Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215727.3318 | 144618.0763 | 71109.2555 | 362454.722 | 360180.6773 | 2274.0447 |
Total P&L (%) | 215.7273 | 144.6181 | 71.1093 | 362.4547 | 360.1807 | 2.274 |
Avg Daily Profit (%) | 0.4142 | 0.2777 | 0.1365 | 0.2945 | 0.2935 | 0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62614 | -21557 | -57085 | -438565 | -129851 | -417645 |
Profit Factor | 1.5534 | 1.84 | 1.3267 | 1.2279 | 1.5606 | 1.0024 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 183 | 94 | 89 | 183 | 94 | 89 |
Profitability (%) | 39 | 37.3333 | 40.6667 | 39 | 37.3333 | 40.6667 |
Ratio Avg Win / Avg Loss | 2.4296 | 3.0886 | 1.9356 | 1.9206 | 2.6195 | 1.4625 |
Largest Winning Trade | 60837 | 60837 | 29821 | 279266 | 279266 | 204105 |
Largest Losing Trade | -7376 | -6455 | -7376 | -62213 | -50715 | -62213 |
Avg Bars in Trades | 81 | 72 | 90 | 81 | 72 | 90 |
Avg Bars in Winners | 147 | 133 | 160 | 147 | 133 | 160 |
Avg Bars in Losers | 39 | 35 | 42 | 39 | 35 | 42 |
Bars Traded | 24395 | 10824 | 13572 | 24395 | 10824 | 13572 |
Profit Streak | 0 | 11.5303 | 0 | 0 | 11.5303 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321033 | 257171 | -13374 | 212590 | 236696 | -574684 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714150800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758921218076, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 236, "offset": 0, "scalar": 5 } }, "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": [ [ 215727.3317911689, 144618.0762910729, 71109.2555000961, 362454.72202031, 360180.6772767963, 2274.0447435135 ], [ 215.727332, 144.618076, 71.109256, 362.454722, 360.180677, 2.274045 ], [ 0.414199, 0.277668, 0.136531, 0.294459, 0.29351, 0.004317 ], [ 10, 10, 10, 10, 10, 10 ], [ -62614, -21557, -57085, -438565, -129851, -417645 ], [ 1.553371, 1.840016, 1.326667, 1.227917, 1.56057, 1.002399 ], [ 300, 150, 150, 300, 150, 150 ], [ 117, 56, 61, 117, 56, 61 ], [ 183, 94, 89, 183, 94, 89 ], [ 39, 37.333333, 40.666667, 39, 37.333333, 40.666667 ], [ 2.429631, 3.088599, 1.935629, 1.920588, 2.619529, 1.462517 ], [ 60837, 60837, 29821, 279266, 279266, 204105 ], [ -7376, -6455, -7376, -62213, -50715, -62213 ], [ 81, 72, 90, 81, 72, 90 ], [ 147, 133, 160, 147, 133, 160 ], [ 39, 35, 42, 39, 35, 42 ], [ 24395, 10824, 13572, 24395, 10824, 13572 ], [ 0, 11.530302, 0, 0, 11.530302, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321033, 257171, -13374, 212590, 236696, -574684 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714150800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758921218076, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 236, "offset": 0, "scalar": 5 } }, "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) |
---|