Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242026.8148 | 157307.7065 | 84719.1083 | 458680.7786 | 429789.7567 | 28891.0219 |
Total P&L (%) | 242.0268 | 157.3077 | 84.7191 | 458.6808 | 429.7898 | 28.891 |
Avg Daily Profit (%) | 0.4647 | 0.302 | 0.1627 | 0.3309 | 0.3206 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74524 | -22981 | -61610 | -603340 | -146250 | -514502 |
Profit Factor | 1.7295 | 2.044 | 1.4678 | 1.31 | 1.6869 | 1.0338 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 44.7552 | 45.8333 | 43.662 | 44.7552 | 45.8333 | 43.662 |
Ratio Avg Win / Avg Loss | 2.1348 | 2.4157 | 1.8939 | 1.6171 | 1.9936 | 1.334 |
Largest Winning Trade | 61988 | 61988 | 35360 | 283416 | 283416 | 268043 |
Largest Losing Trade | -12348 | -12348 | -12245 | -104833 | -82730 | -104833 |
Avg Bars in Trades | 170 | 158 | 182 | 170 | 158 | 182 |
Avg Bars in Winners | 265 | 227 | 306 | 265 | 227 | 306 |
Avg Bars in Losers | 92 | 100 | 86 | 92 | 100 | 86 |
Bars Traded | 24334 | 11396 | 12938 | 24334 | 11396 | 12938 |
Profit Streak | 9.101 | 32.1843 | 0 | 9.101 | 32.1843 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417575 | -67815 | -80469 | 303607 | -68345 | -404325 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714123800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758905726106, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 67, "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": [ [ 242026.8148055377, 157307.7064769575, 84719.1083285799, 458680.7786227763, 429789.7567308887, 28891.0218918873 ], [ 242.026815, 157.307706, 84.719108, 458.680779, 429.789757, 28.891022 ], [ 0.464694, 0.302033, 0.162662, 0.330867, 0.320639, 0.048741 ], [ 10, 10, 10, 10, 10, 10 ], [ -74524, -22981, -61610, -603340, -146250, -514502 ], [ 1.729483, 2.044043, 1.467785, 1.310028, 1.686908, 1.033838 ], [ 143, 72, 71, 143, 72, 71 ], [ 64, 33, 31, 64, 33, 31 ], [ 79, 39, 40, 79, 39, 40 ], [ 44.755245, 45.833333, 43.661972, 44.755245, 45.833333, 43.661972 ], [ 2.134831, 2.415687, 1.893917, 1.617066, 1.993618, 1.333985 ], [ 61988, 61988, 35360, 283416, 283416, 268043 ], [ -12348, -12348, -12245, -104833, -82730, -104833 ], [ 170, 158, 182, 170, 158, 182 ], [ 265, 227, 306, 265, 227, 306 ], [ 92, 100, 86, 92, 100, 86 ], [ 24334, 11396, 12938, 24334, 11396, 12938 ], [ 9.100997, 32.18433, 0, 9.100997, 32.18433, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 417575, -67815, -80469, 303607, -68345, -404325 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714123800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758905726106, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 67, "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) |
---|