Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169010.3872 | 133720.3582 | 35290.029 | 116633.2787 | 149132.7793 | -32499.5006 |
Total P&L (%) | 169.0104 | 133.7204 | 35.29 | 116.6333 | 149.1328 | -32.4995 |
Avg Daily Profit (%) | 0.3245 | 0.2567 | 0.0678 | 0.1485 | 0.1754 | -0.0754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54147 | -34080 | -58742 | -161782 | -77638 | -117988 |
Profit Factor | 1.2568 | 1.4042 | 1.1078 | 1.1028 | 1.2606 | 0.9422 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Losing Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Profitability (%) | 41.8103 | 41.8103 | 41.8103 | 41.8103 | 41.8103 | 41.8103 |
Ratio Avg Win / Avg Loss | 1.7492 | 1.9543 | 1.5418 | 1.5348 | 1.7544 | 1.3113 |
Largest Winning Trade | 91447 | 91447 | 25542 | 111729 | 111729 | 56738 |
Largest Losing Trade | -18893 | -9083 | -18893 | -38850 | -23682 | -38850 |
Avg Bars in Trades | 53 | 53 | 52 | 53 | 53 | 52 |
Avg Bars in Winners | 78 | 80 | 76 | 78 | 80 | 76 |
Avg Bars in Losers | 34 | 34 | 35 | 34 | 34 | 35 |
Bars Traded | 24672 | 12393 | 12279 | 24672 | 12393 | 12279 |
Profit Streak | 6.1426 | 6.2885 | 6.1426 | 6.1426 | 6.2885 | 6.1426 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340396 | 271283 | -208317 | -101261 | 214666 | -581511 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714147200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758905724737, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 169010.3872088122, 133720.3581939324, 35290.0290148802, 116633.2787239934, 149132.779334784, -32499.5006107907 ], [ 169.010387, 133.720358, 35.290029, 116.633279, 149.132779, -32.499501 ], [ 0.324502, 0.256745, 0.067757, 0.148534, 0.175415, -0.075435 ], [ 10, 10, 10, 10, 10, 10 ], [ -54147, -34080, -58742, -161782, -77638, -117988 ], [ 1.256797, 1.404177, 1.107821, 1.102797, 1.260578, 0.942201 ], [ 464, 232, 232, 464, 232, 232 ], [ 194, 97, 97, 194, 97, 97 ], [ 270, 135, 135, 270, 135, 135 ], [ 41.810345, 41.810345, 41.810345, 41.810345, 41.810345, 41.810345 ], [ 1.74915, 1.954267, 1.541812, 1.534821, 1.754413, 1.311311 ], [ 91447, 91447, 25542, 111729, 111729, 56738 ], [ -18893, -9083, -18893, -38850, -23682, -38850 ], [ 53, 53, 52, 53, 53, 52 ], [ 78, 80, 76, 78, 80, 76 ], [ 34, 34, 35, 34, 34, 35 ], [ 24672, 12393, 12279, 24672, 12393, 12279 ], [ 6.142647, 6.288481, 6.142647, 6.142647, 6.288481, 6.142647 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340396, 271283, -208317, -101261, 214666, -581511 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714147200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758905724737, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|