 112 | 95 | 104 | 112 | 95 |
Bars Traded | 24554 | 11687 | 12867 | 24554 | 11687 | 12867 |
Profit Streak | 10.0202 | 12.2285 | 0 | 10.0202 | 12.2285 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569629 | -166492 | -168897 | 510455 | -165514 | -172527 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715256000000, "first_datapoint_time": 1715608800000, "last_datapoint_time": 1760254200000, "evaluation_time": 1760255946463, "expiration_time": 1766734200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 131, "offset": 0, "std": 3.49221 } }, "second_band": { "type": "linreg", "factors": { "length": 197, "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": [ [ 357806.2279123446, 232956.0731392693, 124850.1547730752, 1717089.8796808512, 1437923.3778640416, 279166.5018168094 ], [ 357.806228, 232.956073, 124.850155, 1717.08988, 1437.923378, 279.166502 ], [ 0.686992, 0.447279, 0.239714, 0.558322, 0.526122, 0.256228 ], [ 10, 10, 10, 10, 10, 10 ], [ -30864, -22169, -22115, -456981, -176526, -330826 ], [ 2.543806, 3.22567, 1.982291, 2.046008, 3.16716, 1.285429 ], [ 113, 57, 56, 113, 57, 56 ], [ 53, 25, 28, 53, 25, 28 ], [ 60, 32, 28, 60, 32, 28 ], [ 46.902655, 43.859649, 50, 46.902655, 43.859649, 50 ], [ 2.879781, 4.128858, 1.982291, 2.316236, 4.053965, 1.285429 ], [ 51200, 51200, 33029, 512732, 512732, 281798 ], [ -12864, -9741, -12864, -127579, -92525, -127579 ], [ 217, 205, 229, 217, 205, 229 ], [ 345, 323, 364, 345, 323, 364 ], [ 104, 112, 95, 104, 112, 95 ], [ 24554, 11687, 12867, 24554, 11687, 12867 ], [ 10.020214, 12.228547, 0, 10.020214, 12.228547, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 569629, -166492, -168897, 510455, -165514, -172527 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715256000000, "first_datapoint_time": 1715608800000, "last_datapoint_time": 1760254200000, "evaluation_time": 1760255946463, "expiration_time": 1766734200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 131, "offset": 0, "std": 3.49221 } }, "second_band": { "type": "linreg", "factors": { "length": 197, "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) |
---|