| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 215198.6376 | 153406.0673 | 61792.5702 | 278449.0231 | 311651.1934 | -33202.1703 |
| Total P&L (%) | 215.1986 | 153.4061 | 61.7926 | 278.449 | 311.6512 | -33.2022 |
| Avg Daily Profit (%) | 0.4132 | 0.2945 | 0.1186 | 0.2559 | 0.2721 | -0.0774 |
| Buy And Hold Return (%) | 19.3333 | 19.3333 | 19.3333 | 19.3333 | 19.3333 | 19.3333 |
| Max Trade Drawdown | -71223 | -35416 | -54445 | -445954 | -161059 | -326347 |
| Profit Factor | 1.3882 | 1.5958 | 1.2082 | 1.161 | 1.3693 | 0.9625 |
| Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
| Winning Trades | 157 | 81 | 76 | 157 | 81 | 76 |
| Losing Trades | 157 | 76 | 81 | 157 | 76 | 81 |
| Profitability (%) | 50 | 51.5924 | 48.4076 | 50 | 51.5924 | 48.4076 |
| Ratio Avg Win / Avg Loss | 1.3882 | 1.4973 | 1.2877 | 1.161 | 1.2847 | 1.0258 |
| Largest Winning Trade | 39853 | 39853 | 36746 | 166759 | 166759 | 138761 |
| Largest Losing Trade | -33468 | -12781 | -33468 | -102480 | -75095 | -102480 |
| Avg Bars in Trades | 78 | 72 | 84 | 78 | 72 | 84 |
| Avg Bars in Winners | 95 | 84 | 107 | 95 | 84 | 107 |
| Avg Bars in Losers | 61 | 60 | 62 | 61 | 60 | 62 |
| Bars Traded | 24657 | 11448 | 13209 | 24657 | 11448 | 13209 |
| Profit Streak | 7.3924 | 7.3924 | 8.7049 | 7.3924 | 7.3924 | 8.7049 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 442220 | 392594 | -38281 | -33107 | 335836 | -579362 |
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714456800000,
"first_datapoint_time": 1714714200000,
"last_datapoint_time": 1759455000000,
"evaluation_time": 1759456502723,
"expiration_time": 1765935000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 144,
"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": [
[
215198.6375517762,
153406.0673061125,
61792.5702456635,
278449.0230571159,
311651.1933896904,
-33202.1703325744
],
[
215.198638,
153.406067,
61.79257,
278.449023,
311.651193,
-33.20217
],
[
0.413184,
0.294542,
0.118642,
0.255863,
0.272052,
-0.077442
],
[
19.333333,
19.333333,
19.333333,
19.333333,
19.333333,
19.333333
],
[
-71223,
-35416,
-54445,
-445954,
-161059,
-326347
],
[
1.388246,
1.595806,
1.20819,
1.161003,
1.369266,
0.962504
],
[
314,
157,
157,
314,
157,
157
],
[
157,
81,
76,
157,
81,
76
],
[
157,
76,
81,
157,
76,
81
],
[
50,
51.592357,
48.407643,
50,
51.592357,
48.407643
],
[
1.388246,
1.4973,
1.287677,
1.161003,
1.284744,
1.025827
],
[
39853,
39853,
36746,
166759,
166759,
138761
],
[
-33468,
-12781,
-33468,
-102480,
-75095,
-102480
],
[
78,
72,
84,
78,
72,
84
],
[
95,
84,
107,
95,
84,
107
],
[
61,
60,
62,
61,
60,
62
],
[
24657,
11448,
13209,
24657,
11448,
13209
],
[
7.392392,
7.392392,
8.704892,
7.392393,
7.392393,
8.704893
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
442220,
392594,
-38281,
-33107,
335836,
-579362
]
]
}
{
"trading_pair": "CAKE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714456800000,
"first_datapoint_time": 1714714200000,
"last_datapoint_time": 1759455000000,
"evaluation_time": 1759456502723,
"expiration_time": 1765935000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 144,
"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) |
|---|